Efficient estimation of forecast uncertainty based on recent forecast errors
Year of publication: |
2014
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Authors: | Knüppel, Malte |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 2, p. 257-267
|
Subject: | Multi-step-ahead forecasts | Forecast error variance | SUR | Forecasting practice | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Statistischer Fehler | Statistical error | Prognose | Forecast | Schätztheorie | Estimation theory |
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