Prediction Intervals For Expert-Adjusted Forecasts
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References listed on IDEAS
- Chatfield, Chris, 1993. "Calculating Interval Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(2), pages 121-135, April.
- Franses,Philip Hans & Dijk,Dick van & Opschoor,Anne, 2014.
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Cambridge Books,
Cambridge University Press, number 9781107081598.
- Franses,Philip Hans, 2014. "Expert Adjustments of Model Forecasts," Cambridge Books, Cambridge University Press, number 9781107441613.
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More about this item
Keywords
Prediction intervals; expert-adjusted forecasts; approximate model forecasts; forecast uncertainty; airline revenues;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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