Evaluating a model by forecast performance
Although out-of-sample forecast performance is often deemed to be the ‘gold standard’ of evaluation, it is not in fact a good yardstick for evaluating models in general. The arguments are illustrated with reference to a recent paper by Carruth, Hooker and Oswald [Review of Economics and Statistics (...
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| フォーマット: | Journal article |
| 言語: | English |
| 出版事項: |
Blackwell Publishing
2005
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