PEER-REVIEWED_16
Author | Yohei Yamamoto |
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Title | Bootstrap Inference for Impulse Response Functions Factor-augmented Vector Autoregressions |
Journal | Journal of Applied Econometrics, 34 (2019) 247 – 267 |
HIAS DP NO | HIAS-E-26 |
DOI | https://doi.org/10.1002/jae.2659 |