Hi,
I have a suggestion, I think that would be very useful to predict an equation an use asymmetric evaluation measures (linear and nonlinear) since eviews only has symmetric measures evaluation.
Thank you!
asymmetric loss function
Moderators: EViews Gareth, EViews Moderator
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- EViews Developer
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Re: asymmetric loss function
Which measures would you like to see.
Re: asymmetric loss function
Maybe a linex function, Varian (1974) or a partitioned loss function.
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- EViews Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: asymmetric loss function
Thanks for the suggestions. Full references are, of course, much appreciated.
Re: asymmetric loss function
Section 5 of this document describes the lin-lin,quad-quad and linex functions.
http://www.faculty.ucr.edu/~taelee/pape ... ctions.pdf
Thanks for considering my suggestion. Regards.
http://www.faculty.ucr.edu/~taelee/pape ... ctions.pdf
Thanks for considering my suggestion. Regards.
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- EViews Developer
- Posts: 2671
- Joined: Wed Oct 15, 2008 9:17 am
Re: asymmetric loss function
Thanks.
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