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~person:"Knüppel, Malte"
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Mahalanobis distance
5
forecast uncertainty
5
simultaneous confidence region
5
false discovery rate
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Scheffé's S-method
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path forecast
3
Path forecast
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's S-method
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Entscheidung bei Unsicherheit
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Forecast uncertainty
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Großbritannien
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Inflation
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Knüppel, Malte
Marcellino, Massimiliano
9
Jordà, Òscar
8
Bruder, Stefan
5
Staszewska-Bystrova, Anna
3
Wolf, Michael
3
Wunderli, Dan
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1
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10010300297
Saved in:
2
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 …
Persistent link: https://www.econbiz.de/10010273617
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
Deutsche Bundesbank
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10008509092
Saved in:
4
Empirical Simultaneous Confidence Regions for Path-Forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
Department of Economics, European University Institute
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10008498387
Saved in:
5
Empirical simultaneous prediction regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
- In:
International Journal of Forecasting
29
(
2013
)
3
,
pp. 456-468
the future—a
path
forecast
. When the null model is only approximative, or completely unavailable, one cannot either derive …
Persistent link: https://www.econbiz.de/10011051445
Saved in:
6
Empirical Simultaneous Confidence Regions for Path-Forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
C.E.P.R. Discussion Papers
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10008468580
Saved in:
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