Overview
Roberto S. Mariano is an econometrician (University of Pennsylvania; later Singapore Management University), known for forecast evaluation, simulation-based inference, and finite-sample econometric theory.
Key Contributions / Features
- Diebold-Mariano test (Diebold-Mariano 1995): with Diebold, the standard test of equal predictive accuracy under arbitrary loss.
- Work on the finite-sample distribution of econometric estimators, simulation-based estimation, and coincident/leading indicators for business-cycle analysis.
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