Abdel-Salam G. Abdel-Salam

Journal article · 2020

Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models

U. Beyaztas, Abdel-Salam G. Abdel-Salam

Journal of Data Science · 18(4), 682–696 · 2020

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Robust and semiparametric modellingEconomic modelling and forecastingData science and machine learning

Details

Type
Journal article
Year
2020
Journal
Journal of Data Science
Volume
18
Issue
4
Pages
682–696
Publisher
School of Statistics, Renmin University of China
DOI
10.6339/jds.202010_18(4).0006
Open access
Unpaywall (publisher, cc-by)

Cite this work

Citation

U. Beyaztas, Abdel-Salam G. Abdel-Salam (2020). Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models. Journal of Data Science, 18(4), 682–696. https://doi.org/10.6339/jds.202010_18(4).0006

BibTeX Download .bib
@article{beyaztas2020stationary,
  author = {U. Beyaztas and Abdel-Salam G. Abdel-Salam},
  title = {Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models},
  year = {2020},
  journal = {Journal of Data Science},
  volume = {18},
  number = {4},
  pages = {682--696},
  publisher = {School of Statistics, Renmin University of China},
  doi = {10.6339/jds.202010\_18(4).0006}
}
RIS Download .ris
TY  - JOUR

AU  - U. Beyaztas

AU  - Abdel-Salam G. Abdel-Salam

TI  - Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models

PY  - 2020

JO  - Journal of Data Science

VL  - 18

IS  - 4

SP  - 682

EP  - 696

PB  - School of Statistics, Renmin University of China

DO  - 10.6339/jds.202010_18(4).0006

UR  - https://doi.org/10.6339/jds.202010_18(4).0006

ER  -

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