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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Engle, Robert F."
~person:"Lütkepohl, Helmut"
~subject:"Impulse responses"
~subject:"Theorie"
~subject:"Time series analysis"
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Croux, Christophe
Engle, Robert F.
Lütkepohl, Helmut
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1389-1411
Persistent link: https://www.econbiz.de/10011950253
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