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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
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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
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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
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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
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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
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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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Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H. - In: Economic modelling 41 (2014), pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
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Wild bootstrapping variance ratio tests
Kim, Jae H. - In: Economics letters 92 (2006) 1, pp. 38-43
Persistent link: https://www.econbiz.de/10003336500
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Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H. - In: Finance research letters 6 (2009) 3, pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
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Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.; Kim, Jae H. - In: Econometric reviews 19 (2000) 1, pp. 105-130
Persistent link: https://www.econbiz.de/10001455667