jaekim8080@gmail.com


Packages by Jae H. Kim

BootPR — 1.0

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

OptSig — 2.2

Optimal Level of Significance for Regression and Other Statistical Tests

VAR.etp — 1.1

VAR Modelling: Estimation, Testing, and Prediction

vrtest — 1.2

Variance Ratio Tests and Other Tests for Martingale Difference Hypothesis