The uniform validity of impulse response inference in autoregressions
Atsushi Inoue, Lutz Kilian
| Year of publication: |
January 27, 2019
|
|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Publisher: |
Nashville, TN : Vanderbilt University, Department of Economics |
| Subject: | Impulse response | autoregression | lag augmentation | asymptotic normality | bootstrap | uniform inference | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference |
| Extent: | 1 Online-Ressource (circa 43 Seiten) |
|---|---|
| Series: | Working paper / Department of Economics, Vanderbilt University. - Nashville, Tenn., ZDB-ID 2510869-4. - Vol. 19, 00001 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033739