Francis X. Diebold
National Bureau of Economic Research
1 paper in the Anchorcite directory, published in 1995, cited 5,146 times in total.
Research topics
- Monetary Policy and Economic Impact · 1 paper
- Financial Risk and Volatility Modeling · 1 paper
- Forecasting Techniques and Applications · 1 paper
Frequent co-authors
- Roberto S. Mariano · 1 paper
Papers
- Comparing Predictive AccuracyJournal of Business and Economic Statistics · 1995 · 5,146 citations
We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function…
Metadata from OpenAlex (CC0).