Balanced bootstrap joint confidence bands for structural impulse response functions
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Recommendations
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
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Cited in
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- The uniform validity of impulse response inference in autoregressions
- Joint confidence sets for structural impulse responses
- Error Bands for Impulse Responses
- Assessing and Visualizing Simultaneous Simulation Error
- Focused information criterion for locally misspecified vector autoregressive models
- Uniform priors for impulse responses
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