On aggregation bias in fixed-event forecast efficiency tests

DOI10.1016/J.ECONLET.2005.06.003zbMath1255.62297OpenAlexW3122790946MaRDI QIDQ1928712

Gultekin Isiklar

Publication date: 3 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.06.003

zbMATH Keywords

fixed-eventweak-efficiency

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Related Items (1)

The Nordhaus test with many zeros

Cites Work

• A new framework for analyzing survey forecasts using three-dimensional panel data
• Analysis of a panel of UK macroeconomic forecasts

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