Estimation and Testing of Forecast Rationality under Flexible Loss (Q3371166)

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Estimation and Testing of Forecast Rationality under Flexible Loss
scientific article

    Statements

    title
    Estimation and Testing of Forecast Rationality under Flexible Loss (English)
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    author
    Graham Elliott
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    Ivana Komunjer
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    Allan G. Timmermann
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    publication date
    21 February 2006
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    zbMATH Keywords
    loss function
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    forecast
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    IMF
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    OECD
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62P20
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    62F10
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    62F03
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    62M20
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    zbMATH DE Number
    5008200
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