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accessRights:"restricted"
subject:"Bootstrap approach"
~language:"eng"
~person:"Kilian, Lutz"
~person:"Omay, Tolga"
~subject:"Panel"
~subject:"Statistical distribution"
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Bootstrap approach
Panel
Statistical distribution
Estimation theory
20
Schätztheorie
20
VAR model
12
VAR-Modell
12
Bootstrap-Verfahren
7
Schock
7
Shock
7
Bootstrap
6
Einheitswurzeltest
6
Unit root test
6
Time series analysis
5
Zeitreihenanalyse
5
Bayes-Statistik
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Bayesian inference
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Induktive Statistik
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Joint inference
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Nichtlineare Regression
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Nonlinear regression
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3
Statistical inference
3
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impulse response
3
structural VAR
3
Bayesian estimation
2
Cointegration
2
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2
DSGE model
2
DSGE-Modell
2
Estimation
2
Geldpolitik
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Impulse response
2
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Korrelation
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Local projection
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Kilian, Lutz
Omay, Tolga
Baltagi, Badi H.
21
Zhou, Qiankun
11
Gao, Jiti
10
Lee, Lung-fei
10
Hsiao, Cheng
9
Peng, Bin
9
Su, Liangjun
9
Bai, Jushan
8
Westerlund, Joakim
8
Kumbhakar, Subal
7
Yang, Zhenlin
7
Hoga, Yannick
6
Kao, Chihwa
6
Li, Kunpeng
6
Nielsen, Morten Ørregaard
6
Sun, Yiguo
6
Wu, Ximing
6
Zhang, Yonghui
6
Ando, Tomohiro
5
Bera, Anil K.
5
Cai, Zongwu
5
Han, Chirok
5
Henderson, Daniel J.
5
Hounyo, Ulrich
5
Linton, Oliver
5
Liu, Long
5
MacKinnon, James G.
5
Okui, Ryo
5
Parmeter, Christopher F.
5
Robinson, Peter M.
5
Wang, Taining
5
Webb, Matthew
5
Wooldridge, Jeffrey M.
5
Yu, Jihai
5
Ai, Chunrong
4
Arellano, Manuel
4
Bresson, Georges
4
Cavaliere, Giuseppe
4
Fang, Ying
4
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Journal of econometrics
3
Computational economics
2
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1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
3
Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga
;
Hasanov, Mübariz
;
Shin, Yongcheol
- In:
Computational economics
52
(
2018
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
Saved in:
4
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
5
Joint confidence sets for structural impulse responses
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
Saved in:
6
An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
Saved in:
7
Do local projections solve the bias problem in impulse response inference?
Kilian, Lutz
;
Kim, Yun Jung
-
2009
Persistent link: https://www.econbiz.de/10003835974
Saved in:
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