Constructing minimum-width confidence bands
Year of publication: |
August 2016
|
---|---|
Authors: | Schüssler, Rainer ; Trede, Mark |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 182-185
|
Subject: | Pathwise confidence bands | Mixed-integer optimization | Multiperiod forecasts | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Vertrauen | Confidence | Prognose | Forecast |
-
Direct versus iterated multiperiod Value-at-Risk forecasts
Ruiz, Esther, (2023)
-
Does Confidence Predict Out-of-Domain Effort?
Pikulina, Elena, (2015)
-
Two reasons to make aggregated probability forecasts more extreme
Baron, Jonathan, (2014)
- More ...
-
Forecasting Exchange Rates under Model and Parameter Uncertainty
Beckmann, Joscha, (2014)
-
Forecasting Equity Premia using Bayesian Dynamic Model Averaging
Beckmann, Joscha, (2014)
-
Exchange rate predictability and dynamic Bayesian learning
Schüssler, Rainer, (2018)
- More ...