Confidence intervals for impulse responses under departures from normality
Year of publication: |
1998
|
---|---|
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 |
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