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On the selection of forecasting models

Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306

Persistent link: https://www.econbiz.de/10003277965

Frequentist inference in weakly identified DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009

Persistent link: https://www.econbiz.de/10003863748

Frequentist inference in weakly identified DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2009

Persistent link: https://www.econbiz.de/10003887157

Joint confidence sets for structual impulse responses

Inoue, Atsushi; Kilian, Lutz - 2014

Persistent link: https://www.econbiz.de/10010363307

Impulse response matching estimators for DSGE models

Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...

Persistent link: https://www.econbiz.de/10010437938