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Error bands for impulse responses
Christopher A. Sims, Tao Zha
Economics
Bendheim Center for Finance
Center for Statistics & Machine Learning
Research output
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Contribution to journal
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Article
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peer-review
419
Scopus citations
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Business & Economics
Asymptotic Theory
30%
Confidence
18%
Confidence Region
100%
Impulse Response
82%
Multivariate Time Series
30%
Reduced Form
25%
Time Series Models
24%
Uncertainty
13%