Narrow search
Showing 1 - 10 of 16
Cover Image
Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
Cover Image
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz; Chang, Pao-li - 1998
Persistent link: https://www.econbiz.de/10001410004
Cover Image
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001411062
Cover Image
Quantifying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz; Zha, Tao - 1999
Persistent link: https://www.econbiz.de/10001418896
Cover Image
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001456174
Cover Image
Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz (contributor); Taylor, Mark P. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704977
Cover Image
How essential is the continuity of the limit distribution for the success of the bootstrap?
Inoue, Atsushi (contributor); Kilian, Lutz (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001704982
Cover Image
A practitioner's guide to lag-order selection for vector autoregressions
Ivanov, Ventzislav; Kilian, Lutz - 2000
Persistent link: https://www.econbiz.de/10001464030
Cover Image
Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics
Kilian, Lutz - 1998 - Preliminary, version March 3, 1998
Persistent link: https://www.econbiz.de/10000993763
Cover Image
Analyzing unit root tests in finite samples using power profiles
Caner, Mehmet; Kilian, Lutz - 1998
Persistent link: https://www.econbiz.de/10000993764