Calculating joint confidence bands for impulse response functions using highest density regions
Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
| Year of publication: |
December 2018
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| Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 55.2018, 4, p. 1389-1411
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| Subject: | Impulse responses | Joint confidence bands | Highest density region | Vector autoregressive process | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Zeitreihenanalyse | Time series analysis | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-017-1325-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011950253