Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286): Difference between revisions

@@ Property / author @@
-Andrew J. Patton
@@ Property / author: Andrew J. Patton / rank @@
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@@ Property / author @@
-Q451285
@@ Property / author: Q451285 / rank @@
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@@ Property / author @@
-Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
-Normal rank
@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.07.018
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+W2127483845
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@@ Property / cites work @@
+Rationality testing under asymmetric loss
@@ Property / cites work: Rationality testing under asymmetric loss / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+Residual analysis in the grouped and censored normal linear model
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+Calculating posterior distributions and modal estimates in Markov mixture models
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+A consistent test for nonlinear out of sample predictive accuracy.
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+The solution of dynamic linear rational expectations models
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+Temporal Aggregation of Garch Processes
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+Optimal forecast combinations under general loss functions and forecast error distributions
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+Estimation and Testing of Forecast Rationality under Flexible Loss
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+Generalised residuals
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+Prediction with a Generalized Cost of Error Function
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+The exact multi-period mean-square forecast error for the first-order autoregressive model
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+The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
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+Testing Forecast Optimality Under Unknown Loss
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+Remarks on a Multivariate Transformation
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+Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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+Q2783450
@@ Property / cites work: Q2783450 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:451286