Estimation and Testing of Forecast Rationality under Flexible Loss
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Publication:3371166
DOI10.1111/0034-6527.00363zbMath1182.91138OpenAlexW2098723749MaRDI QIDQ3371166
Graham Elliott, Ivana Komunjer, Allan G. Timmermann
Publication date: 21 February 2006
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/0034-6527.00363
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Parametric hypothesis testing (62F03) Point estimation (62F10) Economic time series analysis (91B84)
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