Evaluating Approximate Point Forecasting of Count Processes

In forecasting count processes, practitioners often ignore the discreteness of counts and compute forecasts based on Gaussian approximations instead. For both central and non-central point forecasts, and for various types of count processes, the performance of such approximate point forecasts is ana...

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Bibliographic Details
Main Authors: Annika Homburg, Christian H. Weiß, Layth C. Alwan, Gabriel Frahm, Rainer Göb
Format: Article
Language:English
Published: MDPI AG 2019-07-01
Series:Econometrics
Subjects:
Online Access:https://www.mdpi.com/2225-1146/7/3/30