Bootstrap prediction intervals for single period regression forecasts

International Journal of Forecasting

Volumn 18, Issue 1, 2002, Pages 125-130

  Lam, J P ^a   Veall, M R ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Percentile bootstrap; Percentile t bootstrap; Prediction error with non normal disturbances

Indexed keywords

EID: 0036146882     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00112-1     Document Type: Article

References (10)

1. The probability distribution of future demand
2. Tests of equality between sets of coefficients in two linear regressions
3. Controlling the significance levels of prediction error tests for linear regression models
4. Asymptotic and bootstrap prediction regions for vector autoregression
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6. Bootstrapping forecast intervals: An application to AR(p) models
7. Bootstrapping confidence intervals: An application to forecasting the supply of pork
8. Bootstrap prediction intervals for regression
9. Bootstrap prediction intervals for autoregression