Constructing Joint Confidence Bands for Impulse Response...

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Econometrics and Statistics 2018 / 10

Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models – A Review

Lütkepohl, Helmut, Staszewska-Bystrova, Anna, Winker, Peter
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Language:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2018.10.002
Date:
October, 2018
File:
PDF, 896 KB
english, 2018
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