Problems related to confidence intervals for impulse responses of autoregressive processes (Q4493474)
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scientific article; zbMATH DE number 1484811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Problems related to confidence intervals for impulse responses of autoregressive processes |
scientific article; zbMATH DE number 1484811 |
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Problems related to confidence intervals for impulse responses of autoregressive processes (English)
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19 June 2001
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asymptotic inference
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simulations
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impulse responses
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autoregressive processes
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