Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Pierre Perron, Jiawen Xu
| Year of publication: |
July-September 2016
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|---|---|
| Authors: | Perron, Pierre ; Xu, Jiawen |
| Other Persons: | Blasques, Francisco (contributor) ; Koopman, Siem Jan (contributor) ; Łasak, Katarzyna (contributor) ; Lucas, André (contributor) |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 891-892
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| Subject: | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Simulation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621864