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11-177/4 - Estimating Loss Functions of Experts


  • Authors
    Philip Hans Franses, Erasmus University Rotterdam; Rianne Legerstee, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam
  • Publication date
    December 16, 2011
  • Keywords
    model forecasts, expert forecasts, loss functions, asymmetry, econometric models
  • JEL
    C50, C53