Pages that link to "Item:Q5562419"
From MaRDI portal
The following pages link to Prediction with a Generalized Cost of Error Function (Q5562419):
Displaying 50 items.
- Revisiting Francis Galton's forecasting competition (Q252731) (← links)
- Decisionmetrics: a decision-based approach to econometric modelling (Q276921) (← links)
- Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- Non-causality in bivariate binary time series (Q291706) (← links)
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- Predicting binary outcomes (Q386939) (← links)
- Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses (Q450850) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Conditions for rational investment short-termism (Q470419) (← links)
- Invariance of statistical causality under convergence (Q553106) (← links)
- A note on marginal and conditional independence (Q613142) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Generalised rational bias in financial forecasts (Q665732) (← links)
- Unit roots and cointegration in estimating causality between exports and economic growth: (Q672650) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Volatility forecast comparison using imperfect volatility proxies (Q737280) (← links)
- ROC curves for regression (Q898227) (← links)
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
- Temporal aggregation and SVAR identification, with an application to fiscal policy (Q1046293) (← links)
- Asymmetric quadratic loss adjustments for a predictive t variable. (Q1129246) (← links)
- Bayesian point estimation and prediction (Q1233697) (← links)
- Rationality testing under asymmetric loss (Q1274785) (← links)
- Asymmetric recursive methods for time series (Q1340773) (← links)
- Conditionally externally Bayesian pooling operators in chain graphs (Q1372858) (← links)
- Tariff endogeneity: Evidence from 19th century Europe (Q1389486) (← links)
- Exports and economic growth: Evidence from 19th Century Europe (Q1391065) (← links)
- Bayesian model averaging: A tutorial. (with comments and a rejoinder). (Q1431179) (← links)
- Cost-sensitive estimation of ARMA models for financial asset return data (Q1665027) (← links)
- Robust out-of-sample inference (Q1841187) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- A Lagrange multiplier test for causality in variance (Q1929453) (← links)
- Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss (Q1946881) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- How should parameter estimation be tailored to the objective? (Q2172021) (← links)
- Multistep quantile forecasts for supply chain and logistics operations: bootstrapping, the GARCH model and quantile regression based approaches (Q2303338) (← links)
- Downside loss aversion: winner or loser? (Q2350935) (← links)
- Focused information criterion and model averaging for generalized additive partial linear models (Q2429927) (← links)
- Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196) (← links)
- Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES (Q2845021) (← links)
- AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON (Q2870070) (← links)
- (Q2971498) (← links)
- GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA (Q2986520) (← links)
- Predicting the signs of forecast errors (Q3065532) (← links)
- Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
