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Problems Related to Bootstrapping Impulse Responses of Autoregressive Processes

Authors: Benkwitz, A. ; Lütkepohl, H. ; Neumann, M.
Institutions: Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Series:
Sonderforschungsbereich 373.
Type of publication: Book / Working Paper
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005795107
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