Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Year of publication: |
2018
|
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Authors: | Grabowski, Daniel ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Marburg : Philipps-University Marburg, School of Business and Economics |
Subject: | Bootstrap | confidence intervals | joint confidence bands | vector autoregression |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1015756565 [GVK] hdl:10419/175861 [Handle] RePEc:mar:MAGKSE:201810 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models |
Source: |
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Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
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