Bootstrapping structural VARs: Avoiding a potential bias in confidence intervals for impulse response functions
| Year of publication: |
2011
|
|---|---|
| Authors: | Phillips, Kerk L. ; Spencer, David E. |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 7962459. - Vol. 33.2011, 4, p. 582-595
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