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Bootstrapping prediction intervals for autoregressive models. (2001). Taylor, Nick ; Clements, Michael.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:17:y:2001:i:2:p:247-267.

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Cited: 46

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  3. Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz.
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  4. New continuum of stochastic static forecasting model for mutual funds at investment policy level. (2020). Sheikh, Jibran ; Ahmed, Wajid Shakeel ; Butt, Faisal Shafique ; Shad, Shafqat Ali ; Shafi, Khuram ; Ur-Rehman, Kashif.
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  7. A comprehensive evaluation of macroeconomic forecasting methods. (2019). Kapetanios, George ; Galvo, Ana Beatriz ; Carriero, Andrea.
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  8. Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico.
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  9. Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte.
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  10. UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique .
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  11. Density Forecasts With Midas Models. (2017). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are.
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  15. Improved bootstrap prediction intervals for SETAR models. (2016). Winker, Peter ; Staszewska-Bystrova, Anna.
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  16. A Time‐Simultaneous Prediction Box for a Multivariate Time Series. (2015). Kolsrud, Dag.
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  17. Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique .
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  18. Recent developments in bootstrap methods for dependent data. (2015). Wunderli, Dan ; Cavaliere, Giuseppe ; Wolf, Michael ; Rahbek, Anders ; Politis, Dimitris N.
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  19. Density forecasts with MIDAS models. (2014). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are.
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  20. Bootstrap joint prediction regions. (2013). Wunderli, Dan ; Wolf, Michael.
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  21. Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
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  22. Does the euro area forward rate provide accurate forecasts of the short rate?. (2013). Galvão, Ana ; Costa, Sónia ; Galvao, Ana Beatriz.
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  23. Empirical simultaneous prediction regions for path-forecasts. (2012). Marcellino, Massimiliano ; Jorda, Oscar ; Knuppel, Malte.
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  24. Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna .
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  25. Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals. (2011). Liu, Shen ; Kim, Jae ; Athanasopoulos, George ; Wong, Kevin .
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  26. Bootstrap prediction intervals for SETAR models. (2011). Li, Jing.
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  27. Empirical simultaneous confidence regions for path-forecasts. (2010). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
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  28. Empirical Simultaneous Confidence Regions for Path-Forecasts. (2010). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte.
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  29. Forecasting Aggregated Time Series Variables: A Survey. (2009). Lütkepohl, Helmut ; Luetkepohl, Helmut .
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  30. Bootstrap Confidence Bands for Forecast Paths. (2009). Staszewska-Bystrova, Anna.
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  31. Forecasting and operational research: a review. (2008). Fildes, R ; Syntetos, A A ; Crone, S F ; Nikolopoulos, K.
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  33. Time-simultaneous prediction band for a time series. (2007). Kolsrud, Dag.
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  34. Bootstrap prediction intervals for autoregressive time series. (2007). Kim, Jae ; Clements, Michael.
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  39. Bias-corrected bootstrap prediction regions for vector autoregression. (2004). Kim, Jae.
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  40. Multiple forecasts with autoregressive time series models: case studies. (2004). Chan, W. S, ; Wu, K. H, ; Cheung, S. H, .
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  41. Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators. (2004). Kim, Jae.
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  44. A Test for Comparing Multiple Misspecified Conditional Distributions. (2003). Swanson, Norman ; Corradi, Valentina.
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  45. On SETAR non-linearity and forecasting. (2003). van Dijk, Dick ; Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael.
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  37. Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J..
    In: International Journal of Forecasting.
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  38. Volatility dynamics under duration-dependent mixing. (2000). McCurdy, Tom ; Maheu, John.
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  39. Exact joint forecast regions for vector autoregressive models. (1999). Chan, Wai-Sum.
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  42. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, Robert.
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  43. The state of macroeconomic forecasting. (1999). Stekler, H ; Fildes, R A.
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  44. 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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  45. Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study. (1999). Bunn, Derek W. ; Taylor, James W..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:15:y:1999:i:3:p:325-339.

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  46. Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange. (1998). Tay, Anthony S ; Hahn, Jinyong ; Diebold, Francis.
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  47. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
    In: Center for Financial Institutions Working Papers.
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  48. Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A..
    In: NBER Technical Working Papers.
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  49. Prediction with incomplete past and interpolation of missing values. (1997). Pourahmadi, M. ; Cheng, R..
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:33:y:1997:i:4:p:341-346.

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  50. Diversity, uncertainty, and accuracy of inflation forecasts. (1994). Fine, Lauren K. ; McNees, Stephen K..
    In: New England Economic Review.
    RePEc:fip:fedbne:y:1994:i:jul:p:33-44.

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