Prediction with a Generalized Cost of Error Function
From MaRDI portal
Publication:5562419
DOI10.1057/jors.1969.52zbMath0174.21901MaRDI QIDQ5562419
Publication date: 1969
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/jors.1969.52
Related Items
An ABC approach for CAViaR models with asymmetric kernels, Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method, Predictive ability with cointegrated variables, Revisiting Francis Galton's forecasting competition, Decisionmetrics: a decision-based approach to econometric modelling, Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851, Granger causality and the sampling of economic processes, Testing for short- and long-run causality: a frequency-domain approach, Non-causality in bivariate binary time series, Bagging binary and quantile predictors for time series, Consistent ranking of volatility models, Predicting binary outcomes, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, Properties of optimal forecasts under asymmetric loss and nonlinearity, Conditions for rational investment short-termism, Invariance of statistical causality under convergence, A note on marginal and conditional independence, Multi-step forecasts from threshold ARMA models using asymmetric loss functions, Generalised rational bias in financial forecasts, Unit roots and cointegration in estimating causality between exports and economic growth:, Testing for Granger causality in large mixed-frequency VARs, Volatility forecast comparison using imperfect volatility proxies, ROC curves for regression, An extension of the Gauss-Newton algorithm for estimation under asymmetric loss, Temporal aggregation and SVAR identification, with an application to fiscal policy, Asymmetric quadratic loss adjustments for a predictive t variable., Bayesian point estimation and prediction, Rationality testing under asymmetric loss, Asymmetric recursive methods for time series, Conditionally externally Bayesian pooling operators in chain graphs, Tariff endogeneity: Evidence from 19th century Europe, Exports and economic growth: Evidence from 19th Century Europe, Bayesian model averaging: A tutorial. (with comments and a rejoinder)., Cost-sensitive estimation of ARMA models for financial asset return data, Robust out-of-sample inference, Median unbiased forecasts for highly persistent autoregressive processes, A Lagrange multiplier test for causality in variance, Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss, Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches, Downside loss aversion: winner or loser?, Focused information criterion and model averaging for generalized additive partial linear models, Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts, Optimal forecast combinations under general loss functions and forecast error distributions, Joint forecasts of Dow Jones stocks under general multivariate loss function, ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES, AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON, Unnamed Item, GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA, Predicting the signs of forecast errors
