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

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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:

Subjects:

Impulse responses

vector autoregressive model

joint confidence bands

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Deutsches Institut für Wirtschaftsforschung: Discussion papers