Outline of forecast theory using generalized cost functions

Theory of Financial Decision Making.

Eduardo S. Schwartz, Jonathan E. Ingersoll · The Journal of Finance · 1988 · 1.9K citations

Business, Economics, Finance +17

Bayesian Estimation and Prediction Using Asymmetric Loss Functions

Arnold Zellner · Journal of the American Statistical Association · 1986 · 864 citations

Business, Decision Sciences, Bayesian Data Analysis +16

On the limitations of comparing mean square forecast errors

Michael P. Clements, David F. Hendry · Journal of Forecasting · 1993 · 398 citations

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Clive W. J. Granger, M. Hashem Pesaran · 2000 · 37 citations

Business, Decision Sciences, Economics +12