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Journal of Business & Economic Statistics Volume 5, 1987 - Issue 3
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Original Articles

The Probability Distribution of Future Demand

The Case of Hydro Quebec

Jean-Thomas Bernard Department of Economics, Universite Laval, Ste. Foy, Quebec, G1K 7P4, Canada
&
Michael R. Veall Department of Economics, McMaster University, Hamilton, Ontario, L8S 4M4, Canada
Pages 417-424 | Published online: 02 Jul 2012
 
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Abstract

The bootstrapping technique of Efron (1979) is used to estimate the probability distribution of future electricity demand for Hydro Quebec. The application follows the regression approach of Freedman and Peters (1984a,b) but also allows for serially correlated disturbances and uncertainty in the independent variable forecasts.

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