Density Forecasting: A Survey
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. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerni...
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Institutional Knowledge at Singapore Management University
2000
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sg-smu-ink.soe_research-12622017-01-26T05:51:59Z Density Forecasting: A Survey TAY, Anthony S. WALLIS, Kenneth F. 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. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerning the production, presentation, and evaluation of density forecasts are discussed. 2000-07-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/263 info:doi/10.1002/1099-131X(200007)19:4<235::AID-FOR772>3.0.CO;2-L https://ink.library.smu.edu.sg/context/soe_research/article/1262/viewcontent/DensityForecasting_2000_JoF.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Density forecasts economic forecasts financial forecasts probability distributions forecast evaluation Econometrics Economics |
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Singapore Management University |
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SMU Libraries |
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Asia |
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Singapore Singapore |
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SMU Libraries |
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InK@SMU |
| language |
English |
| topic |
Density forecasts economic forecasts financial forecasts probability distributions forecast evaluation Econometrics Economics |
| spellingShingle |
Density forecasts economic forecasts financial forecasts probability distributions forecast evaluation Econometrics Economics TAY, Anthony S. WALLIS, Kenneth F. Density Forecasting: A Survey |
| description |
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. A selective survey is presented of applications of density forecasting in macroeconomics and finance, and some issues concerning the production, presentation, and evaluation of density forecasts are discussed. |
| format |
text |
| author |
TAY, Anthony S. WALLIS, Kenneth F. |
| author_facet |
TAY, Anthony S. WALLIS, Kenneth F. |
| author_sort |
TAY, Anthony S. |
| title |
Density Forecasting: A Survey |
| title_short |
Density Forecasting: A Survey |
| title_full |
Density Forecasting: A Survey |
| title_fullStr |
Density Forecasting: A Survey |
| title_full_unstemmed |
Density Forecasting: A Survey |
| title_sort |
density forecasting: a survey |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2000 |
| url |
https://ink.library.smu.edu.sg/soe_research/263 https://ink.library.smu.edu.sg/context/soe_research/article/1262/viewcontent/DensityForecasting_2000_JoF.pdf |
| _version_ |
1770569090650341376 |