Pages that link to "Item:Q4384998"
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The following pages link to Confidence intervals for impulse responses under departures from normality (Q4384998):
Displayed 16 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions'' (Q301353) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400) (← links)
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting (Q3065551) (← links)
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach (Q3577177) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- Linear bootstrap methods for vector autoregressive moving-average models (Q5220857) (← links)
- Estimating the mean and its effects on Neyman smooth tests of normality for ARMA models (Q5507358) (← links)