applied work. It has been recognized that a profound econometric analysis often requires, besides the path forecast, a joint …

applied work. It has been recognized that a profound econometric analysis requires, besides the path forecast, a joint …

applied work. It has been recognized that a profound econometric analysis requires, besides the path forecast, a joint …

future. The sequence of individual forecasts, one period at a time, is called a path forecast, where the term path refers to …

future. The sequence of individual forecasts, one period at a time, is called a path forecast, where the term path refers to …

empirical distribution of the Mahalanobis distance of the path-forecast errors. These rectangular regions are simple to …

matrix and the empirical distribution of the Mahalanobis distance of the path-forecast errors. These rectangular regions are …

matrix and the empirical distribution of the Mahalanobis distance of the path-forecast errors. These rectangular regions are …

matrix and the empirical distribution of the Mahalanobis distance of the path-forecast errors. These rectangular regions are …

A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible … regions that adjust for any covariance between the elements of the path forecast. This paper shows how to construct such …