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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.

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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
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
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