Pages that link to "Item:Q2739291"
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The following pages link to Comparison of bootstrap confidence intervals for impulse responses of German monetary systems (Q2739291):
Displaying 8 items.
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Reducing confidence bands for simulated impulse responses (Q379920) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Representing uncertainty about response paths: the use of heuristic optimisation methods (Q1020793) (← links)
- How accurate are confidence intervals for impulse responses in large VAR models? (Q1583400) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)