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

Catherine Forbes

Econometrics & Business Statistics

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

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Approximate Bayesian computation in state space models
Martin, G. (Primary Chief Investigator (PCI)), Forbes, C. (Chief Investigator (CI)), McCabe, B. (Partner Investigator (PI)) & Robert, C. (Partner Investigator (PI))
Australian Research Council (ARC), Monash University, University of Liverpool, Université Paris Dauphine (Paris Dauphine University)
2/04/15 → 1/07/19
Project: Research