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Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions - MaRDI portal

Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323)

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Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
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    Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (English)
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    4 May 2020
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    bootstrap
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    confidence intervals
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    joint confidence bands
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    vector autoregression
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    unit root
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