In-sample confidence bands and out-of-sample forecast bands for time-varying parameters: Some comments

Research output: Contribution to journalComment / DebateOtherpeer-review

Original languageEnglish
Pages (from-to)888-890
Number of pages3
JournalInternational Journal of Forecasting
Volume32
Issue number3
DOIs
Publication statusPublished - 2016

Cite this

@article{f9ee68044645462f88166e3fcba5d0d4,
title = "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters: Some comments",
author = "Catherine Forbes",
year = "2016",
doi = "10.1016/j.ijforecast.2016.04.001",
language = "English",
volume = "32",
pages = "888--890",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier",
number = "3",

}

In-sample confidence bands and out-of-sample forecast bands for time-varying parameters : Some comments. / Forbes, Catherine.

In: International Journal of Forecasting, Vol. 32, No. 3, 2016, p. 888-890.

Research output: Contribution to journalComment / DebateOtherpeer-review

TY - JOUR

T1 - In-sample confidence bands and out-of-sample forecast bands for time-varying parameters

T2 - Some comments

AU - Forbes, Catherine

PY - 2016

Y1 - 2016

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U2 - 10.1016/j.ijforecast.2016.04.001

DO - 10.1016/j.ijforecast.2016.04.001

M3 - Comment / Debate

VL - 32

SP - 888

EP - 890

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 3

ER -