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Calculating Interval Forecasts: Reply

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Author Info
Chatfield, Chris
Abstract

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 11 (1993)
Issue (Month): 2 (April)
Pages: 143-44
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Handle: RePEc:bes:jnlbes:v:11:y:1993:i:2:p:143-44

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  2. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," NBER Technical Working Papers 0215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Silvano Bordignon & Francesco Lisi, 2001. "Interval prediction for chaotic time series," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 117-140. [Downloadable!]
  4. Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany. [Downloadable!]
  5. Michael P. Clements & Philip Hans Franses & Norman R. Swanson, 2003. "Forecasting economic and financial time-series with non-linear models," Departmental Working Papers 200309, Rutgers University, Department of Economics. [Downloadable!]
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  6. Ling He & Chenyi Hu, 2009. "Impacts of Interval Computing on Stock Market Variability Forecasting," Computational Economics, Springer, vol. 33(3), pages 263-276, April. [Downloadable!] (restricted)
  7. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers 99-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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  8. Han Lin Shang & Rob J Hyndman, 2009. "Nonparametric time series forecasting with dynamic updating," Monash Econometrics and Business Statistics Working Papers 8/09, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  9. Klaus Abberger, 2002. "Kernel smoothed prediction intervals for ARMA models," CoFE Discussion Paper 02-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  10. Wai-Sum Chan, 1999. "Exact joint forecast regions for vector autoregressive models," Journal of Applied Statistics, Taylor and Francis Journals, vol. 26(1), pages 35-44, January. [Downloadable!] (restricted)
  11. Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [Downloadable!]
  12. William E Griffiths & Lisa S Newton & Christopher J O’Donnell, 2008. "Predictive Densities for Shire Level Wheat Yield in Western Australia," Department of Economics - Working Papers Series 1051, The University of Melbourne. [Downloadable!]
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