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Confidence bands for impulse responses Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
distribution in the Bayesian framework or the joint asymptotic distribution possibly constructed with bootstrap methods in the …
Persistent link: https://www.econbiz.de/10010233995
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Confidence bands for impulse responses : Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
distribution in the Bayesian framework or the joint asymptotic distribution possibly constructed with bootstrap methods in the …
Persistent link: https://www.econbiz.de/10010246022
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016
shows that the former are competitive with the bootstrap-based Bonferroni and Wald confidence regions. The relative …
Persistent link: https://www.econbiz.de/10011442327
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Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016
shows that the former are competitive with the bootstrap-based Bonferroni and Wald con dence regions. The relative tightness …
Persistent link: https://www.econbiz.de/10011452908
Cover Image
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016
shows that the former are competitive with the bootstrap-based Bonferroni and Wald confidence regions. The relative …
Persistent link: https://www.econbiz.de/10011446084
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Confidence bands for impulse responses : Bonferroni versus Wald ; conference paper
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
distribution in the Bayesian framework or the joint asymptotic distribution possibly constructed with bootstrap methods in the …
Persistent link: https://www.econbiz.de/10010490641
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Confidence bands for impulse responses: Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
distribution in the Bayesian framework or the joint asymptotic distribution possibly constructed with bootstrap methods in the …
Persistent link: https://www.econbiz.de/10010330387
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Confidence Bands for Impulse Responses: Bonferroni versus Wald
Luetkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
distribution in the Bayesian framework or the joint asymptotic distribution possibly constructed with bootstrap methods in the …
Persistent link: https://www.econbiz.de/10010333429
Cover Image
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016
shows that the former are competitive with the bootstrap-based Bonferroni and Wald confidence regions. The relative …
Persistent link: https://www.econbiz.de/10011449884
Cover Image
Calculating joint confidence bands for impulse response functions using highest density regions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2016
shows that the former are competitive with the bootstrap-based Bonferroni and Wald confidence regions. The relative …
Persistent link: https://www.econbiz.de/10011516886