Impulse response confidence intervals for persistent data: what have we learned? (Q1027372): Difference between revisions

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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Are Output Fluctuations Transitory?
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Asymptotic confidence intervals for impulse responses of near‐integrated processes
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+A Practitioner's Guide to Lag Order Selection For VAR Impulse Response Analysis
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+Confidence intervals for impulse responses under departures from normality
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+How accurate are confidence intervals for impulse responses in large VAR models?
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