Pages that link to "Item:Q2739291"
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The following pages link to COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS (Q2739291):
Displayed 6 items.
- Reducing confidence bands for simulated impulse responses (Q379920) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Representing uncertainty about response paths: the use of heuristic optimisation methods (Q1020793) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)