Effects of parameter estimation on prediction densities: a bootstrap approach
Article Abstract:
Using the bootstrap approach, the impact of parameter estimation on prediction densities is studied. The average coverage and length of intervals based on Least Absolute Deviations were found to be closer to nominal values than those based on Ordinary Least Squares, when error distribution was not Gaussian.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
Spain, Forecasting, Parameter estimation
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
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The asymmetry of judgemental confidence intervals in time series forecasting
Article Abstract:
The process of placing a forecast within a time series affects the size and direction of assymetries.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
Time-series analysis, Time series analysis, Confidence intervals
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Statistical Data Included, Methods, Usage, Business forecasting
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