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...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2025-01-01
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| Serie: | Forecasting |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2571-9394/7/1/4 |
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