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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - 1999
Persistent link: https://www.econbiz.de/10001373298
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Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander; Lütkepohl, Helmut; Wolters, Jürgen - In: Macroeconomic dynamics 5 (2001) 1, pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
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Neuere Entwicklungen in der ökonometrischen Analyse aggregierter Zeitreihen
Wolters, Jürgen - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 51 - 76). 2003
Persistent link: https://www.econbiz.de/10014554664
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Comparison of bootstrap confidence intervals for impulse responses of German Monetary Systems
Benkwitz, Alexander - 1999
Persistent link: https://www.econbiz.de/10013422836
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Handbook of matrices
Lütkepohl, Helmut - 1996
Persistent link: https://www.econbiz.de/10000593118
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Vector autoregressive models
Lütkepohl, Helmut - 2011
Persistent link: https://www.econbiz.de/10009405402
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Bootstrapping impulse response in VAR analysis
Lütkepohl, Helmut - 2000
Persistent link: https://www.econbiz.de/10001485341
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Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut - In: Econometric theory 4 (1988) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10001049386
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Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut - In: Statistical papers 30 (1989) 4, pp. 279-293
Persistent link: https://www.econbiz.de/10001083008
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Asymptotic distributions of impulse response functions and forecast error variance decompositions of vector autoregressive models
Lütkepohl, Helmut - In: The review of economics and statistics 72 (1990) 1, pp. 116-125
Persistent link: https://www.econbiz.de/10001085596