Forecasting autoregressive time series with bias-corrected parameter estimators

International Journal of Forecasting

Volumn 19, Issue 3, 2003, Pages 493-502

  Kim, Jae H ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Autoregressive model; Bias correction; Bootstrapping; Forecasting; Unit root

Indexed keywords

EID: 0042385063     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(02)00062-6     Document Type: Article

References (23)

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