Predictive Regressions Under Asymmetric Loss : Factor Augmentation and Model Selection
Year of publication: |
2018
|
---|---|
Authors: | Demetrescu, Matei |
Other Persons: | Hacioglu Hoke, Sinem (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (39 p) |
---|---|
Series: | Bank of England Working Paper ; No. 723 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 11, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3180690 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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