Browsing Lodz Economics Working Papers by Subject "joint confidence bands"
Now showing items 1-2 of 2
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Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models - A Review
; Staszewska-Bystrova, Anna
; (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 ... -
Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions
; Staszewska-Bystrova, Anna; (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 ...