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Calculating Interval Forecasts: Comment: Adaptive Forecasting

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  • Tsay, Ruey S

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  • Tsay, Ruey S, 1993. "Calculating Interval Forecasts: Comment: Adaptive Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 140-142, April.
  • Handle: RePEc:bes:jnlbes:v:11:y:1993:i:2:p:140-42
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    References listed on IDEAS

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    1. repec:bla:restud:v:57:y:1990:i:1:p:99-125 is not listed on IDEAS
    2. Gregory, Allan W, 1994. "Testing for Cointegration in Linear Quadratic Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 347-360, July.
    3. Hansen, Bruce E., 1992. "Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 87-121.
    4. Engle, R. F. & Granger, C. W. J. (ed.), 1991. "Long-Run Economic Relationships: Readings in Cointegration," OUP Catalogue, Oxford University Press, number 9780198283393.
    5. Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
    6. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
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    Cited by:

    1. Òscar Jordà, 2005. "Estimation and Inference of Impulse Responses by Local Projections," American Economic Review, American Economic Association, vol. 95(1), pages 161-182, March.
    2. repec:eee:touman:v:46:y:2015:i:c:p:322-335 is not listed on IDEAS

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