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Bootstrap prediction intervals for autoregressions · Study

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ArticleBootstrap prediction intervals for autoregressions

Guido Masarotto1990

Article1990

Bootstrap prediction intervals for autoregressions

Guido Masarotto

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

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Forecasting Techniques and Applications Time Series Analysis and Forecasting Statistical and numerical algorithms

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References

1977Time Series Analysis: Forecasting and Control 1981Properties of Predictors for Autoregressive Time Series

Cited by

2002Forecasting time series with sieve bootstrap 2014Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions 2001Bootstrapping prediction intervals for autoregressive models 2006Chapter 6 Forecasting with VARMA Models 2015Measuring the dynamics of global business cycle connectedness 1998Bootstrap prediction intervals for autoregressions: some alternatives 200525 Years of Iif Time Series Forecasting: A Selective Review 2001Effects of parameter estimation on prediction densities: a bootstrap approach

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1981Effects of Not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction—Iarticle · 2 shared references 1991The effect of parameter uncertainty on forecast variances and confidence intervals for unit root and trend stationary time‐series modelsarticle · 2 shared references 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Rootarticle · 1 shared reference 1986Generalized autoregressive conditional heteroskedasticityarticle · 1 shared reference 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Rootarticle · 1 shared reference 2002Unit root tests in panel data: asymptotic and finite-sample propertiesarticle · 1 shared reference

Details

Year1990

Typearticle

Published1990-07-01

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations115

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/0169-2070(90)90008-y

openalex_workW2068430880

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