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asymmetric loss function

Posted: Tue Jan 28, 2014 2:10 pm
by NicolasR
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!

Re: asymmetric loss function

Posted: Wed Jan 29, 2014 12:08 pm
by EViews Glenn
Which measures would you like to see.

Re: asymmetric loss function

Posted: Thu Jan 30, 2014 9:58 am
by NicolasR
Maybe a linex function, Varian (1974) or a partitioned loss function.

Re: asymmetric loss function

Posted: Thu Jan 30, 2014 11:18 am
by EViews Glenn
Thanks for the suggestions. Full references are, of course, much appreciated.

Re: asymmetric loss function

Posted: Sun Feb 02, 2014 9:23 pm
by NicolasR
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.

Re: asymmetric loss function

Posted: Mon Feb 03, 2014 11:32 am
by EViews Glenn
Thanks.