Constructing joint confidence bands for impulse response functions of VAR models–A review
H Lütkepohl, A Staszewska-Bystrova… - Econometrics and Statistics, 2020 - Elsevier
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing joint confidence bands for impulse response functions of VAR models–A review
H Lütkepohl, A Staszewska-Bystrova… - Econometrics and …, 2020 - ideas.repec.org
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models-A review
H Lütkepohl, A Staszewska-Bystrova… - Econometrics and …, 2020 - son.uni.lodz.pl
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing joint confidence bands for impulse response functions of VAR models–A review
H Lütkepohl, A Staszewska-Bystrova… - Econometrics and …, 2020 - econpapers.repec.org
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models-A Review
H Lütkepohl, A Staszewska-Bystrova, P Winker - 2018 - dspace.uni.lodz.pl
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review
H Lütkepohl, A Staszewska-Bystrova, P Winker - 2018 - papers.ssrn.com
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing joint confidence bands for impulse response functions of VAR models: A review
H Lütkepohl, A Staszewska-Bystrova, P Winker - 2018 - econstor.eu
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models-A Review
H Lütkepohl, A Staszewska-Bystrova… - Lodz Economics …, 2018 - ideas.repec.org
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …
Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models-A Review
H Lütkepohl, A Staszewska-Bystrova, P Winker - 2018 - econpapers.repec.org
Methods for constructing joint confidence bands for impulse response functions which are
commonly used in vector autoregressive analysis are reviewed. While considering separate …
commonly used in vector autoregressive analysis are reviewed. While considering separate …