Publikationsserver
Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions
In vector autoregressive analysis confidence intervals for individual impulse responses are typically reported to indicate the sampling uncertainty in the estimation results. A range of methods are reviewed and a new proposal is made for constructing joint confidence bands, given a prespecified c...
Saved in:
| Published in: | MAGKS - Joint Discussion Paper Series in Economics (Band 25-2013) |
|---|---|
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Philipps-Universität Marburg
2013
|
| Subjects: | |
| Online Access: | PDF Full Text |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
No references were found for this record.