Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323)
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Language | Label | Description | Also known as |
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English | Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions |
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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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