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Impulse response matching estimators for DSGE models
Guerron-quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - Vanderbilt University Department of Economics - 2014
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our methods of …
Persistent link: https://www.econbiz.de/10011213816
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Impulse response matching estimators for DSGE models
Guerron-quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - Vanderbilt University Department of Economics - 2014
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our methods of …
Persistent link: https://www.econbiz.de/10011246096
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Impulse Response Matching Estimators for DSGE Models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - 2016
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our analysis …
Persistent link: https://www.econbiz.de/10011431276
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Joint Confidence Sets for Structural Impulse Responses
Inoue, Atsushi; Kilian, Lutz - 2016
bootstrap, allowing the construction of asymptotically valid joint confidence sets for any subset of structural impulse …
Persistent link: https://www.econbiz.de/10011431286
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Impulse response matching estimators for DSGE models
Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - 2014
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our methods of …
Persistent link: https://www.econbiz.de/10010435454
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2016
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our analysis …
Persistent link: https://www.econbiz.de/10011418016
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Joint confidence sets for structural impulse responses
Inoue, Atsushi; Kilian, Lutz - 2016
bootstrap, allowing the construction of asymptotically valid joint confidence sets for any subset of structural impulse …
Persistent link: https://www.econbiz.de/10011421682
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
its asymptotic distribution, and we show how this distribution can be approximated by bootstrap methods. Our methods of …
Persistent link: https://www.econbiz.de/10010437938
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi; Kilian, Lutz - 2019 - This version: August 11, 2019
bootstrap inference about individual impulse responses and vectors of impulse responses when the horizon is fixed with respect … (1999). The conventional bootstrap percentile interval for impulse responses based on this approach remains accurate even at …
Persistent link: https://www.econbiz.de/10012227499
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Bagging Time Series Models
Kilian, Lutz; Inoue, Atsushi - Econometric Society - 2004
have only weak explanatory power. We propose bootstrap aggregation of pre-test predictors (or bagging for short) as a means …
Persistent link: https://www.econbiz.de/10005342193