Roberto S. Mariano
University of Pennsylvania
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
- Francis X. Diebold · 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…
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