Scan barcode
26 pages • missing pub info (editions)
ISBN/UID: 9781288731565
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 08 February 2013
Description
Many techniques have been proposed for forming confidence intervals for the impulse responses in a vector autoregression. However, numerous Monte-Carlo simulations have shown that all of these methods often have coverage well below the nominal lev...
Community Reviews
Content Warnings
26 pages • missing pub info (editions)
ISBN/UID: 9781288731565
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 08 February 2013
Description
Many techniques have been proposed for forming confidence intervals for the impulse responses in a vector autoregression. However, numerous Monte-Carlo simulations have shown that all of these methods often have coverage well below the nominal lev...
Community Reviews
Content Warnings