Bias-corrected Bootstrap Prediction Regions for Vector Autoregression.

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Bibliographic Details
Title:	Bias-corrected Bootstrap Prediction Regions for Vector Autoregression.
Authors:	Kim, Jae H.¹ Jae.Kim@buseco.monash.edu.au
Source:	Journal of Forecasting. Mar2004, Vol. 23 Issue 2, p141-154. 14p.
Database:	Mathematics Source

Description
ISSN:	02776693
DOI:	10.1002/for.908