Predictive regressions under asymmetric loss : factor augmentation and model selection

Matei Demetrescu and Sinem Hacioglu Hoke

Year of publication:	May 2018
Authors:	Demetrescu, Matei ; Hacıoǧlu Hoke, Sinem
Publisher:	London : Bank of England
Subject:	Predictive regressions \| many predictors \| cost-of-error function \| latent variables \| volatility \| Prognoseverfahren \| Forecasting model \| Regressionsanalyse \| Regression analysis \| Volatilität \| Volatility \| Schätztheorie \| Estimation theory \| Kapitaleinkommen \| Capital income

freely available

Full text |

More access options

www.bankofengland.co.uk

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011916480

A service of the