Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions

Forecasts are pervasive in all areas of applications in business and daily life. Hence evaluating the accuracy of a forecast is important for both the generators and consumers of forecasts. There are two aspects in forecast evaluation: (a) measuring the accuracy of past forecasts using some summary...

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Veröffentlicht in:	Journal of forecasting 2017-09, Vol.36 (6), p.651-679
Hauptverfasser:	Guler, Kemal, Ng, Pin T., Xiao, Zhijie
Format:	Artikel
Sprache:	eng
Schlagworte:	Accuracy Activities of daily living asymmetric loss, expectile regression, forecast evaluation, quantile regression Asymmetry Consumers Diagnostic tests Economic forecasts Economic growth Estimating techniques Forecasting Supply
Online-Zugang:	Volltext
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