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ArticleOutline of forecast theory using generalized cost functions

Clive W. J. Granger1999

Article1999

Outline of forecast theory using generalized cost functions

Clive W. J. Granger

148 citations·0/0 files stored·Spanish Economic Review

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical and numerical algorithms

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References

1988Theory of Financial Decision Making.1996Asymptotic Inference about Predictive Ability 1993On the limitations of comparing mean square forecast errors 1997EVALUATING DENSITY FORECASTS 2000A DECISION THEORETIC APPROACH TO FORECAST EVALUATION

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Year1999

Typearticle

Published1999-01-01

VenueSpanish Economic Review

ISSN-L1435-5469

Languageen

Citations148

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1007/s101080050007

openalex_workW2003113914

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