Asymptotic confidence intervals for impulse responses of near-integrated processes
Year of publication: |
2004
|
---|---|
Authors: | Gospodinov, Nikolaj |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 7.2004, 2, p. 505-527
|
Subject: | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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