Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression


Autoria(s): Higgins, Matthew L.; Mishra, Sagarika
Data(s)

01/07/2009

Identificador

http://hdl.handle.net/10536/DRO/DU:30053034

Idioma(s)

eng

Publicador

Indian Econometric Society

Relação

http://dro.deakin.edu.au/eserv/DU:30053034/mishra-testingforecast-2009.pdf

http://dro.deakin.edu.au/eserv/DU:30053034/mishra-testingforecast-evid-2009.pdf

Palavras-Chave #asymmetric loss #rationality test #Mincer-Zarnowitz regression
Tipo

Journal Article