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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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Confidence intervals for impulse responses under departures from normality
Kilian, Lutz - In: Econometric reviews 17 (1998) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
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Small-sample confidence intervals for impulse response functions
Kilian, Lutz - In: The review of economics and statistics 80 (1998) 2, pp. 218-230
Persistent link: https://www.econbiz.de/10001240840
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Comment on Giacomini, Kitagawa and Read's "Narrative restrictions and proxies"
Kilian, Lutz - 2021 - This version: December 2, 2021
Persistent link: https://www.econbiz.de/10013170459
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Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz - 2021
Persistent link: https://www.econbiz.de/10013188256
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Recent developments in bootstrapping time series
Berkowitz, Jeremy - 1996
Persistent link: https://www.econbiz.de/10000952874
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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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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