@article{b08d3dde9ff14e88b1bb3268bea6e0da,
title = "On the use of mean square error and directional forecast accuracy for model selection: a simulation study",
keywords = "time series, forecasting, directional forecasting, Accuracy",
author = "Mauro Costantini and Robert Kunst",
year = "2026",
month = jan,
day = "2",
doi = "10.1080/00949655.2025.2556276",
language = "English",
pages = "205--231",
journal = "Journal of Statistical Computation and Simulation",
issn = "1563-5163",
publisher = "Taylor \& Francis",
}