Measuring Uncertainty about Long-Run Predictions
From MaRDI portal
Publication:4610832
DOI10.1093/restud/rdw003zbMath1405.91503MaRDI QIDQ4610832
Mark W. Watson, Ulrich K. Müller
Publication date: 23 January 2019
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/restud/rdw003
62P20: Applications of statistics to economics
62M20: Inference from stochastic processes and prediction
91B82: Statistical methods; economic indices and measures
Related Items
SPECTRAL FINANCIAL ECONOMETRICS, Long‐term prediction intervals with many covariates, Nearly weighted risk minimal unbiased estimation, On the long-run fluctuations of inheritance in two-sector OLG models, Asymptotic theory for regression models with fractional local to unity root errors