Confidence intervals for impulse responses under departures from normality (Q4384998): Difference between revisions

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+Edgeworth correction by bootstrap in autoregressions
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+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
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@@ Property / cites work @@
+BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
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@@ Property / cites work @@
+Bayesian skepticism on unit root econometrics
@@ 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
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@@ links / mardi / name / links / mardi / name @@
+Publication:4384998