Weighted-Average Least Squares (WALS) : confidence and prediction intervals
Giuseppe De Luca, Jan R. Magnus, Franco Peracchi
| Year of publication: |
2023
|
|---|---|
| Authors: | De Luca, Giuseppe ; Magnus, Jan R. ; Peracchi, Franco |
| Subject: | Confidence intervals | Linear model | Monte Carlo simulations | Prediction intervals | WALS | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10255-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327098