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In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
Inoue, Atsushi; Kilian, Lutz - In: Econometric reviews 23 (2004) 4, pp. 371
Persistent link: https://www.econbiz.de/10006878526
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10006748297
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Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR ((infinity)) Models
Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10006034678
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010171388
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Frequentist inference in weakley identified dynamic stochastic general equilibrium models
Guerron-Quitana, Pablo; Inoue, Atsushi; Kilian, Lutz - In: Quantitative economics : QE ; journal of the … 4 (2013) 2, pp. 197-229
Persistent link: https://www.econbiz.de/10010185752
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Do Actions Speak Louder Than Words? Household Expectations of Inflation Based on Micro Consumption Data
Inoue, Atsushi; Kilian, Lutz; Kiraz, Fatmaburcu - In: Journal of money, credit and banking : JMCB 41 (2009) 7, pp. 1331-1364
Persistent link: https://www.econbiz.de/10008310533
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How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation
Inoue, Atsushi; Kilian, Lutz - In: Journal of the American Statistical Association : JASA 103 (2008) 482, pp. 511-522
Persistent link: https://www.econbiz.de/10008083855
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10006966506
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NOTES AND COMMENTS: - Bootstrapping Autoregressive Processes with Possible Unit Roots
Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10006769822
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Understanding the effects of exogenous oil supply shocks : energy security (Focus)
Kilian, Lutz - In: CESifo forum : a quarterly journal on European economic … 7 (2006) 2, pp. 21-27
Persistent link: https://www.econbiz.de/10009953114