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  • Search: subject:"joint prediction region"
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Year of publication
Subject
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Joint Prediction Region 2 Monte Carlo Simulation 2 Path Forecast 2 Monte Carlo simulation 1 Path forecast 1 joint prediction region 1
Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2
Language
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English 2 Undetermined 1
Author
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Bruder, Stefan 3
Institution
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1
Published in...
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Working Paper 2 ECON - Working Papers 1
Source
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EconStor 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
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 … 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:
Cover Image
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 … 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:
Cover Image
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 … 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:
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