DRO

Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression

Higgins, Matthew L. and Mishra, Sagarika 2009, Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression, Journal of quantitative economics, vol. 7, no. 2, pp. 59-72.

Attached Files
Name Description MIMEType Size Downloads

Title Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression
Author(s) Higgins, Matthew L.
Mishra, Sagarika
Journal name Journal of quantitative economics
Volume number 7
Issue number 2
Start page 59
End page 72
Total pages 14
Publisher Indian Econometric Society
Place of publication Dehli, India
Publication date 2009-07
ISSN 0971-1554
Keyword(s) asymmetric loss
rationality test
Mincer-Zarnowitz regression
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 910108 Monetary Policy
HERDC Research category C1.1 Refereed article in a scholarly journal
Persistent URL http://hdl.handle.net/10536/DRO/DU:30053034

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Access Statistics: 82 Abstract Views, 1 File Downloads  -  Detailed Statistics
Created: Wed, 19 Jun 2013, 13:40:34 EST by Leanne Swaneveld

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.