In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
Year of publication: |
2015
|
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Authors: | Blasques, Francisco |
Other Persons: | Koopman, Siem Jan (contributor) ; Łasak, Katarzyna (contributor) ; Lucas, André (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (34 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 31, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2629121 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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