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  • Search: subject:"Loss Function"
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Year of publication
Subject
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Theorie 125 Theory 121 Loss function 103 loss function 99 Prognoseverfahren 68 Forecasting model 65 Estimation theory 45 Schätztheorie 45 Geldpolitik 41 Monetary policy 40 asymmetric loss function 30 Forecasting 26 Asymmetric loss function 21 Bayesian inference 21 Inflation targeting 21 Bayes-Statistik 20 Forecast 20 Inflationssteuerung 20 Central bank 19 Prognose 19 Quality management 19 Qualitätsmanagement 19 forecasting 19 Zentralbank 18 LINEX loss function 17 ARCH model 16 ARCH-Modell 16 Estimation 16 Loss Function 16 Risikomaß 16 Risk measure 16 Schätzung 16 Volatility 16 Bayes estimator 14 Mathematische Optimierung 14 Regression analysis 14 Regressionsanalyse 14 Taguchi loss function 14 Inflation 13 Mathematical programming 13
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Online availability
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Undetermined 240 Free 203 CC license 8
Type of publication
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Article 323 Book / Working Paper 172 Other 1
Type of publication (narrower categories)
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Article in journal 157 Aufsatz in Zeitschrift 157 Working Paper 82 Arbeitspapier 46 Graue Literatur 46 Non-commercial literature 46 Article 11 research-article 6 Aufsatz im Buch 3 Book section 3 Conference paper 1 Konferenzbeitrag 1 Konferenzschrift 1 Thesis 1
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Language
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English 296 Undetermined 197 Romanian 2 German 1
Author
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Pierdzioch, Christian 29 Stadtmann, Georg 21 Fritsche, Ulrich 15 Siliverstovs, Boriss 14 Ruelke, Jan-Christoph 13 Rülke, Jan-Christoph 13 Chen, Chung-Ho 10 Debortoli, Davide 8 Inoue, Atsushi 8 Kilian, Lutz 8 Kim, Jinill 8 Laan, Mark van der 7 Lindé, Jesper 7 Nunes, Ricardo 7 Woodford, Michael 7 Bastianin, Andrea 6 Chatagny, Florian 6 Galeotti, Marzio 6 Gupta, Rangan 6 Haavio, Markus 6 Jalasjoki, Pirkka 6 Jin, Sainan 6 Kilponen, Juha 6 Manera, Matteo 6 Paloviita, Maritta 6 Chou, Chao-Yu 5 Surico, Paolo 5 Wu, Zhang 5 Döpke, Jörg 4 Heikkinen, Joni 4 Jokiel-Rokita, Alicja 4 Krüger, Fabian 4 Laurent, Sébastien 4 Laureys, Lien 4 Meeks, Roland 4 Paez-Farrell, Juan 4 Sinisi, Sandra 4 Svendsen, Ingvild 4 Vänni, Ilona 4 Wanengkirtyo, Boromeus 4
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Institution
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C.E.P.R. Discussion Papers 6 Berkeley Electronic Press 4 EconWPA 4 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 4 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Cowles Foundation for Research in Economics, Yale University 3 Fachbereich Sozialökonomie, Universität Hamburg 3 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 3 Statistisk Sentralbyrå, Government of Norway 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics, Faculty of Economic and Management Sciences 2 Department of Economics, University of California-San Diego (UCSD) 2 European Central Bank 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 2 School of Economics and Management, University of Aarhus 2 Society for Computational Economics - SCE 2 Banca d'Italia 1 Center for Agricultural and Rural Development (CARD), Iowa State University 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 China Economics and Management Academy, Central University of Finance and Economics (CUFE) 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Boston College 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Department of Economics, George Washington University 1 Department of Economics, University of California-Riverside 1 Department of Economics, University of Peloponnese 1 Department of Economics, University of Waterloo 1 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Dipartimento di Scienze Economiche e Statistiche (DISES), Università degli Studi di Salerno 1 Dipartimento di Statistica, Università degli Studi di Milano-Bicocca 1 Econometric Society 1 Federal Reserve Bank of Boston 1 Frankfurt School of Finance and Management 1 Fächergruppe Volkswirtschaftslehre, Helmut Schmidt Universität Hamburg 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
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Published in...
All
International journal of production research 17 Metrika 16 European journal of operational research : EJOR 10 International journal of forecasting 10 Statistical Papers / Springer 10 Annals of the Institute of Statistical Mathematics 8 Quality & Quantity: International Journal of Methodology 8 CEPR Discussion Papers 6 Economics letters 6 Journal of Multivariate Analysis 6 Psychometrika 6 Journal of Applied Statistics 5 Stochastics and Quality Control 5 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 5 Documentos de Trabajo del ICAE 4 Economics Letters 4 European journal of industrial engineering : EJIE 4 International Journal of Forecasting 4 Statistics & Probability Letters 4 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 4 U.C. Berkeley Division of Biostatistics Working Paper Series 4 Working paper 4 Bank of Finland Research Discussion Papers 3 Bank of Finland research discussion papers 3 Cahiers de recherche 3 Computational Statistics 3 Cowles Foundation Discussion Papers 3 DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series 3 Discussion Papers 3 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 3 International journal of production economics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of econometrics 3 Journal of forecasting 3 Journal of the Operational Research Society : OR 3 KOF Working papers 3 MPRA Paper 3 Macroeconomics 3 Macroeconomics and Finance Series 3 Mathematics and Computers in Simulation (MATCOM) 3
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Source
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RePEc 230 ECONIS (ZBW) 210 EconStor 47 Other ZBW resources 7 BASE 2
Showing 21 - 30 of 496
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Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio; Gallo, Giampiero M.; Palandri, … - 2023 - Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de - In: Computational economics 62 (2023) 1, pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
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Bayesian estimation of fertility rates under imperfect age reporting
Verma, Vivek; Nath, Dilip C.; Dwivedi, S. N. - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 39-57
This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution,...
Persistent link: https://www.econbiz.de/10015052094
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Sustainable partner selection and order allocation for strategic items : an integrated multi-stage decision-making model
Wu, Chong; Gao, Jing; Barnes, David - In: International journal of production research 61 (2023) 4, pp. 1076-1100
Persistent link: https://www.econbiz.de/10014226941
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Inflation expectations: rationality, disagreement and the role of the loss function in Colombia
Rincón-Torres, Andrey Duván; Salas-Ávila, Andrés Felipe - 2023
Persistent link: https://www.econbiz.de/10014487977
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Formulating MCoVaR to quantify joint transmissions of systemic risk across crypto and non-crypto markets : a multivariate copula approach
Hakim, Arief; Syuhada, Khreshna - 2023
Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its transmission mechanism across crypto markets and other...
Persistent link: https://www.econbiz.de/10014234393
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Optimal monetary policy framework in Belarus
Kharitonchik, Anatoly - In: BEROC working paper series 88 (2023), pp. 1-60
Persistent link: https://www.econbiz.de/10015176867
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Robust regression under the general framework of bounded loss functions
Fu, Saiji; Tian, Yingjie; Tang, Long - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1325-1339
Persistent link: https://www.econbiz.de/10014471175
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Forecasting expected shortfall and value-at-risk with cross-sectional aggregation
Wang, Jie; Wang, Yongqiao - In: Journal of forecasting 44 (2025) 2, pp. 391-423
Persistent link: https://www.econbiz.de/10015374044
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A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Arora, Sangeeta; Mahajan, Kalpana K.; Jangra, Vikas - In: Statistics in Transition new series (SiTns) 23 (2022) 2, pp. 49-68
presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the … the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest …
Persistent link: https://www.econbiz.de/10013444132
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