Joint confidence sets for structural impulse responses
Atsushi Inoue, Lutz Kilian
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 421-432
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| Subject: | Joint inference | Shotgun plots | Confidence bands | Impulse response shapes | Bootstrap | Degenerate limiting distribution | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference | Vertrauen | Confidence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704726