Joint Confidence Sets for Structural Impulse Responses
Year of publication: |
2016
|
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Authors: | Inoue, Atsushi ; Kilian, Lutz |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | joint inference | shotgun plots | confidence bands | impulse response shapes | bootstrap | degenerate limiting distribution |
Series: | CESifo Working Paper ; 5746 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 847283143 [GVK] hdl:10419/128451 [Handle] RePec:ces:ceswps:_5746 [RePEc] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: |
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Joint confidence sets for structural impulse responses
Inoue, Atsushi, (2016)
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Joint Confidence Sets for Structural Impulse Responses
Inoue, Atsushi, (2014)
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Joint confidence sets for structural impulse responses
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Frequentist inference in weakly identified dynamic stochastic general equilibrium models
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Inoue, Atsushi, (2002)
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