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Forecasting with judgment

Manganelli, Simone - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 553-563

Persistent link: https://www.econbiz.de/10003913446

Empirical simultaneous confidence regions for path-forecasts

Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010

Persistent link: https://www.econbiz.de/10003976664

Robustness

Hansen, Lars Peter; Sargent, Thomas J. - 2008

The authors adapt modern control theoretic techniques based on robust control theory to economic modelling and decision … entropy and in this sense the robust control theory is not only adapted but also extended in the book. The main issues … noncooperative game theory to solve the formulated decision making problems. The book is self-contained and rigorous and may be …

Persistent link: https://www.econbiz.de/10003539380

Empirical simultaneous confidence regions for path-forecasts

Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010

Persistent link: https://www.econbiz.de/10003960556

Empirical simultaneous confidence regions for path-forecasts

Jordà, Òscar; Knüppel, Malte; Marcellino, Massimiliano - 2010

Measuring and displaying uncertainty around path-forecasts, i.e. forecasts made in period T about the expected trajectory of a random variable in periods T+1 to T+H is a key ingredient for decision making under uncertainty. The probabilistic assessment about the set of possible trajectories that...