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Search: subject:"Prediction region"
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Joint Prediction Region
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Monte Carlo Simulation
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Path Forecast
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Monte Carlo simulation
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Path forecast
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joint prediction region
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Free
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Bruder, Stefan
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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EconStor
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Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
2015
prediction
region
that contains the whole future path with a prespecified coverage probability. The forecasting literature offers …
Persistent link: https://www.econbiz.de/10011420569
Saved in:
2
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
2014
prediction
region
that contains the whole future path with a prespecified coverage probability. The forecasting literature offers …
Persistent link: https://www.econbiz.de/10011282516
Saved in:
3
Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions
Bruder, Stefan
-
Institut für Volkswirtschaftslehre, …
-
2014
prediction
region
that contains the whole future path with a prespecified coverage probability. The forecasting literature offers …
Persistent link: https://www.econbiz.de/10011082367
Saved in:
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