On 13 Aug 2001 07:57:35 -0700, [EMAIL PROTECTED] (Cristian Sava)
wrote:
[ snip, other questions ]
>
> Now it seems that there are other ways of measuring the forecasting
> efficiency, as well: Mincer - Zarnovitz efficiency and conditional
> efficiency of some forecast f1 with respect to another f2. Could
> someone help me understand what these quantities are about and how to
> compute them? (I looked in all the books I had and on the Web, but I
> could not find any reference to these concepts...).
www.google.com has only 10 hits, total, for Zarnovitz.
So he is not well known and widely-cited.
Most of them seem to be about a fellow writing on
(forecasting?) business cycles -- judging from the lines
echoed by the search. So, you can look at those articles,
and look up the references in the articles....
--
Rich Ulrich, [EMAIL PROTECTED]
http://www.pitt.edu/~wpilib/index.html
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