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Bootstrap prediction intervals for autoregressions: some alternatives

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Author Info
Grigoletto, Matteo
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File URL: http://www.sciencedirect.com/science/article/B6V92-3V54624-2/2/fb31d18dbe9f5c6ff5c83e791fe8848c
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 14 (1998)
Issue (Month): 4 (December)
Pages: 447-456
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Handle: RePEc:eee:intfor:v:14:y:1998:i:4:p:447-456

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  1. Helmut Luetkepohl, 2004. "Forecasting with VARMA Models," Economics Working Papers ECO2004/25, European University Institute. [Downloadable!]
    Other versions:
  2. Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany. [Downloadable!]
  3. Helmut Luetkepohl, 2009. "Forecasting Aggregated Time Series Variables: A Survey," Economics Working Papers ECO2009/17, European University Institute. [Downloadable!]
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