Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958)
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scientific article; zbMATH DE number 6616611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of impulse response functions in short panel vector autoregressions |
scientific article; zbMATH DE number 6616611 |
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Asymptotic distributions of impulse response functions in short panel vector autoregressions (English)
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12 August 2016
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asymptotic distribution
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bootstrap
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nonorthogonalized impulse response function
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orthogonalized impulse response function
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panel data
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vector autoregressions
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