Expert opinion versus expertise in forecasting

DOI10.1111/J.1467-9574.2009.00426.XMaRDI QIDQ6573708FDOQ6573708

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

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