Econometrics Seminar: Helmut Lütkepohl, Free University of Berlin

Title: Bootstrapping Impulse Responses of Structural Vector Autoregressive Models with GARCH Residuals

2017.12.13 | Bodil Krog

Date Thu 05 Apr
Time 14:15 15:15
Location Fuglesangs Allé 4, 8210 Aarhus V, building 2630(K), room 101

Presenter: Helmut Lütkepohl, Free University of Berlin

Title: Bootstrapping Impulse Responses of Structural Vector Autoregressive Models with GARCH Residuals

Area of Research: Time Series Econometrics

Organizers: Shin Kanaya and Agatha Murgoci

Econometrics Seminar Series