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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
João Henrique Gonçalves Mazzeu, Ruiz, E. & Veiga, H. (2018). Uncertainty and density forecasts of arma models: comparison of asymptotic, bayesian, and bootstrap procedures. Journal of Economic Surveys. 32 (2), 388-419
Exportar Referência (IEEE) 
J. H. Mazzeu et al.,  "Uncertainty and density forecasts of arma models: comparison of asymptotic, bayesian, and bootstrap procedures", in Journal of Economic Surveys, vol. 32, no. 2, pp. 388-419, 2018
Exportar BibTeX 
@article{mazzeu2018_1714933300995,
	author = "João Henrique Gonçalves Mazzeu and Ruiz, E. and Veiga, H.",
	title = "Uncertainty and density forecasts of arma models: comparison of asymptotic, bayesian, and bootstrap procedures",
	journal = "Journal of Economic Surveys",
	year = "2018",
	volume = "32",
	number = "2",
	doi = "10.1111/joes.12197",
	pages = "388-419",
	url = "http://onlinelibrary.wiley.com/doi/10.1111/joes.12197/abstract?systemMessage=Wiley+Online+Library+usage+report+download+page+will+be+unavailable+on+Friday+24th+November+2017+at+21%3A00+EST+%2F+02.00+GMT+%2F+10%3A00+SGT+%28Saturday+25th+Nov+for+SGT+"
}
Exportar RIS 
TY  - JOUR
TI  - Uncertainty and density forecasts of arma models: comparison of asymptotic, bayesian, and bootstrap procedures
T2  - Journal of Economic Surveys
VL  - 32
IS  - 2
AU  - João Henrique Gonçalves Mazzeu
AU  - Ruiz, E.
AU  - Veiga, H.
PY  - 2018
SP  - 388-419
SN  - 0950-0804
DO  - 10.1111/joes.12197
UR  - http://onlinelibrary.wiley.com/doi/10.1111/joes.12197/abstract?systemMessage=Wiley+Online+Library+usage+report+download+page+will+be+unavailable+on+Friday+24th+November+2017+at+21%3A00+EST+%2F+02.00+GMT+%2F+10%3A00+SGT+%28Saturday+25th+Nov+for+SGT+
AB  - The objective of this paper is to analyze the effects of uncertainty on density forecasts of stationary linear univariate ARMA models. We consider three specific sources of uncertainty: parameter estimation, error distribution, and lag order. Depending on the estimation sample size and the forecast horizon, each of these sources may have different effects. We consider asymptotic, Bayesian, and bootstrap procedures proposed to deal with uncertainty and compare their finite sample properties. The results are illustrated constructing fan charts for UK inflation.
ER  -