Generating prediction bands for path forecasts from SETAR models
Year of publication: |
Dez 2017
|
---|---|
Authors: | Grabowski, Daniel ; Staszewska-Bystrova, Anna ; Winker, Peter |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 5, p. 1-18
|
Subject: | bootstrapping | path forecasts | prediction bands | SETAR models | threshold accepting | Theorie | Theory | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach |
-
A novel boot strapping algorithm for text extraction in a self-organising neural network model
Li, Xiaohong, (2019)
-
Solibakke, Per Bjarte, (2022)
-
Spare parts demand forecasting : a review on bootstrapping methods
Hasni, M., (2019)
- More ...
-
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel, (2018)
-
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel, (2018)
-
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel, (2018)
- More ...