Bootstrap multi-step forecasts of non-Gaussian VAR models
Diego Fresoli, Esther Ruiz, Lorenzo Pascual
| Year of publication: |
July-September 2015
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| Authors: | Fresoli, Diego ; Ruiz, Esther ; Pascual, Lorenzo |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 834-848
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| Subject: | Bias correction | DCC model | Forecast density | Forecast regions | High density regions | Lag order uncertainty | Multivariate forecast | Resampling methods | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Statistische Verteilung | Statistical distribution | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Prognose | Forecast | Systematischer Fehler | Bias | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2014.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474590