Small-sample confidence intervals for multivariate impulse response functions at long horizons
| Year of publication: |
2006
|
|---|---|
| Authors: | Pesavento, Elena ; Rossi, Barbara |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 21.2006, 8, p. 1135-1156
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