Measuring uncertainty about long-run predictions
Year of publication: |
October 2016
|
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Authors: | Müller, Ulrich K. ; Watson, Mark W. |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 83.2016, 4, p. 1711-1740
|
Subject: | Prediction interval | Low frequency | Spectral analysis | Least favourable distribution | Theorie | Theory | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Risiko | Risk | Messung | Measurement |
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