Confidence Regions for Multipliers in Linear Dynamic Models (Q3742591)
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scientific article; zbMATH DE number 3978247
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| default for all languages | No label defined |
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| English | Confidence Regions for Multipliers in Linear Dynamic Models |
scientific article; zbMATH DE number 3978247 |
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Confidence Regions for Multipliers in Linear Dynamic Models (English)
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1986
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simulation of vector autoregressive (VAR) models
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shocks
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linear dynamic simultaneous equation models
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confidence regions
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multipliers
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sampling variability
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estimated shocks
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asymptotic distribution
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0.7827199101448059
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0.7796030044555664
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0.7641820311546326
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0.7488008737564087
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