A better measure of relative prediction accuracy for model selection and model estimation

Title
A better measure of relative prediction accuracy for model selection and model estimation
Authors
Keywords
prediction, forecasting, model selection, loss function, regression, time series
Journal
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Volume 66, Issue 8, Pages 1352-1362
Publisher
Informa UK Limited
Online
2014-10-29
DOI
10.1057/jors.2014.103

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