Asymptotic confidence intervals for impulse responses of near-integrated processes
Gospodinov, Nikolay
Asymptotic confidence intervals for impulse responses of near-integrated processes J5709 2004 - 2004 - 505-527 V. 07 Issue. 2
Econometrics
Near integrated AR Process;Impulse responses;Local to unity asymptotics;Likelihood ratio test;Non Linear restrictions;
Asymptotic confidence intervals for impulse responses of near-integrated processes J5709 2004 - 2004 - 505-527 V. 07 Issue. 2
Econometrics
Near integrated AR Process;Impulse responses;Local to unity asymptotics;Likelihood ratio test;Non Linear restrictions;