Bootstrap Confidence Bands for Forecast Paths
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References listed on IDEAS
- Bénédicte Vidaillet & V. D'Estaintot & P. Abécassis, 2005. "Introduction," Post-Print hal-00287137, HAL.
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More about this item
Keywordsvector autoregression; forecast path; bootstrapping; simultaneous statistical inference;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-01-10 (Econometrics)
- NEP-ETS-2010-01-10 (Econometric Time Series)
- NEP-FOR-2010-01-10 (Forecasting)
- NEP-ORE-2010-01-10 (Operations Research)
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