Comparison of methods for constructing joint confidence bands for impulse response functions
Year of publication: |
2013
|
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Authors: | Lütkepohl, Helmut ; Staszewska-Bystrova, Anna ; Winker, Peter |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Vector autoregressive process | impulse responses | bootstrap | confidence band |
Series: | SFB 649 Discussion Paper ; 2013-031 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 74758558X [GVK] hdl:10419/79625 [Handle] RePEc:zbw:sfb649:sfb649dp2013-031 [RePEc] |
Classification: | C32 - Time-Series Models |
Source: |
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut, (2013)
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Comparison of methods for constructing joint confidence bands for impulse response functions
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