Narrow search
Showing 1 - 3 of 3
Cover Image
Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter; Gilli, Manfred - 2001
Persistent link: https://www.econbiz.de/10001641864
Cover Image
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
Cover Image
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