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person:"Zha, Tao"
subject:"Estimation"
~isPartOf:"Working papers / University of Michigan, Department of Economics"
~person:"Kilian, Lutz"
~subject:"USA"
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001410046
Saved in:
2
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001411062
Saved in:
3
Quantifying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz
;
Zha, Tao
-
1999
Persistent link: https://www.econbiz.de/10001418896
Saved in:
4
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001456174
Saved in:
5
How reliable are VAR estimates of responses to monetary policy shocks?
Kilian, Lutz
;
Chang, Pao-li
-
1998
Persistent link: https://www.econbiz.de/10001410004
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