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评论:平方误差损失下的预测理性
Forecast rationality under squared error loss implies various bounds on second moments of the forecasts across different horizons. For example, the mean squared forecast error should be nondecreasi...
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评论:平方误差损失下的预测理性
Forecast rationality under squared error loss implies various bounds on second moments of the forecasts across different horizons. For example, the mean squared forecast error should be nondecreasi...