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Testing forecast rationality for measures of central tendency

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Rational respondents to economic surveys may report as a point forecast any measure of the central tendency of their (possibly latent) predictive distribution, for example the mean, median, mode, or any convex combination thereof. We propose tests of forecast rationality when the measure of central...

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Bibliographische Detailangaben
Hauptverfasser: Dimitriadis, Timo (VerfasserIn) , Patton, Andrew J. (VerfasserIn) , Schmidt, Patrick W. (VerfasserIn)
Dokumenttyp: Buch/Monographie Arbeitspapier
Sprache:Englisch
Veröffentlicht: Stuttgart, Germany University of Hohenheim, Dean's Office of the Faculty of Business, Economics and Social Sciences 12/2020
Schriftenreihe:Hohenheim discussion papers in business, economics and social sciences 2020, 12
In: Hohenheim discussion papers in business, economics and social sciences (2020, 12)

Schlagworte:
Graue Literatur
Online-Zugang:Verlag, kostenfrei: http://opus.uni-hohenheim.de/volltexte/2020/1814/pdf/DP_12_2020_online.pdf
Verlag, kostenfrei: http://opus.uni-hohenheim.de/frontdoor.php?source_opus=1814&la=de
Resolving-System, kostenfrei: https://nbn-resolving.de/urn:nbn:de:bsz:100-opus-18143
Resolving-System, kostenfrei: http://hdl.handle.net/10419/225630
Volltext
Verfasserangaben:Timo Dimitriadis, Andrew J. Patton, Patrick W. Schmidt

MARC

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