Open AccessParameter Constancy, Mean Square Forecast Errors, and Measuring Forecast Perfomance: An Exposition, Extensions, and Illustration
Author(s) -
Neil R. Ericsson
Publication year - 1991
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1991.412
Subject(s) - forecast error , exposition (narrative) , statistic , forecast verification , forecast skill , statistics , mean squared error , mean square , set (abstract data type) , mathematics , econometrics , computer science , art , literature , programming language