Construct · 1 fields · 1 citations

superior predictive ability test: a standalone construct

One name. One construct. A landmark on the map.

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superior predictiveability test1 CONSTRUCTSuperior predictiveHANSEN · ECONOMETRICS

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Econometrics

a refinement of the reality check that studentizes losses and reduces the influence of poor models when testing whether any model beats a benchmark.

In econometrics, superior predictive ability test refers to a refinement of the reality check that studentizes losses and reduces the influence of poor models when testing whether any model beats a benchmark. This meaning comes from Hansen (2005) in Journal of Business & Economic Statistics.[1]

Unit
Recovery means
Measured by

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business1 fields · 1 citationsanchor · a standalone constructcheck1 fields · 1 citationsanchor · a standalone constructinfluence5 fields · 5 citationsjingle · one word, five constructs

References

  1. Hansen, P. R. (2005). A Test for Superior Predictive Ability. Journal of Business & Economic Statistics, 23(4), 365-380. https://doi.org/10.1198/073500105000000063

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