Empirical Simultaneous Confidence Regions for Path-Forecasts
Year of publication: |
2010
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Authors: | Jordà, Òscar ; Knüppel, Malte ; Marcellino, Massimiliano |
Institutions: | Department of Economics, European University Institute |
Subject: | path forecast | forecast uncertainty | simultaneous confidence region | Scheffé’s S-method | Mahalanobis distance | false discovery rate |
Series: | |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series European University Institute Working Papers Number ECO2010/18 |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
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Empirical Simultaneous Confidence Regions for Path-Forecasts
Knüppel, Malte, (2010)
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
- More ...
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Jordà, Òscar, (2008)
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Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar, (2010)
-
Empirical Simultaneous Confidence Regions for Path-Forecasts
Knüppel, Malte, (2010)
- More ...