Pages that link to "Item:Q3632579"
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The following pages link to Testing Forecast Optimality Under Unknown Loss (Q3632579):
Displayed 14 items.
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- Evaluating treatment protocols using data combination (Q528178) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- ROC curves for regression (Q898227) (← links)
- Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES (Q2845021) (← links)
- (Q2971498) (← links)
- Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis (Q5037050) (← links)
- Assessing point forecast accuracy by stochastic error distance (Q5864637) (← links)
- Can we estimate macroforecasters' mis-behavior? (Q6109933) (← links)
- Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions (Q6149861) (← links)