How reliable are local projection estimators of impulse responses?
Year of publication: |
2011
|
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Authors: | Kilian, Lutz ; Kim, Yun Jung |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 93.2011, 4, p. 1460-1466
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Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Induktive Statistik | Statistical inference | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |
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