Problems related to confidence intervals for impulse responses of autoregressive processes
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Publication:4493474
DOI10.1080/07474930008800460zbMath0962.62080OpenAlexW1972091967MaRDI QIDQ4493474
Alexander Benkwitz, Michael H. Neumann, Helmut Lütkepohl
Publication date: 19 June 2001
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930008800460
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)
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