TY  - RPRT
AU  - Eransus, Francisco Javier
AU  - Novales Cinca, Alfonso
PY  - 2014
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/41595
AB  - We analyze the effect of parameter estimation error on the size of unconditional population level tests of predictive ability when they are implemented under a class of loss functions we refer to as ‘discrete functions’. The analysis is restricted to...
LA  - eng
KW  - Parameter uncertainty
KW  - Forecast accuracy
KW  - Discrete loss function.
TI  - Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
TY  - technical report
VL  - 2014
ER  -