Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Lutz Kilian
| Year of publication: |
1999
|
|---|---|
| Authors: | Kilian, Lutz |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 81.1999, 4, p. 652-660
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of economics and statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001437386