Testing for Bias in Forecasts for Independent Multinomial Outcomes

This paper deals with a test on forecast bias in predicting independent multinomial outcomes where the predictions are probabilities. The new Likelihood Ratio (and Wald) test extends the familiar Mincer Zarnowitz regression to a multinomial logit model instead of a linear regression. The test is eva...

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Bibliographic Details
Main Authors: Philip Hans Franses, Richard Paap
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Forecasting
Subjects:
Online Access:https://www.mdpi.com/2571-9394/7/1/4
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