Bootstrapping impulse responses in VAR analyses (Q3297928)

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Bootstrapping impulse responses in VAR analyses
scientific article

    Statements

    title
    Bootstrapping impulse responses in VAR analyses (English)
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    published in
    COMPSTAT
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    publication date
    21 July 2020
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    zbMATH Keywords
    impulse response
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    bootstrap
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    vector autoregression
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    confidence interval
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    author
    Helmut Lütkepohl
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    62-08
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    zbMATH DE Number
    7223360
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    OpenAlex ID
    W2145758752
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