Asymptotic confidence bands for the estimated autoconvariance and autocorrelation functions of vector autoregressive models
Günter Coenen
| Year of publication: |
2005
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|---|---|
| Authors: | Coenen, Günter |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 30.2005, 1, p. 65-75
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| Subject: | VAR-Modell | VAR model | Euro | Phillips-Kurve | Phillips curve | Theorie | Theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002770908