Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Macroeconomic dynamics, Band 5, Ausgabe 1, Seite 81-100, 2001
- Schlagwort
-
Geldpolitik
Geldnachfrage
Vektor-autoregressives Modell
Schätztheorie
Schätzung
Theorie
Bootstrap-Statistik
Deutschland
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
-
Humboldt-Universität zu Berlin
- (wann)
-
2023
- DOI
-
10.1017/S1365100501018041
- URN
-
urn:nbn:de:kobv:11-110-18452/28553-9
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:50 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Benkwitz, Alexander
- Lütkepohl, Helmut
- Wolters, Jürgen
- Humboldt-Universität zu Berlin
Entstanden
- 2023
Ähnliche Objekte (12)
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
Reducing confidence bands for simulated impulse responses
An alternative approach to univariate and multivariate time series analysis
An alternative bootstrap for proxy vector autoregressions
Wild cluster bootstrap confidence intervals
Confidence Bands for Impulse Responses
Comparison of methods for constructing joint confidence bands for impulse response functions
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
Constructing joint confidence bands for impulse response functions of VAR models : A review
Confidence bands for impulse responses : Bonferroni versus Wald
Structural vector autoregressive analysis in a data rich environment : A survey
Fundamental problems with nonfundamental shocks
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
Reducing confidence bands for simulated impulse responses
An alternative approach to univariate and multivariate time series analysis
An alternative bootstrap for proxy vector autoregressions
Wild cluster bootstrap confidence intervals
Confidence Bands for Impulse Responses
Comparison of methods for constructing joint confidence bands for impulse response functions
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
Constructing joint confidence bands for impulse response functions of VAR models : A review
Confidence bands for impulse responses : Bonferroni versus Wald
Structural vector autoregressive analysis in a data rich environment : A survey
Fundamental problems with nonfundamental shocks
Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems
Reducing confidence bands for simulated impulse responses
An alternative approach to univariate and multivariate time series analysis
An alternative bootstrap for proxy vector autoregressions
Wild cluster bootstrap confidence intervals
Confidence Bands for Impulse Responses
Comparison of methods for constructing joint confidence bands for impulse response functions
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
Constructing joint confidence bands for impulse response functions of VAR models : A review
Confidence bands for impulse responses : Bonferroni versus Wald
Structural vector autoregressive analysis in a data rich environment : A survey