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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    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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