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Bootstrap approach
Bootstrap-Verfahren
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Kim, Jae H.
24
Darné, Olivier
5
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4
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3
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2
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1
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ECONIS (ZBW)
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
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2
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
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3
International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
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4
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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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
Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.
;
Kim, Jae H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
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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
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8
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
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9
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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10
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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