Consistent forecast intervals when the forecast-period exogenous variables are stochastic

Journal of Forecasting

Volumn 15, Issue 4, 1996, Pages 293-304

  Mccullough, B D ^a,b,c,d  

^a FEDERAL COMMUNICATIONS COMMISSION   (United States)

^b GEORGETOWN UNIVERSITY   (United States)

^c UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^d FORDHAM UNIVERSITY   (United States)

Author keywords

Bootstrap; Monte Carlo; Prediction; Stochastic regression

Indexed keywords

EID: 0040463050     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199607)15:4<293::AID-FOR611>3.0.CO;2-6     Document Type: Article

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