Prediction with a Generalized Cost of Error Function
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(58)- 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
- Optimal forecasting accuracy using Lp-norm combination
- How should parameter estimation be tailored to the objective?
- 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
- 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
- On the recoverability of forecasters' preferences
- An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon
- 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
- Sir Clive W. J. Granger's contributions to forecasting
- Granger causality and structural causality in cross-section and panel data
- Predicting the signs of forecast errors
- 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
- Forecasting exchange rates using asymmetric losses: a Bayesian approach
- An ABC approach for CAViaR models with asymmetric kernels
- Forecasting study of Shanghai's and Shenzhen's stock markets using a hybrid forecast method
- Invariance of statistical causality under convergence
- Predictive ability with cointegrated variables
- Linex and double-linex regression for parameter estimation and forecasting
- A note on marginal and conditional independence
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions
- Better the devil you know: improved forecasts from imperfect models
- Improved short-term point and interval forecasts of the daily maximum tropospheric ozone levels via singular spectrum analysis
- Comparing Possibly Misspecified Forecasts
- Generalised rational bias in financial forecasts
- Unit roots and cointegration in estimating causality between exports and economic growth:
- Testing Quantile Forecast Optimality
- Testing for Granger causality in large mixed-frequency VARs
- Binary choice under asymmetric loss in a data-rich environment: theory and an application to algorithmic fairness
- Volatility forecast comparison using imperfect volatility proxies
- ROC curves for regression
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
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