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accessRights:"restricted"
person:"Jordà, Òscar"
~person:"Kilian, Lutz"
~person:"Yang, Minxian"
~subject:"Schock"
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Search: subject_exact:"Estimation theory"
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Schock
Estimation theory
19
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8
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5
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Jordà, Òscar
Kilian, Lutz
Yang, Minxian
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3
Gouriéroux, Christian
3
Li, Kunpeng
3
Lu, Lina
3
Avanzi, Benjamin
2
Bai, Jushan
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Monfort, Alain
2
Renne, Jean-Paul
2
Sala, Luca
2
Taylor, Greg
2
Vu, Phuong Anh
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2
Artuc, Erhan
1
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Baharumshah, Ahmad Zubaidi
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1
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Chan, Joshua
1
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Chen, Wenjuan
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Discussion papers / CEPR
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Journal of econometrics
1
Journal of time series econometrics
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1
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 65-95)
.
2023
Persistent link: https://www.econbiz.de/10014315146
Saved in:
2
When do state-dependent local projections work?
Gonçalves, Sílvia
;
Herrera, Ana María
;
Kilian, Lutz
; …
-
2022
Persistent link: https://www.econbiz.de/10013187676
Saved in:
3
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
4
The econometrics of oil market VAR models
Kilian, Lutz
;
Zhou, Xiaoqing
-
2020
Persistent link: https://www.econbiz.de/10012213247
Saved in:
5
The role of the prior in estimating var models with sign restrictions
Inoue, Atsushi
;
Kilian, Lutz
-
2020
Persistent link: https://www.econbiz.de/10012417697
Saved in:
6
Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
4
,
pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
Saved in:
7
Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
8
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
Saved in:
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