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  • Search: subject:"Bayesian error"
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Year of publication
Subject
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Bayesian error bands 10 Wald statistic 10 vector autoregressive process 10 frequentist confidence bands 8 Impulse responses 7 Bayes-Statistik 4 Bayesian inference 4 Estimation theory 4 Schock 4 Schätztheorie 4 Shock 4 VAR model 4 VAR-Modell 4 impulse responses 3 Time series analysis 2 Zeitreihenanalyse 2 frequentist con dence bands 2
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Online availability
All
Free 10
Type of publication
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Book / Working Paper 10
Type of publication (narrower categories)
All
Working Paper 6 Graue Literatur 4 Non-commercial literature 4 Arbeitspapier 3 Konferenzschrift 1
Language
All
English 7 Undetermined 3
Author
All
Staszewska-Bystrova, Anna 10 Winker, Peter 10 Lütkepohl, Helmut 8 Luetkepohl, Helmut 2
Institution
All
CESifo 1 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 DIW Discussion Papers 1 Discussion Papers of DIW Berlin 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1
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Source
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ECONIS (ZBW) 4 EconStor 3 RePEc 3
Showing 1 - 10 of 10
Cover Image
Confidence bands for impulse responses: Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010330387
Saved in:
Cover Image
Confidence bands for impulse responses: Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010331128
Saved in:
Cover Image
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Luetkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010333429
Saved in:
Cover Image
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10011128842
Saved in:
Cover Image
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010734527
Saved in:
Cover Image
Confidence Bands for Impulse Responses: Bonferroni versus Wald
Luetkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - CESifo - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010741316
Saved in:
Cover Image
Confidence bands for impulse responses Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010233995
Saved in:
Cover Image
Confidence bands for impulse responses : Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010230560
Saved in:
Cover Image
Confidence bands for impulse responses : Bonferroni versus Wald
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010246022
Saved in:
Cover Image
Confidence bands for impulse responses : Bonferroni versus Wald ; conference paper
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - 2014
In impulse response analysis estimation uncertainty is typically displayed by constructing bands around estimated impulse response functions. These bands may be based on frequentist or Bayesian methods. If they are based on the joint distribution in the Bayesian framework or the joint asymptotic...
Persistent link: https://www.econbiz.de/10010490641
Saved in:
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