Dynamic modeling under linear-exponential loss

Stanislav Anatolyev ()

Economic Modelling, 2009, vol. 26, issue 1, pages 82-89

Keywords: Linear-exponential; loss; Optimal; predictor; Quasi-maximum; likelihood; Multiplicative; error; model; Autoregressive; conditional; durations (search for similar items in EconPapers)
Date: 2009

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Working Paper: Dynamic modeling under linear-exponential loss (2006)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:ecmode:v:26:y:2009:i:1:p:82-89

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