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Exploiting resampling techniques for model selection in forecasting : an empirical evaluation using out-of-sample tests
Sarris, Dimitrios, (2020)
Multistep quantile forecasts for supply chain and logistics operations : bootstrapping, the GARCH model and quantile regression based approaches
Bruzda, Joanna, (2020)
Nagging predictors
Richman, Ronald, (2020)
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Grabowski, Daniel, (2018)
Constructing joint confidence bands for impulse response functions of VAR models : a review
Lütkepohl, Helmut, (2018)
Calculating joint confidence bands for impulse response functions using highest density regions