• Title of article

    Asymptotic and bootstrap prediction regions for vector autoregression

  • Author/Authors

    Jae H. Kim، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    11
  • From page
    393
  • To page
    403
  • Keywords
    VAR model , Prediction regions , Bootstrap , Backward VAR model
  • Journal title
    International Journal of Forecasting
  • Serial Year
    1999
  • Journal title
    International Journal of Forecasting
  • Record number

    178822