首页    期刊浏览 2025年06月16日 星期一
登录注册

文章基本信息

  • 标题:Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?
  • 本地全文:下载
  • 作者:Michael P. Clements
  • 期刊名称:Econometrics
  • 印刷版ISSN:2225-1146
  • 出版年度:2020
  • 卷号:8
  • 期号:16
  • 页码:16
  • DOI:10.3390/econometrics8020016
  • 语种:English
  • 出版社:MDPI, Open Access Journal
  • 摘要:We apply a bootstrap test to determine whether some forecasters are able to make superior probability assessments to others. In contrast to some findings in the literature for point predictions, there is evidence that some individuals really are better than others. The testing procedure controls for the different economic conditions the forecasters may face, given that each individual responds to only a subset of the surveys. One possible explanation for the different findings for point predictions and histograms is explored: that newcomers may make less accurate histogram forecasts than experienced respondents given the greater complexity of the task.
国家哲学社会科学文献中心版权所有