Assessing distributional properties of forecast errors for fan-chart modelling
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-019-01726-0.pdf
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4. Balke N, Fomby T (1994) Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic time series. J Appl Econom 9:181–200
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