## Abstract This paper examines small sample properties of alternative biasβcorrected bootstrap prediction regions for the vector autoregressive (VAR) model. Biasβcorrected bootstrap prediction regions are constructed by combining biasβcorrection of VAR parameter estimators with the bootstrap proce
β¦ LIBER β¦
Asymptotic and bootstrap prediction regions for vector autoregression
β Scribed by Jae H. Kim
- Book ID
- 114175097
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 160 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0169-2070
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