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bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …
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As I document using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues....
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