Optimal forecast combinations under general loss functions and forecast error distributions
Year of publication: |
2004
|
---|---|
Authors: | Elliott, Graham ; Timmermann, Allan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 122.2004, 1, p. 47-80
|
Saved in:
Saved in favorites
Similar items by person
-
Elliott, Graham, (2013)
-
Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham, (2005)
-
BIASES IN MACROECONOMIC FORECASTS: IRRATIONALITY OR ASYMMETRIC LOSS?
Elliott, Graham, (2005)
- More ...