most citedEqual Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

econ.EM2025

Testing Clustered Equal Predictive Ability with Unknown Clusters

Oguzhan Akgun, Alain Pirotte, Giovanni Urga +1

We develop tests of clustered equal predictive ability (C-EPA) in panels where the clusters are unknown and estimated by the Panel Kmeans algorithm. To address the challenge of tes…

econ.EM2020★ 2 cited

Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts

Oguzhan Akgun, Alain Pirotte, Giovanni Urga +1

We propose two types of equal predictive ability (EPA) tests with panels to compare the predictions made by two forecasters. The first type, namely -statistics, focuses on the o…