Uncertainty and forecast precision
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Cited by:
- Gajda, Jan B. & Markowski, Aleksander, 1998. "Model Evaluation Using Stochastic Simulations: The Case of the Econometric Model KOSMOS," Working Papers 61, National Institute of Economic Research.
- Bunn, Derek W., 1996. "Non-traditional methods of forecasting," European Journal of Operational Research, Elsevier, vol. 92(3), pages 528-536, August.
- Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Brillet, Jean-Louis, 1987.
"Measuring forecast uncertainty : A review with evaluation based on a macro model of the French economy,"
International Journal of Forecasting, Elsevier, vol. 3(2), pages 211-227.
- Bianchi, Carlo & Brillet, Jean-Louis & Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Forecast variance in simultaneous equation models: analytic and Monte Carlo methods," MPRA Paper 24541, University Library of Munich, Germany.
- Giorgio Valente & Lucio Sarno, 2004.
"Comparing the accuracy of density forecasts from competing models,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(8), pages 541-557.
- Sarno, Lucio & Valente, Giorgio, 2002. "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002 223, Society for Computational Economics.
- Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici [Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
- Lawrence, Michael & Goodwin, Paul & O'Connor, Marcus & Onkal, Dilek, 2006. "Judgmental forecasting: A review of progress over the last 25 years," International Journal of Forecasting, Elsevier, vol. 22(3), pages 493-518.
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