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  • Search: subject:"joint inference"
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Year of publication
Subject
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Estimation theory 12 Schätztheorie 12 VAR model 12 VAR-Modell 12 joint inference 11 Bayes-Statistik 9 Bayesian inference 9 Induktive Statistik 9 Statistical inference 9 Schock 6 Shock 6 posterior 6 Joint inference 5 Loss function 5 impulse response 5 Prior 4 absolute loss 4 Estimation 3 Schätzung 3 loss function 3 mean response function 3 median 3 median response function 3 modal model 3 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Confidence 2 Degenerate limiting distribution 2 Impulse response shapes 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Shotgun plots 2 Structural vector autoregressions 2 Vertrauen 2 bootstrap 2 confidence bands 2 degenerate limiting distribution 2 impulse response shapes 2 impulse responses 2
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Online availability
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Free 10 Undetermined 6
Type of publication
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Book / Working Paper 13 Article 3
Type of publication (narrower categories)
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Working Paper 12 Arbeitspapier 9 Graue Literatur 8 Non-commercial literature 8 Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 15 Undetermined 1
Author
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Kilian, Lutz 14 Inoue, Atsushi 12 Arias, Jonas E. 2 Rubio-Ramírez, Juan Francisco 2 Waggoner, Daniel F. 2 Giacomini, Raffaella 1 Kitagawa, Toru 1 Read, Matthew 1
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Institution
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C.E.P.R. Discussion Papers 1
Published in...
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Working paper / Federal Reserve Bank of Dallas, Research Department 3 CFS Working Paper Series 2 CFS working paper series 2 Discussion papers / CEPR 2 Journal of econometrics 2 CEPR Discussion Papers 1 CESifo Working Paper 1 CESifo working papers 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Working papers / Federal Reserve Bank of Philadelphia, Research Department 1
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Source
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ECONIS (ZBW) 12 EconStor 3 RePEc 1
Showing 11 - 16 of 16
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Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz - 2021
Persistent link: https://www.econbiz.de/10013188256
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Joint Confidence Sets for Structural Impulse Responses
Inoue, Atsushi; Kilian, Lutz - 2016
. Other questions relate to the shape of a given impulse response function. Answering these questions requires joint inference … joint inference is complicated by the fact that the joint distribution of the structural impulse response estimators becomes …
Persistent link: https://www.econbiz.de/10011431286
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Cover Image
Joint confidence sets for structural impulse responses
Inoue, Atsushi; Kilian, Lutz - 2016
. Other questions relate to the shape of a given impulse response function. Answering these questions requires joint inference … joint inference is complicated by the fact that the joint distribution of the structural impulse response estimators becomes …
Persistent link: https://www.econbiz.de/10011421682
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Cover Image
The role of the prior in estimating var models with sign restrictions
Inoue, Atsushi; Kilian, Lutz - 2020
Persistent link: https://www.econbiz.de/10012417697
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Joint confidence sets for structural impulse responses
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 192 (2016) 2, pp. 421-432
Persistent link: https://www.econbiz.de/10011704726
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Joint Confidence Sets for Structural Impulse Responses
Inoue, Atsushi; Kilian, Lutz - C.E.P.R. Discussion Papers - 2014
functions. This requires joint inference about sets of structural impulse responses, allowing for dependencies across time as … well as across response functions. Such joint inference is complicated by the fact that the joint distribution of …
Persistent link: https://www.econbiz.de/10011084610
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