Kim Jae H.

Jae H. Kim

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Found 5 papers in total
Bias-corrected bootstrap prediction regions for vector autoregression
Bias-corrected bootstrap prediction regions for vector autoregression
2004
This paper examines small sample properties of alternative bias-corrected bootstrap...
Forecasting autoregressive time series with bias-corrected parameter estimators
Forecasting autoregressive time series with bias-corrected parameter estimators
2003
The parameter estimators of autoregressive (AR) models are biased in small samples,...
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
2004
The use of asymptotically mean-unbiased parameter estimation is considered as a means...
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
2002
Recent studies on bootstrap prediction intervals for autoregressive (AR) model provide...
Asymptotic and bootstrap prediction regions for vector autoregression
Asymptotic and bootstrap prediction regions for vector autoregression
1999
Small sample properties of asymptotic and bootstrap prediction regions for vector...
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