The uniform validity of impulse response inference in autoregressions
Atsushi Inoue, Lutz Kilian
| Year of publication: |
2020
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|---|---|
| Authors: | Inoue, Atsushi ; Kilian, Lutz |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 215.2020, 2, p. 450-472
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| Subject: | Autoregression | Asymptotic normality | Bootstrap | Impulse response | Lag augmentation | Uniform inference | Bootstrap-Verfahren | Bootstrap approach | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference | Schock | Shock |