Bootstrap joint prediction regions
Year of publication: |
2012-02
|
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Authors: | Wolf, Michael ; Wunderli, Dan |
Institutions: | Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät |
Subject: | Generalized error rates | path forecast | simultaneous prediction intervals |
Extent: | application/pdf |
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Series: | ECON - Working Papers. - ISSN 1664-7041. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econ working papers Number 064 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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