Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
Files
Accepted manuscript
Date
2016-07-01
Authors
Perron, Pierre
Xu, Jiawen
Version
OA Version
Citation
Pierre Perron, Jiawen 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, Volume 32, Issue 3, pp. 891 - 892 (2).