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Skewness-adjusted bootstrap confidence intervals and confidence
bands
for impulse response functions
Grabowski, Daniel
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2018
Persistent link: https://www.econbiz.de/10012173770
Saved in:
2
Constructing joint confidence
bands
for impulse response functions of VAR models : a review
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
2018
Persistent link: https://www.econbiz.de/10012174109
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