Calculating joint confidence bands for impulse response functions using highest density regions
Year of publication: |
March 15, 2016
|
---|---|
Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Berlin : SFB 649, Humboldt-Universität zu Berlin |
Subject: | Impulse responses | joint confidence bands | highest density region | vector autoregressive process | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
---|---|
Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2016-017 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/146186 [Handle] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut, (2016)
-
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut, (2016)
-
Constructing joint confidence bands for impulse response functions of VAR models : a review
Lütkepohl, Helmut, (2018)
- More ...
-
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut, (2013)
-
Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut, (2013)
-
Confidence bands for impulse responses: Bonferroni versus Wald
Lütkepohl, Helmut, (2014)
- More ...