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Beyond Optimal Forecasting

Richard Ashley ()

Working Papers from Virginia Polytechnic Institute and State University, Department of Economics

Keywords: forecasting; forecast loss functions; stochastic dominance. (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-for
Date: 2006
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http://ashleymac.econ.vt.edu/working_papers/beyond_optimal_shrinkage.pdf First version, 2004 (application/pdf)

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Persistent link: http://EconPapers.repec.org/RePEc:vpi:wpaper:e06-10

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