Asymptotic and bootstrap prediction regions for vector autoregression-Reference-Cited by-同舟云学术

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Asymptotic and bootstrap prediction regions for vector autoregression

Published:1999-10 Issue:4 Volume:15 Page:393-403
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Kim Jae H.

Publisher

Elsevier BV

Subject

Business and International Management

Reference25 articles.

1. Forecasting wheat exports: do exchange rates matter?;Bessler;Journal of Business and Economic Statistics,1987

2. Monte Carlo approximation and the iterated bootstrap;Booth;Biometrika,1994

3. Calculating interval forecasts;Chatfield;Journal of Business and Economic Statistics,1993

4. Bootstrap Methods and Their Application;Davison,1997

5. Bootstrap method: another look at the jackknife;Efron;The Annals of Statistics,1979

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