Exact joint forecast regions for vector autoregressive models

Journal of Applied Statistics

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Main Authors: Chan, W.-S., Cheung, S.H., Wu, K.H.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105139
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1051392015-03-13T00:40:43Z Exact joint forecast regions for vector autoregressive models Chan, W.-S. Cheung, S.H. Wu, K.H. STATISTICS & APPLIED PROBABILITY Journal of Applied Statistics 26 1 35-44 2014-10-28T05:12:06Z 2014-10-28T05:12:06Z 1999 Article Chan, W.-S.,Cheung, S.H.,Wu, K.H. (1999). Exact joint forecast regions for vector autoregressive models. Journal of Applied Statistics 26 (1) : 35-44. ScholarBank@NUS Repository. 02664763 http://scholarbank.nus.edu.sg/handle/10635/105139 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
description Journal of Applied Statistics
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chan, W.-S.
Cheung, S.H.
Wu, K.H.
format Article
author Chan, W.-S.
Cheung, S.H.
Wu, K.H.
spellingShingle Chan, W.-S.
Cheung, S.H.
Wu, K.H.
Exact joint forecast regions for vector autoregressive models
author_sort Chan, W.-S.
title Exact joint forecast regions for vector autoregressive models
title_short Exact joint forecast regions for vector autoregressive models
title_full Exact joint forecast regions for vector autoregressive models
title_fullStr Exact joint forecast regions for vector autoregressive models
title_full_unstemmed Exact joint forecast regions for vector autoregressive models
title_sort exact joint forecast regions for vector autoregressive models
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105139
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