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Editorial for special issue in honor of Francis X. Diebold
Inoue, Atsushi; Kilian, Lutz; Patton, Andrew J. - In: Journal of econometrics 231 (2022) 2, pp. 327-328
Persistent link: https://www.econbiz.de/10013464782
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10003277965
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
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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
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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
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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
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Joint Bayesian inference about impulse responses in VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 231 (2022) 2, pp. 457-476
Persistent link: https://www.econbiz.de/10013464878
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Data-based ranking of realised volatility estimators
Patton, Andrew J. - In: Journal of econometrics 161 (2011) 2, pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
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Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J. - In: Journal of econometrics 160 (2011) 1, pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239