Journal of Data Science ›› 2020, Vol. 18 ›› Issue (4): 682-696.doi: 10.6339/JDS.202010_18(4).0006

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Stationary Bootstrap Based Multi-Step Forecasts for Unrestricted VAR Models 

U. Beyaztas*1 and Abdel-Salam G. Abdel-Salam∗2    

  1. 1. Department of Economics and Finance, Piri Reis University, Istanbul, Turkey  2. Department of Mathematics, Statistics and Physics, College of Arts and Sciences, Qatar University, Doha, Qatar
  • Online:2020-10-31 Published:2020-11-26