Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute

Comparing Predictive Accuracy

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Public Health, Economics, Causal Inference +15

Testing the equality of prediction mean squared errors

David I. Harvey, Stephen J. Leybourne, Paul Newbold · International Journal of Forecasting · 1997 · 2K citations

Natural Sciences, Mathematics, Machine Learning +7

Tests for Forecast Encompassing

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Natural Sciences, Meteorology, Forecasting +11

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran, Allan Timmermann · Journal of Business and Economic Statistics · 1992 · 621 citations

Business, Business Economics, Economics +16

A Simple Nonparametric Test of Predictive Performance

M. Hashem Pesaran, Allan Timmermann · Journal of Business and Economic Statistics · 1992 · 616 citations

Business, Business Economics, Economics +16