Testing Forecast Optimality Under Unknown Loss (Q3632579)

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Testing Forecast Optimality Under Unknown Loss
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    title
    Testing Forecast Optimality Under Unknown Loss (English)
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    author
    Andrew J. Patton
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    Allan G. Timmermann
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    publication date
    12 June 2009
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    Mathematics Subject Classification ID
    62-07
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    62F03
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    62P05
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    91B84
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    62M10
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    zbMATH DE Number
    5564438
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    zbMATH Keywords
    forecast efficiency
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    forecast evaluation
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    loss function
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    output growth
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