Testing forecast optimality under unknown loss

Journal of the American Statistical Association

Volumn 102, Issue 480, 2007, Pages 1172-1184

  Patton, Andrew J ^a   Timmermann, Allan ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Federal reserve; Forecast efficiency; Forecast evaluation; Loss function; Output growth

Indexed keywords

EID: 38349026393     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214506000001176     Document Type: Article

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