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...
Furkejuvvon:
Publikašuvnnas: | MAGKS - Joint Discussion Paper Series in Economics (Band 10-2018) |
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Váldodahkkit: | , , |
Materiálatiipa: | Artihkal |
Giella: | eaŋgalasgiella |
Almmustuhtton: |
Philipps-Universität Marburg
2018
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Fáttát: | |
Liŋkkat: | PDF-ollesdeaksta |
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Interneahtta
PDF-ollesdeakstaHildobáiki: |
urn:nbn:de:hebis:04-es2024-05636 |
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Almmustuhttinbeaivi: |
2024-01-19 |
Downloads: |
19 (2024) |
Lizenz: |
https://creativecommons.org/publicdomain/mark/1.0 |
Liŋka materiálii: |
https://archiv.ub.uni-marburg.de/es/2024/0563 https://doi.org/10.17192/es2024.0563 |