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Asymptotic and bootstrap prediction regions for vector autoregression · Study

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ArticleAsymptotic and bootstrap prediction regions for vector autoregression

Jae Hwan Kim1999

Article1999

Asymptotic and bootstrap prediction regions for vector autoregression

55 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 55 citations exist upstream.

References

1980Macroeconomics and Reality 1993Introduction to Multiple Time Series Analysis 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience 1993Calculating Interval Forecasts 1990Bootstrap Prediction Intervals for Autoregression 1986Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts 1990Bootstrap prediction intervals for autoregressions 1987Forecasting Wheat Exports: Do Exchange Rates Matter?

Cited by

2004Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

Details

Year1999

Typearticle

Published1999-10-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations55

Files0 public / 0

ShelfForecasting Techniques and Applications

Identifiers

doi10.1016/s0169-2070(99)00006-0

openalex_workW2000601868

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