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~isPartOf:"FRB of Dallas Working Paper"
~person:"Kilian, Lutz"
~person:"Matthews, Kent"
~person:"Scaillet, Olivier"
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The uniform validity of impulse response inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
-
2019
-
This version: August 11, 2019
finite-sample accuracy is achieved when
bootstrapping
the lag-augmented autoregression using the bias adjustments of Kilian …
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