Estimation and inference for impulse response functions from univariate strongly persistent processes
Richard T. Baillie and George Kapetanios
| Year of publication: |
2013
|
|---|---|
| Authors: | Baillie, Richard ; Kapetanios, George |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 16.2013, 3, p. 373-399
|
| Subject: | Autoregressive approximation | Confidence intervals | Impulse response function | Persistence | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Einheitswurzeltest | Unit root test | Induktive Statistik | Statistical inference |
| 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/10010253634