Mincer-Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions-Reference-Cited by-同舟云学术

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

Published:2017-03-27 Issue:6 Volume:36 Page:651-679
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Guler Kemal¹,Ng Pin T.²³,Xiao Zhijie⁴⁵

Affiliation:

1. Department of Economics; Faculty of Economic and Administrative Sciences, Anadolu University; Eskisehir Turkey

2. Franke College of Business; Northern Arizona University; Flagstaff, AZ USA

3. School of Economics; Anhui University; Hefei China

4. Department of Economics; Boston College; Chestnut Hill, MA USA

5. Center for Economic Research; Shandong University; Jinan China

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference53 articles.

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