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Title:Path Forecast Evaluation Author(s):JORDÀ, Òscar; MARCELLINO, Massimiliano
Date:2010Citation:
- Journal of Applied Econometrics, 2010, 25, 4, 635-662
Type:ArticleAbstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...
Date:2010Citation:
Title:Empirical Simultaneous Confidence Regions for Path-Forecasts Author(s):JORDÀ, Òscar; KNÜPPEL, Malte; MARCELLINO, MassimilianoDate:2010Type:Working PaperSeries/Number:EUI ECO; 2010/18Abstract: assessment about the set of possible trajectories that the variable may follow over time is summarized by the simultaneous confidence region generated from its forecast generating distribution. However, if the null model ...
Date:2010Type:Working PaperSeries/Number:EUI ECO; 2010/18Abstract: assessment about the set of possible trajectories that the variable may follow over time is summarized by the simultaneous confidence region generated from its forecast generating distribution. However, if the null model ...
Title:Path forecast evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7009Abstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...
Date:2008Type:Working PaperSeries/Number:CEPR Discussion Paper; 2008/7009Abstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...
Title:Path Forecast Evaluation Author(s):JORDÀ, Òscar; MARCELLINO, MassimilianoDate:2008Type:Working PaperSeries/Number:EUI ECO; 2008/34Abstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...
Date:2008Type:Working PaperSeries/Number:EUI ECO; 2008/34Abstract:A path forecast refers to the sequence of forecasts 1 to H periods into the future. A summary of the range of possible paths the predicted variable may follow for a given confidence level requires construction of simultaneous ...