" Skewness-Adjusted Bootstrap Confidence Intervals and Confidence Bands for Impulse Response Functions," Grabowski, Daniel & Staszewska-Bystrova, Anna, 2018.29(2), pages 221-233.įull references (including those not matched with items on IDEAS) International Journal of Forecasting, Elsevier, vol. " Constructing narrowest pathwise bootstrap prediction bands using threshold accepting," Staszewska-Bystrova, Anna & Winker, Peter, 2013." Bootstrap multi-step forecasts of non-Gaussian VAR models," Fresoli, Diego & Ruiz, Esther & Pascual, Lorenzo, 2015.Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. " A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics," Schäfer Juliane & Strimmer Korbinian, 2005.The Review of Economics and Statistics, MIT Press, vol. " Small-Sample Confidence Intervals For Impulse Response Functions," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol.
" Improved estimation of the covariance matrix of stock returns with an application to portofolio selection,"ĥ86, Department of Economics and Business, Universitat Pompeu Fabra. WSġ0089, Universidad Carlos III de Madrid. " Improved estimation of the covariance matrix of stock returns with an application to portfolio selection,"ĭES - Working Papers. VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policyġ00597, Verein für Socialpolitik / German Economic Association. " Confidence Bands for Impulse Responses: Bonferroni versus Wald," Winker, Peter & Helmut, Lütkepohl & Staszewska-Bystrova, Anna, 2014." Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands,"Ĭentral European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. Anna Staszewska-Bystrova & Peter Winker, 2014.Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. " Confidence Bands for Impulse Responses: Bonferroni vs. Helmut Lütkepohl & Anna Staszewska-Bystrova & Peter Winker, 2015." Joint Confidence Sets for Structural Impulse Responses,"ġ401, Southern Methodist University, Department of Economics.
0 kommentar(er)
