Stationary Bootstrap Based Multi-Step Forecasts for
Unrestricted VAR Models
U. Beyaztas*1 and Abdel-Salam G. Abdel-Salam∗2
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
U. Beyaztas and Abdel-Salam G. Abdel-Salam. Stationary Bootstrap Based Multi-Step Forecasts for
Unrestricted VAR Models [J]. Journal of Data Science, 2020, 18(4): 682-696.
