17-062/III - Forecasting Football Match Results in National League Competitions Using Score-Driven Time Series Models
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AuthorsSiem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES, Aarhus University, Denmark; Tinbergen Institute, The Netherlands; Rutger Lit, VU Amsterdam, The Netherlands
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Publication dateJuly 5, 2017
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KeywordsFootball, Forecasting, Score-driven models, Bivariate Poisson, Skellam, Ordered probit, Probabilistic loss function
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JELC32