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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
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Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia; Hounyo, Ulrich; Patton, Andrew J.; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
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Comment on Giacomini, Kitagawa, and Read’s "Narrative restrictions and proxies"
Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1429-1433
Persistent link: https://www.econbiz.de/10013539558
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Forecasting the real price of oil in a changing world : a forecast combination approach
Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 338-351
Persistent link: https://www.econbiz.de/10011390071
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Do oil prices help forecast U.S. real GDP? : the role of nonlinearities and saymmetries
Kilian, Lutz; Vigfusson, Robert J. - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 1, pp. 78-93
Persistent link: https://www.econbiz.de/10009715073
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Unit-root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001493847
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Residual-based tests for normality in autoregressions : asymptotic theory and simulation evidence
Kilian, Lutz; Demiroğlu, Ufuk - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10001441595
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Real-time forecasts of the real price of oil
Baumeister, Christiane; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 326-336
Persistent link: https://www.econbiz.de/10009657290
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Unit-Root Tests Are Useful for Selecting Forecasting Models
Diebold, Francis X.; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10008217764
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Journal of Business & Economic Statistics - Residual-Based Tests for Normality in Autoregressions: Asymptotic Theory and Simulation Evidence
Kilian, Lutz; Demiroglu, Ufuk - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 40-50
Persistent link: https://www.econbiz.de/10008217990