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Path forecast evaluation

  • Published:2010-03-09 Issue:4 Volume:25 Page:635-662
  • ISSN:0883-7252
  • Container-title:Journal of Applied Econometrics
  • language:en
  • Short-container-title:J. Appl. Econ.

Author:

Jordà Òscar,Marcellino Massimiliano

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference38 articles.

1. The Statistical Analysis of Time Series

2. Prediction in dynamic models with time-dependent covariances;Baillie;Journal of Econometrics,1992

3. Bank of England Inflation Report http://www.bankofengland.co.uk/publications/inflationreport/index.htm

4. Simultaneous confidence bands for linear regression models;Bowden;Journal of the American Statistical Association,1970

5. Microeconometrics

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