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Is there a trend break in US GNP? : A macroeconomic perspective
Kilian, Lutz - 1998
Persistent link: https://www.econbiz.de/10000982775
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Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz (contributor) - 1997
Persistent link: https://www.econbiz.de/10000972191
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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
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Analyzing unit root tests in finite samples using power profiles
Caner, Mehmet; Kilian, Lutz - 1998
Persistent link: https://www.econbiz.de/10000993764
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Residual-based bootstrap tests for normality in autoregressions
Kilian, Lutz; Demiroğlu, Ufuk - 1997
Persistent link: https://www.econbiz.de/10000993766
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410057
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On the finite-sample accuracy of nonparametric resampling algorithms for economic time series
Berkowitz, Jeremy; Birgean, Ionel; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001366231
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010465634
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse …
Persistent link: https://www.econbiz.de/10010437938
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Joint confidence sets for structual impulse responses
Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010363307