Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337)
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scientific article; zbMATH DE number 6917733
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| English | Improved interval estimation of long run response from a dynamic linear model: a highest density region approach |
scientific article; zbMATH DE number 6917733 |
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Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (English)
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14 August 2018
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ARDL model
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bias-correction
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bootstrapping
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highest density region
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long run elasticity
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0.7369428277015686
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0.7188361883163452
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0.7118694186210632
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0.7112175226211548
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0.707308292388916
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