Rejoinder to the discussion "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models"
Francisco Blasques, Siem Jan Koopman, Katarzyna Łasak, André Lucas
| Year of publication: |
July-September 2016
|
|---|---|
| Authors: | Blasques, Francisco ; Koopman, Siem Jan ; Łasak, Katarzyna ; Lucas, André |
| Other Persons: | Forbes, Catherine Scipione (contributor) ; Perron, Pierre (contributor) ; Xu, Jiawen (contributor) |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 3, p. 893-894
|
| Subject: | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011621879