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

Catherine Forbes

doi:10.1016/j.ijforecast.2016.04.001

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

Econometrics & Business Statistics

Research output: Contribution to journal › Comment / Debate › Other › peer-review

Original language	English
Pages (from-to)	888-890
Number of pages	3
Journal	International Journal of Forecasting
Volume	32
Issue number	3
DOIs	https://doi.org/10.1016/j.ijforecast.2016.04.001
Publication status	Published - 2016

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10.1016/j.ijforecast.2016.04.001

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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",

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pages = "888--890",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

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

T2 - Some comments

AU - Forbes, Catherine

PY - 2016

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SN - 0169-2070

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SP - 888

EP - 890

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 3

ER -

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

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Approximate Bayesian computation in state space models

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

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Approximate Bayesian computation in state space models

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