ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES

DOI10.1017/S0266466612000461zbMath1274.62638OpenAlexW1967908399MaRDI QIDQ2845021

Robert P. Lieli, Maxwell B. Stinchcombe

Publication date: 22 August 2013

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466612000461

zbMATH Keywords

loss functionforecastsset identificationnonparametric preference recovery

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• Handbook of economic forecasting. Volume 1
• Best response equivalence
• Estimation and Testing of Forecast Rationality under Flexible Loss
• SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
• Testing Forecast Optimality Under Unknown Loss
• Prediction with a Generalized Cost of Error Function

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