The uniform validity of impulse response inference in autoregressions
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Publication:2182136
DOI10.1016/j.jeconom.2019.10.001zbMath1456.62195OpenAlexW2940898546WikidataQ126990759 ScholiaQ126990759MaRDI QIDQ2182136
Publication date: 21 May 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.accessecon.com/pubs/VUECON/VUECON-19-00001.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)
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