というNBER論文をFrancis X. Dieboldが上げている(原題は「Assessing Point Forecast Accuracy by Stochastic Error Distance」、ungated版)。共著者はMinchul Shin(イリノイ大)。 以下はその要旨。 We propose point forecast accuracy measures based directly on distance of the forecast-error c.d.f. from the unit step function at 0 ("stochastic error distance," or SED). We provide a precise characterization of the relationship between SED and standar