scientific article; zbMATH DE number 5035831
From MaRDI portal
Publication:5474890
zbMath1180.91080MaRDI QIDQ5474890
Spyros Skouras, M. Hashem Pesaran
Publication date: 26 June 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
investorsforecast evaluationquadratic cost functionsdecision-based forecast evaluationdecision-based methods
Decision theory (91B06) Management decision making, including multiple objectives (90B50) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
Related Items (11)
Decisionmetrics: a decision-based approach to econometric modelling ⋮ Economic Darwinism: Who has the best probabilities? ⋮ Predicting the yield curve using forecast combinations ⋮ A loss function approach to model specification testing and its relative efficiency ⋮ Predicting binary outcomes ⋮ Prioritizing of volatility models: a computational analysis using data envelopment analysis ⋮ Ranking econometric techniques using geometrical benefit of doubt ⋮ Multi-step forecasts from threshold ARMA models using asymmetric loss functions ⋮ Forecasting by factors, by variables, by both or neither? ⋮ Yield curve forecast combinations based on bond portfolio performance ⋮ Early warning systems for sovereign debt crises: The role of heterogeneity
This page was built for publication: