Small-sample confidence intervals for multivariate impulse response functions at long horizons

Journal of Applied Econometrics

Volumn 21, Issue 8, 2006, Pages 1135-1155

  Pesavento, Elena ^a   Rossi, Barbara ^b  

^a EMORY UNIVERSITY   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33846042144     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.894     Document Type: Article

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