Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (Q5082681)
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scientific article; zbMATH DE number 7545657
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| English | Construction of multi-step forecast regions of VAR processes using ordered block bootstrap |
scientific article; zbMATH DE number 7545657 |
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Construction of multi-step forecast regions of VAR processes using ordered block bootstrap (English)
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21 June 2022
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block bootstrap
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vector autoregressive model
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multivariate forecast
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forecast region
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