The Uniform Validity of Impulse Response Inference in Autoregressions
Year of publication: |
2019
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Authors: | Inoue, Atsushi |
Other Persons: | Kilian, Lutz (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Autokorrelation | Autocorrelation | Bootstrap-Verfahren | Bootstrap approach | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 27, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3332545 [DOI] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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