Confidence intervals for impulse responses under departures from normality (Q4384998): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Edgeworth correction by bootstrap in autoregressions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4318617 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bayesian skepticism on unit root econometrics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Inference in Linear Time Series Models with some Unit Roots / rank | |||
Normal rank | |||
Latest revision as of 12:05, 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 |
Statements
Confidence intervals for impulse responses under departures from normality (English)
0 references
13 April 1998
0 references
impulse response intervals
0 references
structural VAR models
0 references
bootstrap
0 references
delayed overshooting puzzle
0 references
0 references
