Kernel-based multistep-ahead predictions of the US short-term interest rate

Journal of Forecasting

Volumn 19, Issue 4, 2000, Pages 335-353

  De Gooijer, Jan G ^a   Zerom, Dawit ^a,b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b TINBERGEN INSTITUTE   (Netherlands)

Author keywords

Combining predictions; Conditional mean; Conditional median; Conditional mode; Prediction interval; Predictive density; Rolling predictions

Indexed keywords

EID: 0000243126     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-131x(200007)19:4<335::aid-for777>3.3.co;2-v     Document Type: Article

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