Small-Sample Confidence Intervals for Multivariate Impulse...

Small-Sample Confidence Intervals for Multivariate Impulse Response Functions at Long Horizons

Elena Pesavento and Barbara Ross
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Volume:
21
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/25146492
Date:
December, 2006
File:
PDF, 2.77 MB
english, 2006
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