Confidence intervals for impulse responses under departures from normality
Lutz Kilian
| Year of publication: |
1998
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|---|---|
| Authors: | Kilian, Lutz |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 17.1998, 1, p. 1-29
|
| Subject: | Bootstrap | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001237560