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Kilian, Lutz
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of money, credit and banking : JMCB
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Working paper / National Bureau of Economic Research, Inc
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Econometric reviews
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Econometric theory
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The review of economics and statistics
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Journal of international economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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Journal of applied econometrics
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The energy journal
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CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
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Economics letters
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Journal of forecasting
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Journal of political economy
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Macroeconomic dynamics
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NBER macroeconomics annual
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Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-642
Persistent link: https://www.econbiz.de/10007887055
Saved in:
2
Maximum likelihood and the bootstrap for nonlinear dynamic models
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 199-220
Persistent link: https://www.econbiz.de/10007791316
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3
Bootstrapping Realized Volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10008160086
Saved in:
4
Edgeworth Corrections for Realized Volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometric reviews
27
(
2008
)
1-3
,
pp. 139-162
Persistent link: https://www.econbiz.de/10007993917
Saved in:
5
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10010052630
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6
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
Gonçalves, Sílvia
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
4
,
pp. 745-792
Persistent link: https://www.econbiz.de/10009177572
Saved in:
7
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
Gonçalves, Sílvia
- In:
Econometric theory
27
(
2011
)
5
,
pp. 1048-1083
Persistent link: https://www.econbiz.de/10009287894
Saved in:
8
Box–Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10008770548
Saved in:
9
Theory and Methods - Bootstrap Standard Error Estimates for Linear Regression
Gonçalves, Sílvia
;
White, Halbert
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 970-979
Persistent link: https://www.econbiz.de/10007779387
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10
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
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