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Improved interval estimation of long run response from a dynamic linear model: a highest density region approach - MaRDI portal

Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337)

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scientific article; zbMATH DE number 6917733
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Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
scientific article; zbMATH DE number 6917733

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    Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (English)
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    14 August 2018
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    ARDL model
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    bias-correction
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    bootstrapping
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    highest density region
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    long run elasticity
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