Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323)
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scientific article; zbMATH DE number 7196032
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| English | Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions |
scientific article; zbMATH DE number 7196032 |
Statements
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (English)
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4 May 2020
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bootstrap
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confidence intervals
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joint confidence bands
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vector autoregression
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unit root
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0.8203299641609192
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0.8158102631568909
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0.8108484745025635
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0.8107494711875916
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0.7981774210929871
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