Publikationsserver
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...
Sábháilte in:
| Foilsithe in: | MAGKS - Joint Discussion Paper Series in Economics (Band 10-2018) |
|---|---|
| Príomhchruthaitheoirí: | , , |
| Formáid: | Alt |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
Philipps-Universität Marburg
2018
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| Ábhair: | |
| Rochtain ar líne: | An téacs iomlán mar PDF |
| Clibeanna: |
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