NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*
- 13 February 2007
- journal article
- Published by Wiley in International Economic Review
- Vol. 48 (1) , 67-109
- https://doi.org/10.1111/j.1468-2354.2007.00418.x
Abstract
No abstract availableKeywords
All Related Versions
This publication has 54 references indexed in Scilit:
- OPTIMAL FORECAST COMBINATION UNDER REGIME SWITCHING*International Economic Review, 2005
- VAR forecasting under misspecificationJournal of Econometrics, 2005
- On the selection of forecasting modelsJournal of Econometrics, 2005
- Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum EstimatorsEconometrica, 2002
- DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDSEconometric Theory, 1999
- Outline of forecast theory using generalized cost functionsSpanish Economic Review, 1999
- Optimal Prediction Under Asymmetric LossEconometric Theory, 1997
- Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments EstimatorsEconometrica, 1996
- The Stationary BootstrapJournal of the American Statistical Association, 1994
- Bayesian Estimation and Prediction Using Asymmetric Loss FunctionsJournal of the American Statistical Association, 1986