Using asymmetric loss functions in time series econometrics
Year of publication: |
2019
|
---|---|
Authors: | Titova, Anna |
Other Persons: | Demetrescu, Matei (degree supervisor) |
Institutions: | Christian-Albrechts-Universität zu Kiel (degree granting) |
Publisher: |
Kiel |
Subject: | Zeitreihenanalyse | Time series analysis | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Prognoseverfahren | Forecasting model | Systematischer Fehler | Bias | EU-Staaten | EU countries | Risikomaß | Risk measure | Autokorrelation | Autocorrelation |
Description of contents: | Table of Contents [gbv.de] |
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Asai, Manabu, (2013)
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Nunkoo, Houmera Bibi Sabera, (2022)
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On forecast performance of SETAR model : an empirical investigation
Samanta, G. P., (1999)
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Macroeconomic forecasting and business cycle analysis with nonlinear models
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Inference in predictive regression models with persistent regressors
Hillmann, Benjamin, (2021)
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Essays on applied econometrics of macro-financial panel data with cross-sectional dependence
Floro, Danvee, (2019)
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