On the optimality of expert-adjusted forecasts
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- Clements,Michael & Hendry,David, 1998. "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423.
- Patton, Andrew J. & Timmermann, Allan, 2007. "Testing Forecast Optimality Under Unknown Loss," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 1172-1184, December.
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- Frank A. G. den Butter & Pieter W. Jansen, 2013.
"Beating the random walk: a performance assessment of long-term interest rate forecasts,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 23(9), pages 749-765, May.
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More about this item
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
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