Pages that link to "Item:Q3023035"
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The following pages link to Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035):
Displaying 4 items.
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)