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However, unlike JCS tests, which are not uniformly valid and are correctly sized only under the least favorable case, our tests are uniformly asymptotically valid and non\u2010conservative. To show this, we establish uniform convergence of HAC variance estimators. Monte Carlo experiments indicate good finite sample performance of our tests, and an empirical illustration suggests that prior forecast accuracy matters in the Survey of Professional Forecasters.<\/jats:p>","DOI":"10.1002\/jae.2962","type":"journal-article","created":{"date-parts":[[2023,2,2]],"date-time":"2023-02-02T05:13:55Z","timestamp":1675314835000},"page":"596-622","update-policy":"http:\/\/dx.doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Robust forecast superiority testing with an application to assessing pools of expert forecasters"],"prefix":"10.1002","volume":"38","author":[{"given":"Valentina","family":"Corradi","sequence":"first","affiliation":[{"name":"School of Economics University of Surrey  Guildford UK"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Sainan","family":"Jin","sequence":"additional","affiliation":[{"name":"School of Social Sciences, School of Economics and Management Tsinghua University  Beijing China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Norman R.","family":"Swanson","sequence":"additional","affiliation":[{"name":"Department of Economics Rutgers University  New Brunswick New Jersey USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"311","published-online":{"date-parts":[[2023,3,21]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.1093\/oxfordhb\/9780195398649.013.0013"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.2307\/2938229"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.2307\/1403549"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA9370"},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2016.09.010"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.3982\/ECTA7502"},{"key":"e_1_2_9_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2020.10.002"},{"key":"e_1_2_9_9_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2021.1896527"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2015.12.004"},{"key":"e_1_2_9_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90105-1"},{"key":"e_1_2_9_12_1","doi-asserted-by":"publisher","DOI":"10.2307\/2938323"},{"key":"e_1_2_9_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/B978-0-444-62731-5.00020-8"},{"key":"e_1_2_9_14_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2629"},{"key":"e_1_2_9_15_1","first-page":"197","volume-title":"Handbook of economic forecasting","author":"Corradi V.","year":"2003"},{"key":"e_1_2_9_16_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-2354.2007.00418.x"},{"key":"e_1_2_9_17_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4614-1653-1_5"},{"key":"e_1_2_9_18_1","first-page":"3","article-title":"Introducing: The survey of professional forecasters","author":"Croushore D.","year":"1993","journal-title":"The Federal Reserve Bank of Philadelphia Business Review"},{"key":"e_1_2_9_19_1","doi-asserted-by":"crossref","unstructured":"Del Negro M. 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