Theory-coherent forecasting

DOI10.1016/j.jeconom.2014.04.014zbMath1311.62162OpenAlexW2057376609MaRDI QIDQ2451809

Raffaella Giacomini, Giuseppe Ragusa

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.04.014

zbMATH Keywords

forecast evaluationdensity forecastexponential titlingsemiparametric projections

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical methods; economic indices and measures (91B82)

Related Items

Maximum entropy analysis of consumption-based capital asset pricing model and volatility, Density forecast of financial returns using decomposition and maximum entropy

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