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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 29 (2013) 2, pp. 221-233
Persistent link: https://www.econbiz.de/10009743439
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Constructing narrowest pathwise bootstrap prediction bands using threshold accepting
Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 29 (2013) 2, pp. 221-233
Persistent link: https://www.econbiz.de/10010087842