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Asymptotic and bootstrap prediction regions for vector autoregression. (1999). Kim, Jae.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:15:y:1999:i:4:p:393-403.

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Cited: 37

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Cites: 25

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Cocites: 25

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  1. Bootstrap VAR forecasts: The effect of model uncertainties. (2022). Fresoli, Diego .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:2:p:279-293.

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  2. Block bootstrap prediction intervals for parsimonious first?order vector autoregression. (2021). Li, Jing.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:3:p:512-527.

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  3. A note on simultaneous calibrated prediction intervals for time series. (2021). Vidoni, Paolo ; Giummole, Federica ; Fonseca, Giovanni.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00526-6.

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  4. A Time‐Simultaneous Prediction Box for a Multivariate Time Series. (2015). Kolsrud, Dag.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:34:y:2015:i:8:p:675-693.

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  5. Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1519.

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  6. 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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  7. Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws1508.

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  8. Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Helmut, Lutkepohl .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100597.

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  9. Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-007.

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  10. Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1354.

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  11. Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Luetkepohl, Helmut .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4634.

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  12. Vector autoregressive models. (2013). tkepohl, Helmut L ; Ltkepohl, Helmut.
    In: Chapters.
    RePEc:elg:eechap:14327_6.

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  13. Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468.

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  14. 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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  15. Empirical simultaneous prediction regions for path-forecasts. (2012). Marcellino, Massimiliano ; Jorda, Oscar ; Knuppel, Malte.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2012-05.

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  16. Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna .
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735.

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  17. Vector Autoregressive Models. (2011). Lütkepohl, Helmut ; Luetkepohl, Helmut .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2011/30.

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  18. Bootstrap prediction intervals for SETAR models. (2011). Li, Jing.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y::i:2:p:320-332.

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  19. Bootstrap prediction intervals for SETAR models. (2011). Li, Jing.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:2:p:320-332.

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  20. 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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  21. Empirical simultaneous confidence regions for path-forecasts. (2010). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:201006.

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  22. Empirical Simultaneous Confidence Regions for Path-Forecasts. (2010). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7797.

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  23. Bootstrap prediction intervals for threshold autoregressive models. (2009). Li, Jing ; Jing, LI.
    In: MPRA Paper.
    RePEc:pra:mprapa:13086.

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  24. Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals. (2009). Liu, Shen ; Kim, Jae ; Athanasopoulos, George ; Wong, Kevin ; Song, Haiyang.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-11.

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  25. Forecasting Aggregated Time Series Variables: A Survey. (2009). Lütkepohl, Helmut ; Luetkepohl, Helmut .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2009/17.

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  26. Bootstrap Confidence Bands for Forecast Paths. (2009). Staszewska-Bystrova, Anna.
    In: Working Papers.
    RePEc:com:wpaper:024.

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  27. An overview on various ways of bootstrap methods. (2008). Liew, Venus.
    In: MPRA Paper.
    RePEc:pra:mprapa:7163.

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  28. The basics of bootstrapping (in Russian). (2007). Anatolyev, Stanislav.
    In: Quantile.
    RePEc:qnt:quantl:y:2007:i:3:p:1-12.

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  29. Bootstrap prediction intervals for autoregressive time series. (2007). Kim, Jae ; Clements, Michael.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:7:p:3580-3594.

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  30. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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  31. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

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  32. Bootstrap prediction intervals for ARCH models. (2005). Reeves, Jonathan J..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:2:p:237-248.

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  33. Bias-corrected bootstrap prediction regions for vector autoregression. (2004). Kim, Jae.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154.

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  34. Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators. (2004). Kim, Jae.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:20:y:2004:i:1:p:85-97.

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  35. Bootstrap prediction intervals for single period regression forecasts. (2002). Veall, Michael ; Lam, Jean-Paul.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:18:y:2002:i:1:p:125-130.

    Full description at Econpapers || Download paper

References

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  15. U.S. corn exports: the role of the exchange rate. (1995). Bessler, David ; Ruppel, Fred J. ; Babula, Ronald A..
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  16. The Impact of Lag Determination on Price Relationships in the U.S. Broiler Industry. (1994). Bernard, John ; Willett, Lois Schertz .
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  17. The Impact Of Agricultural Research On Exports. (1993). White, F C ; Araji, A A.
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  18. The Impact Of Agricultural Research On Exports. (1993). White, F C ; Araji, A A.
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  19. GRANGER CAUSALITY FROM THE EXCHANGE RATE TO AGRICULTURAL PRICES AND EXPORT SALES. (1990). Orden, David ; Bradshaw, Girard W..
    In: Western Journal of Agricultural Economics.
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  20. Price Dynamics in International Wheat Markets. (1990). Schroeder, Ted ; Goodwin, Barry.
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  21. THE OVERSHOOTING HYPOTHESIS: ARE AGRICULTURAL EXPORTS MORE SENSITIVE?. (1989). Seale, James ; Moss, Charles.
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