Calculating Joint Bands for Impulse Response Functions using Highest Density Regions
Year of publication: |
2016
|
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Authors: | Winker, Peter ; Lütkepohl, Helmut ; Staszewska-Bystrova, Anna |
Publisher: |
Kiel und Hamburg : ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Conference Paper |
Language: | English |
Other identifiers: | hdl:10419/145537 [Handle] RePEc:zbw:vfsc16:145537 [RePEc] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: |
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Atak, Alev, (2013)
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