Asymptotic and bootstrap prediction regions for vector autoregression

International Journal of Forecasting

Volumn 15, Issue 4, 1999, Pages 393-403

  Kim, Jae H ^a  

^a JAMES COOK UNIVERSITY   (Australia)

Author keywords

Backward VAR model; Bootstrap; Prediction regions; VAR model

Indexed keywords

EID: 0008011369     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(99)00006-0     Document Type: Article

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