Pages that link to "Item:Q1027372"

The following pages link to Impulse response confidence intervals for persistent data: what have we learned? (Q1027372):

Displaying 9 items.

• Representing uncertainty about response paths: the use of heuristic optimisation methods (Q1020793) (← links)
• Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions (Q4684331) (← links)
• INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
• Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215) (← links)
• Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)