The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Year of publication: |
1991
|
---|---|
Authors: | Sampson, Michael J. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 6.1991, 1, p. 67-76
|
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1947-1987 |
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