Comparison of methods for constructing joint confidence bands for impulse response functions
Year of publication: |
July-September 2015
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Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 3, p. 782-798
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Subject: | Vector autoregressive process | Impulse responses | Bootstrap | Confidence band | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis |
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