Rejoinder to the discussion "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models"

F. Blasques; S.J. Koopman; K.A. Lasak; A. Lucas

doi:10.1016/j.ijforecast.2016.04.004

Rejoinder to the discussion "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models"

F. Blasques, S.J. Koopman, K.A. Lasak, A. Lucas

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	893-894
Journal	International Journal of Forecasting
Volume	32
Issue number	3
DOIs	https://doi.org/10.1016/j.ijforecast.2016.04.004
Publication status	Published - 2016

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10.1016/j.ijforecast.2016.04.004

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@article{110af86f0f274d20bbab5a21082cf211,

title = "Rejoinder to the discussion {"}In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models{"}",

author = "F. Blasques and S.J. Koopman and K.A. Lasak and A. Lucas",

year = "2016",

doi = "10.1016/j.ijforecast.2016.04.004",

language = "English",

volume = "32",

pages = "893--894",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier B.V.",

number = "3",

}

TY - JOUR

T1 - Rejoinder to the discussion "In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation-Driven Models"

AU - Blasques, F.

AU - Koopman, S.J.

AU - Lasak, K.A.

AU - Lucas, A.

PY - 2016

Y1 - 2016

U2 - 10.1016/j.ijforecast.2016.04.004

DO - 10.1016/j.ijforecast.2016.04.004

M3 - Article

SN - 0169-2070

VL - 32

SP - 893

EP - 894

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 3

ER -