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EX ANTE PREDICTOR [1 record]

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Record 1 1986-10-27

English

Subject field(s)
  • Econometrics
CONT

A model that fits the data better than the forward rate during the estimation period is not necessarily a better ex ante predictor. There seem to be two approaches to making valid comparisons of forecasting performance.

French

Domaine(s)
  • Économétrie
CONT

Un modèle qui explique mieux les données que le cours du terme durant la période d'estimation ne fait pas nécessairement de meilleures prévisions ex ante. Il semble exister deux méthodes valables pour comparer l'efficacité des prévisions.

Spanish

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