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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The review of economics and statistics"
~person:"Kilian, Lutz"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
1965-1993
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Induktive Statistik
1
Sampling
1
Schätzung
1
Statistical inference
1
Stichprobenerhebung
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USA
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United States
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Aufsatz in Zeitschrift
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Kilian, Lutz
Godfrey, L. G.
3
Heckman, James J.
3
Abadie, Alberto
2
Angrist, Joshua D.
2
Bai, Jushan
2
Campbell, Bryan
2
Dubin, Robin A.
2
Dufour, Jean-Marie
2
Kasy, Maximilian
2
Maddala, Gangadharrao S.
2
Magee, Lonnie
2
McAleer, Michael
2
Seaks, Terry G.
2
Startz, Richard
2
Woolridge, Jeffrey M.
2
Agodini, Roberto
1
Aliber, Michael
1
Alston, Julian Mark
1
An, Mark Yuying
1
Andrews, Donald W. K.
1
Ashenfelter, Orley
1
Baltagi, Badi H.
1
Barnichon, Regis
1
Basistha, Arabinda
1
Bayoumi, Tamim A.
1
Becker, William E.
1
Bessler, David A.
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Bewley, Ronald A.
1
Bingham, Taylor H.
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Binkley, James K.
1
Bloom, Howard S.
1
Bollerslev, Tim
1
Brester, Gary Wayne
1
Brownlees, Christian
1
Brownstone, David
1
Busso, Matias
1
Butler, John S.
1
Butler, Richard
1
Calvet, Laurent E.
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The review of economics and statistics
Journal of econometrics
5
Econometric reviews
2
Quantitative economics : QE ; journal of the Econometric Society
2
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ECONIS (ZBW)
2
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1
How reliable are local projection estimators of impulse responses?
Kilian, Lutz
;
Kim, Yun Jung
- In:
The review of economics and statistics
93
(
2011
)
4
,
pp. 1460-1466
Persistent link: https://www.econbiz.de/10009380965
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2
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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