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Search: subject:"Path Forecast"
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path forecast
9
simultaneous confidence region
8
Prognoseverfahren
7
Zeitreihenanalyse
6
Forecasting model
5
Mahalanobis distance
5
forecast uncertainty
5
Forecast
4
Joint Prediction Region
4
Monte Carlo Simulation
4
Path Forecast
4
Path forecast
4
Prognose
4
Schätztheorie
4
Time series analysis
4
false discovery rate
4
Estimation theory
3
Monte Carlo simulation
3
Prediction band
3
Scheffé's S-method
3
Theorie
3
VAR model
3
VAR-Modell
3
path-forecast
3
simultaneous prediction intervals
3
vector autoregression
3
Bootstrap-Verfahren
2
Generalized error rates
2
Monte-Carlo-Simulation
2
Scheffé’s S-method
2
Scheffé’s band
2
Statistischer Fehler
2
error bands
2
's S-method
1
Bootstrap approach
1
Electric power industry
1
Electricity price
1
Elektrizitätswirtschaft
1
Energieprognose
1
Energy forecast
1
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Free
11
Undetermined
8
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Book / Working Paper
16
Article
5
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Working Paper
7
Arbeitspapier
3
Graue Literatur
3
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3
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English
14
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6
German
1
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Marcellino, Massimiliano
9
Jordà, Òscar
8
Knüppel, Malte
6
Bruder, Stefan
5
Staszewska-Bystrova, Anna
3
Wolf, Michael
3
Wunderli, Dan
3
Jorda, Oscar
1
Marcjasz, Grzegorz
1
Serafin, Tomasz
1
Weron, Rafał
1
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C.E.P.R. Discussion Papers
2
Department of Economics, European University Institute
2
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
Deutsche Bundesbank
1
Economics Department, University of California-Davis
1
Published in...
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Working Paper
3
Working paper series / University of Zurich, Department of Economics
3
CEPR Discussion Papers
2
ECON - Working Papers
2
Economics Working Papers / Department of Economics, European University Institute
2
Jahrbücher für Nationalökonomie und Statistik
2
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Advances in Time Series Analysis
1
Discussion Paper Series 1
1
Discussion Paper Series 1: Economic Studies
1
Energy economics
1
International Journal of Forecasting
1
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)
1
Working Papers / Economics Department, University of California-Davis
1
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RePEc
10
ECONIS (ZBW)
5
EconStor
5
Other ZBW resources
1
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1
Trading on short-term path forecasts of intraday electricity prices
Serafin, Tomasz
;
Marcjasz, Grzegorz
;
Weron, Rafał
- In:
Energy economics
112
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013350790
Saved in:
2
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
2015
applied work. It has been recognized that a profound econometric analysis often requires, besides the
path
forecast
, a joint …
Persistent link: https://www.econbiz.de/10011410267
Saved in:
3
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
2015
applied work. It has been recognized that a profound econometric analysis often requires, besides the
path
forecast
, a joint …
Persistent link: https://www.econbiz.de/10011420569
Saved in:
4
Modified Scheffé's prediction bands
Staszewska-Bystrova, Anna
- In:
Jahrbücher für Nationalökonomie und Statistik
233
(
2013
)
5/6
,
pp. 680-690
Persistent link: https://www.econbiz.de/10010193360
Saved in:
5
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
2014
applied work. It has been recognized that a profound econometric analysis requires, besides the
path
forecast
, a joint …
Persistent link: https://www.econbiz.de/10011282516
Saved in:
6
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
Institut für Volkswirtschaftslehre, …
-
2014
applied work. It has been recognized that a profound econometric analysis requires, besides the
path
forecast
, a joint …
Persistent link: https://www.econbiz.de/10011082367
Saved in:
7
Bootstrap joint prediction regions
Wolf, Michael
;
Wunderli, Dan
-
2013
future. The sequence of individual forecasts, one period at a time, is called a
path
forecast
, where the term path refers to …
Persistent link: https://www.econbiz.de/10010316854
Saved in:
8
Bootstrap joint prediction regions
Wolf, Michael
;
Wunderli, Dan
-
Institut für Volkswirtschaftslehre, …
-
2012
future. The sequence of individual forecasts, one period at a time, is called a
path
forecast
, where the term path refers to …
Persistent link: https://www.econbiz.de/10009650385
Saved in:
9
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
Deutsche Bundesbank
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10008509092
Saved in:
10
Empirical Simultaneous Confidence Regions for Path-Forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
Department of Economics, European University Institute
-
2010
matrix and the empirical distribution of the Mahalanobis distance of the
path-forecast
errors. These rectangular regions are …
Persistent link: https://www.econbiz.de/10008498387
Saved in:
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