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Asymptotic and bootstrap prediction regions for vector autoregression

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Author Info
Kim, Jae H.

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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 15 (1999)
Issue (Month): 4 (October)
Pages: 393-403
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Handle: RePEc:eee:intfor:v:15:y:1999:i:4:p:393-403

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  1. Jing, Li, 2009. "Bootstrap prediction intervals for threshold autoregressive models," MPRA Paper 13086, University Library of Munich, Germany. [Downloadable!]
  2. Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009. [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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This page was last updated on 2009-12-3.

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