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On the Comparison of Interval Forecasts
13 references·1 citing·44 second hop
On the Comparison of Interval Forecasts (2018)On the Comparison of Interval ForecastsPrediction Using Several Macroeconomic Models (2017)Prediction Using Several Macr…A method to elicit beliefs as most likely intervals (2015)A method to elicit beliefs as…Making and Evaluating Point Forecasts (2011)Making and Evaluating Point F…Quantiles as optimal point forecasts (2010)Quantiles as optimal point fo…Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Strictly Proper Scoring Rules…Another look at measures of forecast accuracy (2006)Another look at measures of f…Evaluation and Combination of Conditional Quantile Forecasts (2005)Evaluation and Combination of…Evaluation and Combination of Conditional Quantile Forecasts (2002)Evaluation and Combination of…Evaluating Interval Forecasts (1998)Evaluating Interval ForecastsEvaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Density Forecasts …Highest‐density forecast regions for nonlinear and non‐normal time series models (1995)Highest‐density forecast regi…Interval forecasting (1989)Interval forecastingAn Experimental Study of Expectation Formation (1976)An Experimental Study of Expe…World Population Prospects – A Long View (2020)World Population Prospects – …The Combination of Forecasts (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Combining competing forecasts of inflation using a bivariate arch model (1984)Dynamic quantile models (2008)Local linear spatial quantile regression (2009)Quantile Aggregation of Density Forecasts (2017)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)CoVaR (2016)Applied Statistical Decision Theory (1962)Probabilistic Forecasts, Calibration and Sharpness (2007)Criteria for classifying forecasting methods (2019)Inventory – forecasting: Mind the gap (2021)A review of predictive uncertainty estimation with machine learning (2024)Elicitation of Personal Probabilities and Expectations (1971)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Coherent Measures of Risk (1999)A better measure of relative prediction accuracy for model selection and model estimation (2014)Probabilistic Forecasting (2014)Forecasting: theory and practice (2022)Value and Capital (1939)TESTS OF SIGNIFICANCE IN FACTOR ANALYSIS (1950)The monetary dynamics of hyperinflation (1956)Coordination of Expectations in Asset Pricing Experiments (2003)Expectations and bubbles in asset pricing experiments (2007)What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting (2013)Forecasting: Methods and Applications (1984)Some recent developments in non-linear time series modelling, testing, and forecasting (1992)A nonlinear long memory model, with an application to US unemployment (2002)The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior (2006)The Role of El Niño Southern Oscillation in Commodity Price Movement and Predictability (2017)ARCH modeling in finance (1992)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Modeling and Forecasting Realized Volatility (2001)Testing Density Forecasts, With Applications to Risk Management (2001)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)CAViaR (2004)Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood (2004)Evaluating predictive performance of value-at-risk models in emerging markets: a reality check (2006)Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (2017)Automatic Time Series Forecasting: The forecast Package for R (2008)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)
this work references cited by second hop

References

  • 2007Strictly Proper Scoring Rules, Prediction, and Estimation5,771 cited
  • 2006Another look at measures of forecast accuracy5,736 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 2011Making and Evaluating Point Forecasts1,159 cited
  • 2005Evaluation and Combination of Conditional Quantile Forecasts279 cited
  • 2010Quantiles as optimal point forecasts217 cited
  • 1976An Experimental Study of Expectation Formation146 cited
  • 1989Interval forecasting118 cited
  • 1995Highest‐density forecast regions for nonlinear and non‐normal time series models87 cited
  • 2002Evaluation and Combination of Conditional Quantile Forecasts62 cited
  • 2017Prediction Using Several Macroeconomic Models54 cited
  • 2015A method to elicit beliefs as most likely intervals31 cited

Cited by

  • 2020World Population Prospects – A Long View19 cited

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