Prediction with a Generalized Cost of Error Function

From MaRDI portal
Publication:5562419


DOI10.1057/jors.1969.52zbMath0174.21901MaRDI QIDQ5562419

Clive W. J. Granger

Publication date: 1969

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.1969.52



Related Items

Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method, Predictive ability with cointegrated variables, Predicting binary outcomes, Performance of double \(k\)-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses, Properties of optimal forecasts under asymmetric loss and nonlinearity, Conditions for rational investment short-termism, Invariance of statistical causality under convergence, A note on marginal and conditional independence, Multi-step forecasts from threshold ARMA models using asymmetric loss functions, Generalised rational bias in financial forecasts, Unit roots and cointegration in estimating causality between exports and economic growth:, An extension of the Gauss-Newton algorithm for estimation under asymmetric loss, Temporal aggregation and SVAR identification, with an application to fiscal policy, Asymmetric quadratic loss adjustments for a predictive t variable., Bayesian point estimation and prediction, Rationality testing under asymmetric loss, Asymmetric recursive methods for time series, Conditionally externally Bayesian pooling operators in chain graphs, Tariff endogeneity: Evidence from 19th century Europe, Exports and economic growth: Evidence from 19th Century Europe, Bayesian model averaging: A tutorial. (with comments and a rejoinder)., Robust out-of-sample inference, Median unbiased forecasts for highly persistent autoregressive processes, A Lagrange multiplier test for causality in variance, Estimation of a probability in inverse binomial sampling under normalized linear-linear and inverse-linear loss, Downside loss aversion: winner or loser?, Focused information criterion and model averaging for generalized additive partial linear models, Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts, Optimal forecast combinations under general loss functions and forecast error distributions, Joint forecasts of Dow Jones stocks under general multivariate loss function, ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES, AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON, Predicting the signs of forecast errors