Forecast rationality tests based on multi-horizon bounds

Journal of Business and Economic Statistics

Volumn 30, Issue 1, 2012, Pages 1-17

  Patton, Andrew J ^a   Timmermann, Allan ^b  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Forecast horizon; Forecast optimality; Real time data; Survey forecasts

Indexed keywords

EID: 84857068806     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2012.634337     Document Type: Article

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