Measuring uncertainty about long-run predictions

Review of Economic Studies

Volumn 83, Issue 4, 2016, Pages 1711-1740

  Müller, Ulrich K ^a   Watson, Mark W ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

Least favourable distribution; Low frequency; Prediction interval; Spectral analysis

Indexed keywords

EID: 84995676733     PISSN: 00346527     EISSN: 1467937X     Source Type: Journal    
DOI: 10.1093/restud/rdw003     Document Type: Article

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