Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm (Q4221435)
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scientific article; zbMATH DE number 1234665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm |
scientific article; zbMATH DE number 1234665 |
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Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm (English)
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10 June 1999
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vector autoregression
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bootstrap
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impulse responses
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lag order selection
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confidence intervals
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