forecasts. In theory, the provision of prediction intervals, in addition to point forecasts, should therefore lead to further … forecast, a 50% prediction interval, or a 95% prediction interval for the following week’s demand. The prediction intervals did … prediction intervals. It is found that applying this heuristic to 85% prediction intervals would lead to nearly optimal decisions. …

Prediction intervals in State Space models can be obtained by assuming Gaussian innovations and using the prediction … instead of for the observations. In this paper, we propose a bootstrap procedure for constructing prediction intervals in … prediction intervals. We study its finite sample properties and compare them with those of the standard and the Wall and Stoffer …

This paper makes two important contributions to the literature on prediction intervals for firm specific inefficiency … uncertainty into prediction intervals for firm specific inefficiency (given that in practice model parameters have to be estimated …