Forecast Evaluation Methods

Seminar paper from the year 2016 in the subject Economics - Statistics and Methods, grade: 1,0, University of Cologne (Institut für Ökonometrie und Statistik), course: Seminar "Statistics and Econometrics", language: English, abstract: This seminar paper aims to briefly introduce selected modelfree methods which can be used both to evaluate specific forecast series and to compare pairwise competin...