Bootstrapping impulse responses in VAR analyses
Year of publication: |
2000
|
---|---|
Authors: | Lütkepohl, Helmut |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | Impulse response | bootstrap | vector autoregression | confidence interval |
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