Finite sample properties of impulse response intervals in SVECMs with long-run identifying restrictions
Year of publication: |
2006
|
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Authors: | Brüggemann, Ralf |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Structural vector error correction model | impulse response intervals | cointegration | long-run restrictions | bootstrap |
Series: | SFB 649 Discussion Paper ; 2006,021 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 512467811 [GVK] hdl:10419/25104 [Handle] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Brüggemann, Ralf, (2006)
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