This page contains links to various publications.

On MAPE-R as a Measure of Cross-Sectional Estimation and Forecast Accuracy

This is a joint work with David Swanson, published in Journal of Economic and Social Measurement.

Nonparametric Tests for Bias in Estimates and Forecasts

This paper establishes the idea that bias in estimates and forecasts is statistically testable.

Harry Markowitz and the Allais Paradox

This paper examines Harry Markowitz's 1959 temporal reframing of the Allais Paradox, its implications and its independent rediscovery in 1989.

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