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person:"Peersman, Gert"
~isPartOf:"Working papers / University of Michigan, Department of Economics"
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
~subject:"Theory"
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A practitioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislav
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Kilian, Lutz
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2000
Persistent link: https://www.econbiz.de/10001464030
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi
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Kilian, Lutz
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1999
Persistent link: https://www.econbiz.de/10001410046
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How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz
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Chang, Pao-li
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1998
Persistent link: https://www.econbiz.de/10001410004
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