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An objective function for simulation based inference on exchange rate data
Winker, Peter; Gilli, Manfred; Jeleskovic, Vahidin - In: Journal of economic interaction and coordination : JEIC 2 (2007) 2, pp. 125-145
Persistent link: https://www.econbiz.de/10003580911
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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
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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