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