Density forecasting: A survey
UNSPECIFIED (2000) Density forecasting: A survey. JOURNAL OF FORECASTING, 19 (4). pp. 235-254. ISSN 0277-6693Full text not available from this repository.
A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. This article presents a selective survey of applications of density forecasting in macroeconomics and finance, and discusses some issues concerning the production, presentation, and evaluation of density forecasts. Copyright (C) 2000 John Wiley & Sons, Ltd.
|Item Type:||Journal Article|
|Subjects:||H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
H Social Sciences > HD Industries. Land use. Labor
|Journal or Publication Title:||JOURNAL OF FORECASTING|
|Publisher:||JOHN WILEY & SONS LTD|
|Number of Pages:||20|
|Page Range:||pp. 235-254|
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