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~subject:"Autocorrelation"
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Kim, Jae H.
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ECONIS (ZBW)
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Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping
;
Luo, Weiwei
;
Kim, Jae H.
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
Saved in:
2
Bias-corrected bootstrap prediction intervals for autoregressive model : new alternatives with applications to tourism forecasting
Kim, Jae H.
;
Song, Haiyang
;
Wong, Kevin
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 655-672
Persistent link: https://www.econbiz.de/10008935428
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3
Forecasting the velocity of circulation in the Japanese economy
Moosa, Imad A.
;
Kim, Jae H.
- In:
Hitotsubashi journal of economics
45
(
2004
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002191782
Saved in:
4
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom
Moosa, Imad A.
;
Kim, Jae H.
- In:
International economic journal
18
(
2004
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003244428
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5
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
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6
Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 493-502
Persistent link: https://www.econbiz.de/10001793034
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7
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
Saved in:
8
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
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