Bias-corrected bootstrap prediction regions for vector autoregression
Jae H. Kim
| Year of publication: |
2004
|
|---|---|
| Authors: | Kim, Jae H. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 2, p. 141-154
|
| Subject: | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001980729