MSFEMasters in Financial Engineering (degree program)
MSFEMaster of Science in Financial Engineering (degree)
MSFEMalta Song For Europe
MSFEMaster of Science in Financial Economics (degree program)
MSFEMultistage Flash Evaporator (desalination plant)
MSFEMultiplexer Section Far End (bit error)
References in periodicals archive ?
The forecasting performance of the models is assessed by calculating the ratio of the MSFE of each model over the MSFE of the benchmark (Eq.
We test this null hypothesis against the one-sided (upper-tail) alternative hypothesis that the MSFE for the unrestricted model forecasts is less than the MSFE for the restricted model forecasts ([MSFE.
Columns 2 and 6 represent the root MSFE (RMSFE) of the linear AR model for both the real, rand-dollar and rand-pound exchange rates, hereon referred to as the United States and United Kingdom respectively.
TABLE 1 Pseudo out-of-sample relative MSFE ratios FCI Adjusted Adjusted h CFNAI residual FCI FCI residual A.
so will yield a lower MSFE when [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], which is a standardised location shift greater than one error standard deviation, independently of [[lambda].
Owing to the assumption of heteroscedasticity, standard errors and significance are not presented; however, using a homoscedastic fixed regressor bootstrap, we can reject the null of equal MSFE for nearly all months.
This is true despite the fact, that the ARDL model MSFE almost always exceeds the AR benchmark model MSFE (as in Stock and Watson 2003).
If the relative MSFE of the candidate forecast is less than one, then the forecast based on that leading indicator outperformed the AR benchmark in the period just before and during the 2001 recession.
Thus, scaling the MSFE by either book value or market price does not appear to alter the results.
MSFE is the mean-squared forecast error, and RMSFE is the square root of the mean squared forecast error.
Table 3 indicates that the DS forecasts at 1-step ahead are often significantly more accurate than those of the TS model on MSFE.