Estimation and testing of forecast rationality under flexible loss

Review of Economic Studies

Volumn 72, Issue 4, 2005, Pages 1107-1125

  Elliott, Graham ^a   Komunjer, Ivana ^b   Timmerman, Allan ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BUDGET DEFICIT; FORECASTING METHOD; IMF; OECD; TESTING METHOD;

EID: 27744538368     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/0034-6527.00363     Document Type: Article

References (22)

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