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Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H. - In: Journal of forecasting 23 (2004) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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Bootstrap VAR forecasts : the effect of model uncertainties
Fresoli, Diego - In: Journal of forecasting 41 (2022) 2, pp. 279-293
Persistent link: https://www.econbiz.de/10012817747
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Bootstrap prediction bands for forecast paths from vector autoregressive models
Staszewska-Bystrova, Anna - In: Journal of forecasting 30 (2011) 8, pp. 721-735
Persistent link: https://www.econbiz.de/10009423360
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An alternative bootstrap for proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Computational economics 62 (2023) 4, pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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Tests of random walk : a comparison of bootstrap approaches
Lima, Eduardo José Araújo; Tabak, Benjamin Miranda - In: Computational economics 34 (2009) 4, pp. 365-382
Persistent link: https://www.econbiz.de/10003894937
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Can panel data really improve the predictability of the monetary exchange rate model?
Westerlund, Joakim; Basher, Syed Abul - In: Journal of forecasting 26 (2007) 5, pp. 365-383
Persistent link: https://www.econbiz.de/10003530106
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A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Computational economics 38 (2011) 4, pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
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A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag - In: Journal of forecasting 34 (2015) 8, pp. 675-693
Persistent link: https://www.econbiz.de/10011397661