Comments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"

Perron, PierreXu, Jiawen2018-01-232018-01-232016-07-01Pierre 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).0169-20701872-8200https://hdl.handle.net/2144/26268891 - 892 (2)en-USSocial sciencesEconomicsManagementBusiness & economicsMarketingEconometricsComments on "In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"Article10.1016/j.ijforecast.2016.04.002