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~language:"eng"
~person:"Egger, Peter"
~person:"Gil-Alaña, Luis A."
~person:"Kilian, Lutz"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~subject:"EU-Staaten"
~subject:"Estimation theory"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Oil price"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Egger, Peter
Gil-Alaña, Luis A.
Kilian, Lutz
Klaassen, Franc
Koopman, Siem Jan
Härdle, Wolfgang
105
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91
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74
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81
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
82
Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz
-
1998
Persistent link: https://www.econbiz.de/10000982775
Saved in:
83
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
84
Measuring predictability :
theory
and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1997
Persistent link: https://www.econbiz.de/10000990203
Saved in:
85
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
86
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
Saved in:
87
Analyzing unit root tests in finite samples using power profiles
Caner, Mehmet
;
Kilian, Lutz
-
1998
Persistent link: https://www.econbiz.de/10000993764
Saved in:
88
Residual-based bootstrap tests for normality in autoregressions
Kilian, Lutz
;
Demiroğlu, Ufuk
-
1997
Persistent link: https://www.econbiz.de/10000993766
Saved in:
89
Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994030
Saved in:
90
Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A.
-
1998
Persistent link: https://www.econbiz.de/10000994031
Saved in:
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