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
Sydney, Australien,
25.02.2016
| Research Seminar: Macquarie University
Karsten Neuhoff
Brüssel, Belgien,
23.02.2016
| Public Hearing on "Energy Costs and EU Industry Competitiveness": European Parliament, Directorate General for Internal Policies, Committee on Industry, Research and Energy (ITRE)
Johannes Geyer
Hannover,
22.02.2016
| Gesund ist das nicht! Altersarmut als Realität und Zukunftstrend: Veranstaltung der Landesvereinigung für Gesundheit und Akademie für Sozialmedizin Niedersachsen e.V.
Francisco J. Bahamonde Birke
Berlin,
09.02.2016
| Brown Bag Seminar of the Sustainability Cluster: Does Transport Behavior Influence Preferences for Electromobility? Analysis of the Correlation among Different Choice Situations Using Person- and Alternative-Specific Error Components
Tomaso Duso, Elena Argentesi, Paolo Buccirossi, Roberto Cervone, Alessia Marrazzo
Berlin,
05.02.2016
| Brown Bag Seminar of the Cluster of Industrial Economics: The Effect of Supermarket Mergers on Variety