Calculating joint confidence bands for impulse response functions using highest density regions
Year of publication: |
2016
|
---|---|
Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Marburg : Philipps-University Marburg, School of Business and Economics |
Subject: | impulse responses | joint confidence bands | highest density region | vector autoregressive process |
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Calculating joint confidence bands for impulse response functions using highest density regions
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