Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (Infinity) Models
Year of publication: |
2004
|
---|---|
Authors: | Inoue, Atsushi ; Kilian, Lutz |
Publisher: |
[S.l.] : SSRN |
Subject: | Makroökonometrie | Macroeconometrics | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Varianzanalyse | Analysis of variance | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Geldmenge | Money supply |
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