Simultaneous confidence regions for impulse responses
Year of publication: |
2009
|
---|---|
Authors: | Jordà, Òscar |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 91.2009, 3, p. 629-647
|
Subject: | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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