Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
DOI10.1016/J.CSDA.2011.03.003zbMATH Open1464.62102DBLPjournals/csda/KimFH11OpenAlexW2086664607WikidataQ58297376 ScholiaQ58297376MaRDI QIDQ1658337FDOQ1658337
Authors: Y. Aharonov 
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.03.003
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Cites Work
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- The wild bootstrap, tamed at last
- Transformations in Density Estimation
- Bias assessment and reduction in linear error-correction models
- Confidence intervals for impulse responses under departures from normality
- Approximate bias correction in econometrics
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach
- Bias reduction in estimating long-run relationships from dynamic heterogeneous panels.
- Why are estimates of agricultural supply response so variable?
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