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Bootstrap approach
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Kim, Jae H.
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International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
Saved in:
2
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
Saved in:
3
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
4
Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles
;
Darné, Olivier
;
Kim, Jae H.
-
2010
Persistent link: https://www.econbiz.de/10009579698
Saved in:
5
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
Saved in:
6
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
Saved in:
7
Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 493-502
Persistent link: https://www.econbiz.de/10001793034
Saved in:
8
Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H.
- In:
Journal of forecasting
23
(
2004
)
2
,
pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
Saved in:
9
Investigating the advertising-sales relationship in the Lydia Pinkham data : a bootstrap approach
Kim, Jae H.
- In:
Applied economics
37
(
2005
)
3
,
pp. 347-354
Persistent link: https://www.econbiz.de/10002547828
Saved in:
10
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
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