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Author
Grabowski, Daniel (1)
Staszewska-Bystrova, Anna (1)
Winker, Peter (1)
SubjectBootstrap (1)confidence intervals (1)joint confidence bands (1)vector autoregression (1)... View MoreDate Issued
2018 (1)
Has File(s)Yes (1)

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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 ...

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