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Constructing narrowest pathwise bootstrap prediction bands using threshold accepting

Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 29 (2013) 2, pp. 221-233

Persistent link: https://www.econbiz.de/10009743439

Measuring forecast uncertainty of corporate bond spreads by Bonferroni-type prediction bands

Staszewska-Bystrova, Anna; Winker, Peter - In: Central European journal of economic modelling and … 6 (2014) 2, pp. 89-104

Persistent link: https://www.econbiz.de/10010503054

Generating prediction bands for path forecasts from SETAR models

Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 5, pp. 1-18

Persistent link: https://www.econbiz.de/10011897641

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

Bootstrap prediction bands for forecast paths from vector autoregressive models

Staszewska-Bystrova, Anna - In: Journal of forecasting 30 (2011) 8, pp. 721-735

Persistent link: https://www.econbiz.de/10009423360

Bootstrap Confidence Bands for Forecast Paths

Staszewska-Bystrova, Anna - 2009

The problem of forecasting from vector autoregressive models has attracted considerable attention in the literature. The most popular non-Bayesian approaches use large sample normal theory or the bootstrap to evaluate the uncertainty associated with the forecast. The literature has concentrated...

Persistent link: https://www.econbiz.de/10013154328