Confidence intervals for impulse responses under departures from normality (Q4384998)

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scientific article; zbMATH DE number 1139835
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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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