Comparison of methods for constructing joint confidence bands for impulse response functions
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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DIW Discussion Papers ; 1292
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Berlin
- (who)
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Deutsches Institut für Wirtschaftsforschung (DIW)
- (when)
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2013
- Creator
- Handle
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10419/72622
- URN
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urn:nbn:de:101:1-201802213472
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
01.07.0006, 12:43 AM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lütkepohl, Helmut
- Staszewska-Bystrova, Anna
- Winker, Peter
- Deutsches Institut für Wirtschaftsforschung (DIW)
Time of origin
- 2013
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Constructing joint confidence bands for impulse response functions of VAR models : A review
Constructing joint confidence bands for impulse response functions of VAR models: A review
A simple bootstrap method for constructing nonparametric confidence bands for functions
A simple bootstrap method for constructing nonparametric confidence bands for functions
A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
Balanced bootstrap joint confidence bands for structural impulse response functions
Balanced bootstrap joint confidence bands for structural impulse response functions
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
Comparison of methods for constructing joint confidence bands for impulse response functions
Comparison of methods for constructing joint confidence bands for impulse response functions
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
Constructing joint confidence bands for impulse response functions of VAR models: A review
A simple bootstrap method for constructing nonparametric confidence bands for functions
A simple bootstrap method for constructing nonparametric confidence bands for functions
A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
Balanced bootstrap joint confidence bands for structural impulse response functions
Balanced bootstrap joint confidence bands for structural impulse response functions