How accurate are confidence intervals for impulse responses in large VAR models?
| Year of publication: |
2000
|
|---|---|
| Authors: | Kilian, Lutz ; Chang, Pao-Li |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 69.2000, 3, p. 299-308
|