Estimation and Testing of Forecast Rationality under Flexible Loss
type: Item
instance of: scholarly article
title: Estimation and Testing of Forecast Rationality under Flexible Loss
zbMATH Open document ID: 1182.91138
DOI: 10.1111/0034-6527.00363
author: Graham Elliott
author: Ivana Komunjer
author: Allan Timmermann
published in: Review of Economic Studies
publication date: 2006-02-21T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 5008200
zbMATH Keywords: loss function
zbMATH Keywords: forecast
zbMATH Keywords: IMF
zbMATH Keywords: OECD
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1111/0034-6527.00363
OpenAlex ID: W2098723749
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description: scientific article