Przeglądaj Lodz Economics Working Papers według autora "Lütkepohl, Helmut"
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Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter (2018-09-30)Methods for constructing joint confidence bands for impulse response functions which are commonly used in vector autoregressive analysis are reviewed. While considering separate intervals for each horizon individually ...