Przeglądaj Lodz Economics Working Papers według autora "Grabowski, Daniel"
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Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
Grabowski, Daniel; Staszewska-Bystrova, Anna; Winker, Peter (Faculty of Economics and Sociology, 2018-03-08)This Article Investigates The Construction Of Skewness-Adjusted Confidence Intervals And Joint Confidence Bands For Impulse Response Functions From Vector Autoregressive Models. Three Different Implementations Of The ...