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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~subject:"VAR-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
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57
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Can forecasting performance be improved by considering the steady state? : an application to Swedish inflation and interest rate
Österholm, Pär
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10003738383
Saved in:
7
Modeling compositional time series with vector autoregressive models
Kynčlová, Petra
;
Filzmoser, Peter
;
Hron, Karel
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 303-314
Persistent link: https://www.econbiz.de/10011305170
Saved in:
8
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
Saved in:
9
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
10
Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections
Lyhagen, Johan
;
Ekberg, Stefan
;
Eidestedt, Richard
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 354-363
Persistent link: https://www.econbiz.de/10011318328
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