Predictive regressions under asymmetric loss : factor augmentation and model selection
Matei Demetrescu, Sinem Hacıoğlu Hoke
| Year of publication: |
2019
|
|---|---|
| Authors: | Demetrescu, Matei ; Hacıoǧlu Hoke, Sinem |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 80-99
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| Subject: | Cost-of-error function | Latent variables | Many predictors | Predictive regressions | Volatility | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Volatilität | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1321-1322 |
| Other identifiers: | 10.1016/j.ijforecast.2018.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012300579