Problems related to confidence intervals for impulse responses of autoregressive processes
Alexander Benkwitz, Helmut Lütkepohl, and Michael H. Neumann
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001455663