Decisionmetrics: a decision-based approach to econometric modelling

DOI10.1016/j.jeconom.2006.03.012zbMath1360.62547OpenAlexW3123214677MaRDI QIDQ276921

Spyros Skouras

Publication date: 4 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.03.012

zbMATH Keywords

loss functionmisspecificationstatistical decision theoryfinancial decision-makingparametric action rulesstatistical risktechnical analysis

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Decision theory (91B06) General considerations in statistical decision theory (62C05)

Related Items (2)

Decisionmetrics: a decision-based approach to econometric modelling ⋮ Properties of optimal forecasts under asymmetric loss and nonlinearity

Cites Work

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• Decisionmetrics: a decision-based approach to econometric modelling
• Note on the consistency of the maximum likelihood estimate for nonidentifiable distributions
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Financial returns and efficiency as seen by an artificial technical analyst
• Pooling of forecasts
• Pseudo Maximum Likelihood Methods: Theory
• Choice Without Beliefs
• Prediction with a Generalized Cost of Error Function

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