econ.EM · 2026-09-23 · No. 122

Econometrics, 2026-09-23.

1 new papers in econ.EM. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Target alignment, dilution and forecast selection when cross-sectional forecasts share a common target

    Masoud Soleimani

    econ.EM · cs.LG · q-fin.ST · stat.ME

    Forecasters often score the same units per date against one standardized realized outcome. We show that every standardized forecast splits exactly into a component aligned with this common target and a component uncorrelated with it. Three consequences follow: forecast-error correlation largely mirrors forecast correlation and is therefore a poor measure of diversity; an equally weighted combination beats a no-information forecast only when...

    arxiv.org/abs/2609.26303 · PDF

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