Small-sample confidence intervals for multivariate impulse response functions at long horizons
Year of publication: |
2006
|
---|---|
Authors: | Pesavento, Elena ; Rossi, Barbara |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 8, p. 1135-1155
|
Subject: | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
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