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Estimation and Testing of Forecast Rationality under Flexible Loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 253, pp. 1107-1126
Persistent link: https://www.econbiz.de/10007638911
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Efficient tests for general persistent time variation in regression coefficients
Elliott, Graham; Müller, Ulrich K. - In: The review of economic studies 73 (2006) 4, pp. 907-940
Persistent link: https://www.econbiz.de/10003378024
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Estimation and testing of forecast rationality under flexible loss
Elliott, Graham; Komunjer, Ivana; Timmermann, Allan - In: The review of economic studies 72 (2005) 4, pp. 1107-1125
Persistent link: https://www.econbiz.de/10003173820