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The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
Schreiber, Sven
-
2011
datain that period. To calculate asymptotically valid confidence intervals we usethe
delta
method
and two bootstrap variants …
Persistent link: https://www.econbiz.de/10010460507
Saved in:
2
The estimation uncertainty of permanent-transitory decompositions in cointegrated systems
Schreiber, Sven
-
Institut für Makroökonomie und Konjunkturforschung …
-
2011
datain that period. To calculate asymptotically valid confidence intervals we usethe
delta
method
and two bootstrap variants …
Persistent link: https://www.econbiz.de/10008866065
Saved in:
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