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subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Kilian, Lutz"
~subject:"Simulation"
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Kilian, Lutz
Hyndman, Rob J.
29
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working papers / University of Michigan, Department of Economics
5
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2
Applying Kernel and nonparametric estimation to economic topics
1
Bundesbank Series 1 Discussion Paper
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
;
Kilian, Lutz
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
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2
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
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3
Recent developments in bootstrapping time series
Berkowitz, Jeremy
;
Kilian, Lutz
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10001455651
Saved in:
4
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
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