Pages that link to "Item:Q3371166"
From MaRDI portal
The following pages link to Estimation and Testing of Forecast Rationality under Flexible Loss (Q3371166):
Displaying 18 items.
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Consistent ranking of volatility models (Q292007) (← links)
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Conditions for rational investment short-termism (Q470419) (← links)
- Evaluating treatment protocols using data combination (Q528178) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- The second-order bias of quantile estimators (Q1627013) (← links)
- An evaluation of private forecasts of interest rate targets in Brazil (Q1925626) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Estimating the term structure of commodity market preferences (Q2286907) (← links)
- Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196) (← links)
- Joint forecasts of Dow Jones stocks under general multivariate loss function (Q2445692) (← links)
- ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES (Q2845021) (← links)
- (Q2971498) (← links)
- Predicting the signs of forecast errors (Q3065532) (← links)
- Spreads versus professional forecasters as predictors of future output change (Q3065536) (← links)
- Assessing point forecast accuracy by stochastic error distance (Q5864637) (← links)
- Comparing forecasting performance in cross-sections (Q6090568) (← links)
