Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators

International Journal of Forecasting

Volumn 20, Issue 1, 2004, Pages 85-97

  Kim, Jae H ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Autoregression; Bias correction; Bootstrapping; Endogenous lag order bootstrap algorithm; Prediction interval

Indexed keywords

EID: 0742271673     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(03)00007-4     Document Type: Article

References (26)

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