Decisionmetrics: A decision-based approach to econometric modelling

Journal of Econometrics

Volumn 137, Issue 2, 2007, Pages 414-440

  Skouras, Spyros ^a  

^a ATHENS UNIVERSITY OF ECONOMICS AND BUSINESS   (Greece)

Author keywords

Financial decision making; Loss function; Misspecification; Parametric action rules; Statistical decision theory; Statistical risk; Technical analysis

Indexed keywords

DECISION MAKING; FINANCIAL DATA PROCESSING; FUNCTION EVALUATION; INDUSTRIAL ECONOMICS; OPTIMIZATION; STATISTICAL METHODS;

ECONOMETRIC MODELS; FINANCIAL DECISION MAKING; LOSS FUNCTIONS; STATISTICAL DECISION THEORY; STATISTICAL RISKS; TECHNICAL ANALYSIS;

DECISION THEORY;

EID: 33847220675     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.03.012     Document Type: Article

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