Reducing confidence bands for simulated impulse responses (Q379920)
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scientific article; zbMATH DE number 6224838
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reducing confidence bands for simulated impulse responses |
scientific article; zbMATH DE number 6224838 |
Statements
Reducing confidence bands for simulated impulse responses (English)
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11 November 2013
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vector autoregressive process
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impulse responses
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bootstrap
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Bayesian estimation
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0.8284617
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0.82781667
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0.81731963
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0.81492025
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0.8140081
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0.8138383
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0.8133228
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