Weighted-Average Least Squares (WALS) : confidence and prediction intervals
Year of publication: |
2023
|
---|---|
Authors: | De Luca, Giuseppe ; Magnus, Jan R. ; Peracchi, Franco |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 61.2023, 4, p. 1637-1664
|
Subject: | Confidence intervals | Linear model | Monte Carlo simulations | Prediction intervals | WALS | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
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