Expert opinion versus expertise in forecasting

DOI10.1111/J.1467-9574.2009.00426.XMaRDI QIDQ6573708zbMATH OpenFDO

Authors Philip Hans Franses, Michael McAleer, Rianne Legerstee

Publication date 17 July 2024

Published in Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

efficient estimationgenerated regressorsexpert opiniondirect testnon-replicable expert forecastsreplicable expert forecasts

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Linear inference, regression (62Jxx) Mathematical economics (91Bxx)

Cites work

• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Properties of optimal forecasts under asymmetric loss and nonlinearity
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances
• Testing Forecast Optimality Under Unknown Loss
• The significance of testing empirical non-nested models
• When are two step estimators efficient?

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