Comments on “In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models”
Files
Accepted manuscript
Date
2016
Authors
Perron, Pierre
Xu, Jiawen
Version
OA Version
Citation
P. Perron, J. Xu. 2016. "Comments on “In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models”." International Journal of Forecasting, v. 3, Issue 32, pp. 891-892. https://doi.org/10.1016/j.ijforecast.2016.04.002
Abstract
Description
License
© 2016 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.