Confidence intervals for impulse responses under departures from normality (Q4384998): Difference between revisions
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scientific article; zbMATH DE number 1139835
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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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