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Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo .
In: DES - Working Papers. Statistics and Econometrics. WS.
RePEc:cte:wsrepe:ws113426.

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  1. Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2015). Bruder, Stefan.
    In: ECON - Working Papers.
    RePEc:zur:econwp:181.

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  2. Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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  3. Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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  4. Constructing narrowest pathwise bootstrap prediction bands using threshold accepting. (2013). Winker, Peter ; Staszewska-Bystrova, Anna.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:2:p:221-233.

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References

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