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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...
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| 發表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 10-2018) |
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| Autoren: | , , |
| 格式: | Artikel |
| 語言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2018
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| 主題: | |
| 在線閱讀: | PDF-Volltext |
| 標簽: |
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PDF-Volltext| 索引號: |
urn:nbn:de:hebis:04-es2024-05636 |
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| 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 |