Asymptotic and bootstrap prediction regions for vector autoregression

B-Tier
Journal: International Journal of Forecasting
Year: 1999
Volume: 15
Issue: 4
Pages: 393-403

Authors (1)

Kim, Jae H.

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:intfor:v:15:y:1999:i:4:p:393-403
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25