Bootstrap based probability forecasting in multiplicative error models
Indeewara Perera, Mervyn J. Silvapulle
| Year of publication: |
2021
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|---|---|
| Authors: | Perera, Indeewara ; Silvapulle, Mervyn J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 1, p. 1-24
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| Subject: | Bootstrap | Goodness-of-fit | Multi-step forecast | Multiplicative error model | Probability forecast | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognose | Forecast | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.01.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618609