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Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H. - In: International journal of forecasting 20 (2004) 1, pp. 85-97
Persistent link: https://www.econbiz.de/10001918297
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - In: Macroeconomic dynamics 5 (2001) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
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Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz - In: Journal of forecasting 20 (2001) 3, pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
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On the reliability of chow type test for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001555315
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Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485341
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Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz - In: The review of economics and statistics 81 (1999) 4, pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
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Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
Coenen, Günter - 2000
Persistent link: https://www.econbiz.de/10001461848
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-li - In: Economics letters 69 (2000) 3, pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298