Problems related to confidence intervals for impulse responses of autoregressive processes
Year of publication: |
2000
|
---|---|
Authors: | Benkwitz, Alexander ; Lütkepohl, Helmut ; Neumann, Michael H. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 19.2000, 1, p. 69-103
|
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach |
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