Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression
Year of publication: |
2009
|
---|---|
Authors: | Higgins, Matthew Lawrence ; Mishra, Sagarika |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 7.2009, 2, p. 59-72
|
Subject: | Theorie | Theory | Prognoseverfahren | Forecasting model | Rationale Erwartung | Rational expectations | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
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