An alternative bootstrap for proxy vector autoregressions
Martin Bruns, Helmut Lütkepohl
| Year of publication: |
2023
|
|---|---|
| Authors: | Bruns, Martin ; Lütkepohl, Helmut |
| Subject: | Bootstrap inference | Impulse responses | Instrumental variable | Structural vector autoregression | VAR-Modell | VAR model | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10323-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014442568