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Computational Statistics & Data Analysis
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Computational Statistics & Data Analysis
Article . 2011 . Peer-reviewed
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Research Papers in Economics
Preprint . 2010
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Improved interval estimation of long run response from a dynamic linear model: A highest density region approach

Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Aug 2011 English Publisher:Elsevier BVJournal:Computational Statistics & Data Analysis, volume 55, pages 2,477-2,489 (issn: 0167-9473, Copyright policy )
Authors: Jae H. Kim; Iain Fraser; Rob J. Hyndman;

doi: 10.1016/j.csda.2011.03.003

Improved interval estimation of long run response from a dynamic linear model: A highest density region approach

Abstract

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Keywords

highest density region, Nonparametric tolerance and confidence regions, long run elasticity, ARDL model, Bias-correction, Bootstrapping, Highest density region, Long run elasticity, bias-correction, bootstrapping, Computational methods for problems pertaining to statistics, RePEc:edi:smlatau [ARDL model, Bias-correction, Bootstrapping, Highest density region, Long run elasticity EDIRC Provider-Institution], Applications of statistics to economics, ARDL model

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    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 4
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Average
Average
bronze