Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215)
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scientific article; zbMATH DE number 7563572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference for impulse response functions from univariate strongly persistent processes |
scientific article; zbMATH DE number 7563572 |
Statements
Estimation and inference for impulse response functions from univariate strongly persistent processes (English)
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26 July 2022
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autoregressive approximation
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confidence intervals
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impulse response function
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persistence
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