Reducing confidence bands for simulated impulse responses

H Lütkepohl - Statistical Papers, 2013 - Springer
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …
被引用次数：11 相关文章

Reducing Confidence Bands for Simulated Impulse Responses

H Luetkepohl - 2012 - papers.ssrn.com
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses

H Lütkepohl - Statistical Papers, 2013 - search.proquest.com
It is emphasized that the shocks in structural vector autoregressions are only identied up to
sign and it is pointed out that this feature can result in very misleading condence intervals for …

Reducing confidence bands for simulated impulse responses.

H Lütkepohl - Statistical Papers, 2013 - search.ebscohost.com
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing Confidence Bands for Simulated Impulse Responses

H Lütkepohl - 2012 - ideas.repec.org
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses

H Lütkepohl - Statistical Papers, 2013 - econpapers.repec.org
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses

H Lütkepohl - Statistical Papers, 2013 - infona.pl
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses

H Lütkepohl - 2012 - econstor.eu
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses.

H Lütkepohl - Statistical Papers, 2013 - search.ebscohost.com
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …

Reducing confidence bands for simulated impulse responses

H Lütkepohl - Statistical Papers, 2013 - ideas.repec.org
It is emphasized that the shocks in structural vector autoregressions are only identified up to
sign and it is pointed out that this feature can result in very misleading confidence intervals …