Title:

UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES.

Authors:

João Henrique Gonçalves Mazzeu (U Carlos III)
Esther Ruiz (U Carlos III)
Helena Veiga (U Carlos III, ISCTE - Instituto Universitário de Lisboa, BRU - ISCTE, IUL)

Journal:

Journal of Economic Surveys

Year:

2018

Volume:

32

Number:

2

Pages:

388-419