Testing for Bias in Forecasts for Independent Multinomial Outcomes
This paper deals with a test on forecast bias in predicting independent multinomial outcomes where the predictions are probabilities. The new Likelihood Ratio (and Wald) test extends the familiar Mincer Zarnowitz regression to a multinomial logit model instead of a linear regression. The test is eva...
Furkejuvvon:
| Váldodahkkit: | , |
|---|---|
| Materiálatiipa: | Artigo |
| Giella: | Inglês |
| Almmustuhtton: |
MDPI AG
2025-01-01
|
| Ráidu: | Forecasting |
| Fáttát: | |
| Liŋkkat: | https://www.mdpi.com/2571-9394/7/1/4 |
| Fáddágilkorat: |
Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!
|