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A Modified Confidence Set for the Structural Break Date in Linear Regression Models

A Modified Confidence Set for the Structural Break Date in Linear Regression Models
Digital文書・図像類
山本, 庸平Graduate School of Economics, Hitotsubashi University2014-05-07
Available onlineOther Libraries in Japan

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions

Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions
Digital文書・図像類
山本, 庸平Institute of Economic Research, Hitotsubashi University2012-10
Available onlineOther Libraries in Japan
  • Summary, etc....rovide smaller coverage ratios and are quite erratic. Monte ...
  • Subject Heading...actor rotation coverage ratios factor estimation errors

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