Testing Forecast Rationality for Measures of Central Tendency

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Testing Forecast Rationality for Measures of Central Tendency

28 October 2019

Timo Dimitriadis

Andrew J. Patton

Patrick Schmidt

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Papers citing "Testing Forecast Rationality for Measures of Central Tendency"

9 / 9 papers shown

Title
Characterizing M-estimators Timo Dimitriadis Tobias Fissler J. Ziegel 64 9 0 17 Aug 2022
Is the mode elicitable relative to unimodal distributions? Claudio Heinrich‐Mertsching Tobias Fissler 37 4 0 01 Sep 2021
On Testing Equal Conditional Predictive Ability Under Measurement Error Y. Hoga Timo Dimitriadis 30 6 0 21 Jun 2021
Consistent estimation of distribution functions under increasing concave and convex stochastic ordering A. Henzi 54 3 0 07 May 2021
The Efficiency Gap Timo Dimitriadis Tobias Fissler J. Ziegel 75 22 0 27 Oct 2020
Monte Carlo Confidence Sets for Identified Sets Xiaohong Chen T. Christensen E. Tamer 92 92 0 02 May 2016
Higher order elicitability and Osband's principle Tobias Fissler J. Ziegel 77 328 0 27 Mar 2015
Log-concavity and strong log-concavity: a review Adrien Saumard J. Wellner 151 282 0 23 Apr 2014
Making and Evaluating Point Forecasts T. Gneiting 123 1,058 0 04 Dec 2009