Confidence Bands for Impulse Responses: Bonferroni versus Wald
Year of publication: |
2014
|
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Authors: | Luetkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | impulse responses | Bayesian error bands | frequentist confidence bands | Wald statistic | vector autoregressive process |
Series: | CESifo Working Paper ; 4634 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 779205812 [GVK] hdl:10419/93449 [Handle] repec:ces:ceswps:_4634 [RePEc] |
Classification: | C32 - Time-Series Models |
Source: |
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