Johanna F Ziegel
Biographic Data
| ID | 8920947 |
|---|---|
| NAME | Johanna F Ziegel |
| GIVEN NAMES | Johanna F |
| FAMILY NAME | Ziegel |
| SIGNATURE | ZIEGEL J F |
| AFFILIATIONS | University of Bern |
| ORCID | 0000-0002-5916-9746 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Generic Conditions for Forecast Dominance
Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests of forecast dominance, little is known about the theoretical conditions under which one forecast dominates another. To address this question, we derive a new characterization of dominance among forecasts of the mean functional. We present various scenarios under which do…
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Generic Conditions for Forecast Dominance
Recent studies have analyzed whether one forecast method dominates another under a class of consistent scoring functions. While the existing literature focuses on empirical tests of forecast dominance, little is known about the theoretical conditions under which one forecast dominates another. To address this question, we derive a new characterization of dominance among forecasts of the mean functional. We present various scenarios under which do…
Computer Science (1 work) · Consensus forecast (1 work) · Econometrics (1 work) · Economics (1 work) · Estimation (1 work) · Financial Risk and Volatility Modeling (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Monetary Policy and Economic Impact (1 work) · Statistics (1 work)