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~isPartOf:"Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis"
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Mahalanobis distance
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Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis
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Working paper series / University of Zurich, Department of Economics
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Empirical Simultaneous Confidence Regions for Path-Forecasts
Knüppel, Malte
;
Jordà, Òscar
;
Marcellino, Massimiliano
-
2010
empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are simple to …
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