Confidence intervals for impulse responses under departures from normality
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Publication:4384998
DOI10.1080/07474939808800401zbMath0893.62040MaRDI QIDQ4384998
Publication date: 13 April 1998
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939808800401
62P20: Applications of statistics to economics
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
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