Nonparametric estimation of generalized impulse response function
Year of publication: |
2000
|
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Authors: | Tschernig, Rolf ; Yang, Lijian |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Confidence intervals | general impulse response function | heteroskedasticity | local polynomial | multi-stage predictor | nonlinear autoregression | plug-in bandwidth. |
Series: | SFB 373 Discussion Paper ; 2000,89 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 723863555 [GVK] hdl:10419/62220 [Handle] RePEc:zbw:sfb373:200089 [RePEc] |
Source: |
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