Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
Year of publication: |
2013-06
|
---|---|
Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Vector autoregressive process | impulse responses | bootstrap | confidence band |
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