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 St...
| Hoofdauteurs: | , |
|---|---|
| Formaat: | Journal article |
| Taal: | English |
| Gepubliceerd in: |
Blackwell Publishing
2005
|