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Diebold Mariano

This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

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82 views11 pages

Diebold Mariano

This article presents a test for comparing the predictive accuracy of econometric models and forecasts. The authors develop a consistent test of equal predictive accuracy based on the mean squared predicted error from each model. This test allows researchers to statistically compare different forecasting models and determine if one model provides consistently more accurate predictions than another.

Uploaded by

RR886
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Comparing predictive accuracy

Diebold, Francis X; Mariano, Roberto S


Journal of Business & Economic Statistics; Jul 1995; 13, 3; ABI/INFORM Global
pg. 253

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

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