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Kilian, Lutz
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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