Bootstrap VAR forecasts: The effect of model uncertainties-Reference-Cited by-同舟云学术

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Bootstrap VAR forecasts: The effect of model uncertainties

Published:2021-08-30 Issue:2 Volume:41 Page:279-293
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Fresoli Diego¹^ORCID

Affiliation:

1. Facultad de Ciencias Económicas y Empresariales, Dpto. Análisis Económico: Economía Cuantitativa Universidad Autonóma de Madrid Madrid Spain

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2809

Reference49 articles.

1. The Influence of VAR Dimensions on Estimator Biases

2. Bias correction for time series factor models

3. A dynamic component model for forecasting high-dimensional realized covariance matrices

4. Recent developments in bootstrapping time series

5. Construction of multi‐step forecast regions of VAR processes using ordered block bootstrap;Beyaztas B. H.;Communications in Statistics: Simulation and Computation,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A review of predictive uncertainty estimation with machine learning;Artificial Intelligence Review;2024-03-18

2. Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement;Forecasting;2023-04-19

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