Measuring Uncertainty about Long-Run Predictions

DOI10.1093/restud/rdw003zbMath1405.91503OpenAlexW2118007650MaRDI QIDQ4610832

Mark W. Watson, Ulrich K. Müller

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdw003

zbMATH Keywords

spectral analysisprediction intervallow frequencyleast favourable distribution

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Statistical methods; economic indices and measures (91B82)

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