Bootstrapping Confidence Intervals: An Application to Forecasting the Supply of Pork
展示如何将无分布假设的自助法应用于动态计量经济模型预测的置信区间构建，并以猪肉供给模型为例说明该过程。
Abstract The article demonstrates how the distribution‐free method of bootstrapping can be applied to the construction of confidence intervals for forecasts generated by a dynamic econometric model. Because the exogenous variables must be forecast, the forecasts of the dependent variable are functions of stochastic forecast‐period exogenous variables. A dynamic model of pork supply is used to illustrate the procedure.