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Latest revision as of 02:35, 10 December 2024

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Asymptotic distributions of impulse response functions in short panel vector autoregressions
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    Asymptotic distributions of impulse response functions in short panel vector autoregressions (English)
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    12 August 2016
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    asymptotic distribution
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    bootstrap
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    nonorthogonalized impulse response function
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    orthogonalized impulse response function
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    panel data
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    vector autoregressions
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