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    Diebold Mariano

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    RR886
    This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

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    Diebold Mariano

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    RR886
    59 views11 pages
    This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

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    This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    59 views11 pages

    Diebold Mariano

    Uploaded by

    RR886
    This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

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    Comparing predictive accuracy

    Diebold, Francis X; Mariano, Roberto S


    Journal of Business & Economic Statistics; Jul 1995; 13, 3; ABI/INFORM Global
    pg. 253

    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
    Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

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