Interval forecasts and parameter uncertainty

DOI10.1016/j.jeconom.2005.07.030zbMath1418.62327OpenAlexW2003435762MaRDI QIDQ291858

Bruce E. Hansen

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.07.030

zbMATH Keywords

estimationquantilenonparametricforecast intervals

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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