We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means of the Hyndman-Booth-Yasmeen product-ratio variant of...

To capture location shifts in the context of model selection, we propose selecting significant step indicators from a saturating set added to the union of all of the candidate variables. The null retention frequency and approximate non-centrality of a selection test are derived using a...

The forecast uncertainty was one of the causes of the recent economic crisis and its evaluation became more necessary nowadays. The aim of this paper is to build and assess different types of forecast intervals for quarterly inflation rate in Romania. The Bootstrap Bias-corrected-accelerated...