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Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(oo) Models*

International Economic Review, 43(2): 309--331, 2002.
Authors: Atsushi Inoue and Lutz Kilian
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1468-2354.t01-1-00016
Tags: imported
| URL | BibTeX  
@article{Inoue2002a,
title = {Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(oo) Models*},
author = {Atsushi Inoue and Lutz Kilian},
day = {121},
journal = {International Economic Review},
month = {May},
note = {doi: 10.1111/1468-2354.t01-1-00016},
number = {2},
pages = {309--331},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1468-2354.t01-1-00016},
volume = {43},
year = {2002},
keywords = {imported }
}