Title of article :
Forecasting in the presence of large shocks
Author/Authors :
Robert F. Phillips، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Keywords :
Outliers , Forecast intervals , Parametric bootstrap , EM algorithm
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control