The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time-series models
Michael Sampson
| Year of publication: |
1991
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| Authors: | Sampson, Michael J. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 6.1991, 1, p. 67-76
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| Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1947-1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001100785