Three essays in econometrics
Chapter One, A Forecast Rationality Test that Allows for Loss Function Asymmetries, proposes a new forecast rationality test that allows for asymmetric preferences without assuming any particular functional form for the forecaster's loss function. The construction of the test is based on the si...
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University of Warwick
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.725274 |