Efficient estimation of forecast uncertainty based on recent forecast errors
Year of publication: |
2009
|
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Authors: | Knüppel, Malte |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Prognoseverfahren | Risiko | Statistischer Fehler | Inflationsrate | Prognose | Schätzung | Großbritannien | Multi-step-ahead forecasts | forecast error variance | GLS | SUR |
Series: | Discussion Paper Series 1 ; 2009,28 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86558-565-3 |
Other identifiers: | 610023179 [GVK] hdl:10419/28390 [Handle] RePEc:zbw:bubdp1:200928 [RePEc] |
Classification: | C13 - Estimation ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: |
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