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~isPartOf:"Energy economics"
~isPartOf:"SFB 649 Discussion Papers"
~subject:"Bayesian error bands"
~subject:"GARCH-M"
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Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
2
Confidence Bands for
Impulse
Responses
: Bonferroni versus Wald
Lütkepohl, Helmut
;
Staszewska-Bystrova, Anna
;
Winker, Peter
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2014
these considerations are equally important for constructing forecast bands, we focus on the case of
impulse
responses
in …
Persistent link: https://www.econbiz.de/10010734527
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