Estimation and Testing of Forecast Rationality under Flexible Loss

DOI10.1111/0034-6527.00363zbMath1182.91138OpenAlexW2098723749MaRDI QIDQ3371166

Graham Elliott, Ivana Komunjer, Allan G. Timmermann

Publication date: 21 February 2006

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/0034-6527.00363

zbMATH Keywords

forecastOECDloss functionIMF

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Parametric hypothesis testing (62F03) Point estimation (62F10) Economic time series analysis (91B84)

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