Decisionmetrics: a decision-based approach to econometric modelling
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Publication:276921
DOI10.1016/j.jeconom.2006.03.012zbMath1360.62547MaRDI QIDQ276921
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.03.012
loss function; misspecification; statistical decision theory; financial decision-making; parametric action rules; statistical risk; technical analysis
62P20: Applications of statistics to economics
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B06: Decision theory
62C05: General considerations in statistical decision theory
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Decisionmetrics: a decision-based approach to econometric modelling, Properties of optimal forecasts under asymmetric loss and nonlinearity
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