Simultaneous Confidence Intervals in Econometric Forecasting

DOI10.2307/1909601MaRDI QIDQ5556201zbMATH OpenOpenAlexFDO

Authors Saul H. Hymans

Publication date 1968

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909601

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15) Statistical methods; risk measures (91G70)

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• Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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• Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities
• Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung

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