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 …

Typically survey data have responses with gaps, outliers and ties, and the distributions of the responses might be … model does not accommodate gaps, outliers and ties in the survey data directly. Because this DPM model has a normal … that represents the data, thereby accommodating some of the difficulties with survey data and permitting a more robust …

asymptotically. Such bands are based on a certain bootstrap procedure from the multiple-testing literature. We compare the finite … endogenizing the lag order in our bootstrap procedure on the finite-sample properties. Furthermore, an empirical application to a …