Bootstrap prediction intervals for ARCH models
Article Abstract:
The process of predicting intervals for autoregressive conditional heteroskedasticity (ARCH) models using parametric and non-parametric bootstrap is presented.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
Autoregression (Statistics), Parametric devices
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
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Demographic forecasting: 1980 to 2005 in review
Article Abstract:
Probabilistic approaches and limitations of demographic forecasting are discussed. Focus on difficulties of demographic change forecasting is also presented.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
Evaluation, History, Demographic transition
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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Joint forecasts of southern European fertility rates with non-stationery dynamic factor models
Article Abstract:
A factor model using multiple time series for joint forecasts of fertility rates in southern Europe is presented.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
Europe, Mathematical models, Fertility, Human, Human fertility, Factor analysis, Discriminant analysis, Time-series analysis, Time series analysis
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2005
User Contributions:
Comment about this article or add new information about this topic:
Subjects list: Australia, Usage, Forecasts and trends, Market trend/market analysis
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