Publikationsserver
Calculating Joint Confidence Bands for Impulse Response Functions using Highest Density Regions
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models.The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A Mont...
Sábháilte in:
| Foilsithe in: | MAGKS - Joint Discussion Paper Series in Economics (Band 16-2016) |
|---|---|
| Príomhchruthaitheoirí: | , , |
| Formáid: | Alt |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Philipps-Universität Marburg
2016
|
| Ábhair: | |
| Rochtain ar líne: | An téacs iomlán mar PDF |
| Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|
No references were found for this record.