Problems related to confidence intervals for impulse responses of autoregressive processes (Q4493474)
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scientific article; zbMATH DE number 1484811
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| English | Problems related to confidence intervals for impulse responses of autoregressive processes |
scientific article; zbMATH DE number 1484811 |
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Problems related to confidence intervals for impulse responses of autoregressive processes (English)
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19 June 2001
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asymptotic inference
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simulations
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impulse responses
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autoregressive processes
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0.8312642574310303
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0.8203299641609192
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0.8171780705451965
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0.8163585066795349
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0.8112934231758118
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