Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Jae H. Kim
| Year of publication: |
2004
|
|---|---|
| Authors: | Kim, Jae H. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 1, p. 85-97
|
| Subject: | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| 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/10001918297