Comparison of methods for constructing joint confidence bands for impulse response functions
Year of publication: |
2013
|
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Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | vector autoregressive process | impulse responses | bootstrap | confidence band |
Series: | DIW Discussion Papers ; 1292 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 743986083 [GVK] hdl:10419/72622 [Handle] RePEc:diw:diwwpp:dp1292 [RePEc] |
Classification: | C32 - Time-Series Models |
Source: |
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Comparison of methods for constructing joint confidence bands for impulse response functions
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Comparison of methods for constructing joint confidence bands for impulse response functions
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Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
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