Pierre Baudewyns, Chloé Janssen, Constanza Sanhueza Petrarca, Diana Schacht
Philadelphia, USA,
01.09.2016
- 04.09.2016| Great Transformations: Political Science and the Big Questions of Our Time: 2016 APSA Annual Meeting
Lucas Geese, Chloé Janssen, Constanza Sanhueza Petrarca, Diana Schacht
Philadelphia, USA,
01.09.2016
- 04.09.2016| Great Transformations: Political Science and the Big Questions of Our Time: 2016 APSA Annual Meeting
Pauline Affeldt, Rainer Nitsche
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Pio Baake, Slobodan Sudaric
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Endre Björndal, Mette Björndal, Astrid Cullmann, Maria Nieswand
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Tomaso Duso, Florian Szücs
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Helene Naegele, Aleksandar Zaklan
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Mattia Nardotto, Alessandro Gavazza, Tommaso Valletti
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
Julia Rechlitz, Astrid Cullmann, Maria Nieswand
Lissabon, Portugal,
26.08.2016
- 28.08.2016| 43rd Annual Conference of the European Association for Research in Industrial Economics: EARIE 2016
This paper proposes a new non-parametric method of constructing joint confidence bands for impulse response functions of vector autoregressive models. The estimation uncertainty is captured by means of bootstrapping and the highest density region (HDR) approach is used to construct the bands. A Monte Carlo comparison of the HDR bands with existing alternatives shows that the former are competitive...
Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Genf, Schweiz,
22.08.2016
- 26.08.2016| 69th European Meeting of the Econometric Society: ESEM 2016