Pages that link to "Item:Q4687627"
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The following pages link to Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627):
Displaying 6 items.
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- Multi-step forecasts from threshold ARMA models using asymmetric loss functions (Q635899) (← links)
- Providing support for decisions based on time series information under conditions of asymmetric loss (Q706888) (← links)
- Multivariate test for forecast rationality under asymmetric loss functions: recent evidence from MMS survey of inflation-output forecasts (Q2437196) (← links)
- Fiscal forecasting: The track record of the IMF, OECD and EC (Q2772834) (← links)
- An elastic-net penalized expectile regression with applications (Q5861466) (← links)