Confidence intervals for impulse responses under departures from normality (Q4384998): Difference between revisions
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| Property / cites work: Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm / rank | |||
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| Property / cites work: BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS / rank | |||
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| Property / cites work: Bayesian skepticism on unit root econometrics / rank | |||
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| Property / cites work: Inference in Linear Time Series Models with some Unit Roots / rank | |||
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Latest revision as of 11:05, 28 May 2024
scientific article; zbMATH DE number 1139835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence intervals for impulse responses under departures from normality |
scientific article; zbMATH DE number 1139835 |
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Confidence intervals for impulse responses under departures from normality (English)
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13 April 1998
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impulse response intervals
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structural VAR models
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bootstrap
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delayed overshooting puzzle
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