Constructing joint confidence bands for impulse response functions of VAR models: a review

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Bibliographic Details

Authors and Corporations:	Lütkepohl, Helmut (Author), Staszewska-Bystrova, Anna (Author), Winker, Peter (Author)
Other Authors:	Staszewska-Bystrova, Anna [Author] • Winker, Peter 1965- [Author]
Type of Resource:	E-Book
Language:	English
published:	Berlin DIW Berlin, German Institute for Economic Research 2018
Series:	Deutsches Institut für Wirtschaftsforschung: Discussion papers ; 1762
Subjects:	Impulse responses vector autoregressive model joint confidence bands Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen