The Rationality and Efficiency of Individuals' Forecasts

DOI10.1002/9780470996430.CH10MaRDI QIDQ5474889zbMATH OpenOpenAlexFDO

Authors Herman O. Stekler

Publication date 26 June 2006

Published in A Companion to Economic Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/9780470996430.ch10

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51) Statistical methods; risk measures (91G70)

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(7)

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• INDIVIDUAL EXPECTATIONS AND AGGREGATE BEHAVIOR IN LEARNING-TO-FORECAST EXPERIMENTS
• Improving empirical models and forecasts with saturation-based machine learning
• Matrix scaling of subjective probabilities of economic forecasts
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