Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models
by Atsushi Inoue and Lutz Kilian
| Year of publication: |
2002
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 43.2002, 2, p. 309-331
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| Subject: | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Makroökonometrie | Macroeconometrics | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Varianzanalyse | Analysis of variance | Geldmenge | Money supply | Schätzung | Estimation | USA | United States | 1959-1998 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International economic review |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001680467