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

journal contribution
posted on 2009-07-01, 00:00 authored by M Higgins, Sagarika MishraSagarika Mishra
Testing forecast rationality under asymmetric loss with the Mincer-Zarnowitz regression

History

Journal

Journal of quantitative economics

Volume

7

Issue

2

Pagination

59 - 72

Publisher

Indian Econometric Society

Location

Dehli, India

ISSN

0971-1554

Language

eng

Publication classification

C1.1 Refereed article in a scholarly journal

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    Keywords

    asymmetric lossrationality testMincer-Zarnowitz regression

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    All Rights Reserved

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