Biased predictors, rationality and the evaluation of forecasts

DOI10.1016/0165-1765(86)90119-9zbMATH Open1328.62649OpenAlexW2027180102MaRDI QIDQ899791FDOQ899791

Authors: Arnold Zellner 

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90119-9

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Title not available (Why is that?)
• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Rational expectations and the econometric modeling of markets subject to uncertainty. A Bayesian approach
• Decision Rules for Economic Forecasting

Cited In (6)

• On the bias of Croston's forecasting method
• The Rationality and Efficiency of Individuals' Forecasts
• First Impression Bias: Evidence from Analyst Forecasts*
• Generalised rational bias in financial forecasts
• Irrationality or Efficiency of Macroeconomic Survey Forecasts? Implications from the Anchoring Bias Test*
• Can we estimate macroforecasters' mis-behavior?

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