TY  - RPRT
AU  - Eransus, Francisco Javier
AU  - Novales Cinca, Alfonso Santiago
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41598
AB  - We propose a new approach to evaluating the usefulness of a set of forecasts, based on the use of a discrete loss function de…ned on the space of data and forecasts. Existing procedures for such an evaluation either do not allow for formal testing, or...
LA  - eng
A3  - Facultad de CC Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Forecasting Evaluation
KW  - Loss Function.
TI  - A statistical test for forecast evaluation under a discrete loss function
TY  - technical report
VL  - 2014
ER  -