Search Results for author: Andrew J. Patton

Found 2 papers, 1 papers with code

Generalized Autoregressive Score Trees and Forests

no code implementations • 30 May 2023 • Andrew J. Patton, Yasin Simsek

We propose methods to improve the forecasts from generalized autoregressive score (GAS) models (Creal et.

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Testing Forecast Rationality for Measures of Central Tendency

1 code implementation • 28 Oct 2019 • Timo Dimitriadis, Andrew J. Patton, Patrick W. Schmidt

We propose tests of forecast rationality when the measure of central tendency used by the respondent is unknown.

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