Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
This article investigates the construction of skewness-adjusted con�dence intervals and joint confidence bands for impulse response functions from vector autoregressive models. Three different implementations of the skewness adjustment are investigated. The methods are based on a bootstrap algorithm...
Na minha lista:
Publicado no: | MAGKS - Joint Discussion Paper Series in Economics (Band 10-2018) |
---|---|
Autoren: | , , |
Formato: | Artigo |
Idioma: | inglês |
Publicado em: |
Philipps-Universität Marburg
2018
|
Assuntos: | |
Acesso em linha: | Texto integral em PDF |
Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
Internet
Texto integral em PDFÁrea/Cota: |
urn:nbn:de:hebis:04-es2024-05636 |
---|---|
Publikationsdatum: |
2024-01-19 |
Downloads: |
19 (2024) |
Lizenz: |
https://creativecommons.org/publicdomain/mark/1.0 |
Zugangs-URL: |
https://archiv.ub.uni-marburg.de/es/2024/0563 https://doi.org/10.17192/es2024.0563 |