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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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Main Authors: Dimitriadis, Timo (Author) , Patton, Andrew J. (Author) , Schmidt, Patrick W. (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Stuttgart, Germany University of Hohenheim, Dean's Office of the Faculty of Business, Economics and Social Sciences 12/2020
Series:Hohenheim discussion papers in business, economics and social sciences 2020, 12
In: Hohenheim discussion papers in business, economics and social sciences (2020, 12)

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Graue Literatur
Online Access: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
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Author Notes:Timo Dimitriadis, Andrew J. Patton, Patrick W. Schmidt
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Testing forecast rationality for measures of central tendency by Dimitriadis, Timo (Author) , Patton, Andrew J. (Author) , Schmidt, Patrick W. (Author) ,


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