Estimation and testing of forecast rationality under flexible loss
Graham Elliott, Ivana Komunjer and Allan Timmermann
| Year of publication: |
2005
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|---|---|
| Authors: | Elliott, Graham ; Komunjer, Ivana ; Timmermann, Allan |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 72.2005, 4, p. 1107-1125
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| Subject: | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Rationale Erwartung | Rational expectations | Haushaltsdefizit | Budget deficit | Schätzung | Estimation | Theorie | Theory | G7-Staaten | G7 countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003173820