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Estimation theory
Theorie
335
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330
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243
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229
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181
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176
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154
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152
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43
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English
63
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Kilian, Lutz
54
Inoue, Atsushi
27
Taylor, Mark P.
9
Guerrón-Quintana, Pablo A.
7
Pesavento, Elena
7
Gonçalves, Sílvia
6
Herrera, Ana María
6
Berkowitz, Jeremy
4
Birgean, Ionel
4
Zhou, Xiaoqing
3
Kim, Yun Jung
2
Leamer, Edward E.
2
Ohanian, Lee E.
2
Bayoumi, Tamim A.
1
Caner, Mehmet
1
Cuthbertson, Keith
1
Demiroğlu, Ufuk
1
Giacomini, Raffaella
1
Gonçalvesa, Sílvia
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1
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1
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Working paper / Federal Reserve Bank of Dallas, Research Department
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6
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4
CESifo working papers
3
CFS working paper series
3
Discussion paper / Centre for Economic Policy Research
3
FRB of Dallas Working Paper
3
The review of economics and statistics
3
CESifo Working Paper Series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Applying Kernel and nonparametric estimation to economic topics
1
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
1
Discussion papers / Technical series / Bank of England
1
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Finance and economics discussion series
1
International journal of finance & economics : IJFE
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
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1
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ECONIS (ZBW)
63
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1
Vector autogressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity
Taylor, Mark P.
- In:
Scottish journal of political economy : the journal of …
36
(
1989
)
3
,
pp. 238-252
Persistent link: https://www.econbiz.de/10001068491
Saved in:
2
On the reinterpretation of money demand regressions
Taylor, Mark P.
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
4
,
pp. 851-866
Persistent link: https://www.econbiz.de/10001175616
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3
Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models : the problem of identification
Taylor, Mark P.
- In:
International journal of finance & economics : IJFE
9
(
2004
)
3
,
pp. 229-244
Persistent link: https://www.econbiz.de/10002146001
Saved in:
4
Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000972191
Saved in:
5
Pitfalls in constructing bootstrap confidence intervals for asymptotically pivotal statistics
Kilian, Lutz
-
1998
-
Preliminary, version March 3, 1998
Persistent link: https://www.econbiz.de/10000993763
Saved in:
6
Confidence intervals for impulse responses under departures from normality
Kilian, Lutz
- In:
Econometric reviews
17
(
1998
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001237560
Saved in:
7
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
Saved in:
8
Comment on Giacomini, Kitagawa and Read's "Narrative restrictions and proxies"
Kilian, Lutz
-
2021
-
This version: December 2, 2021
Persistent link: https://www.econbiz.de/10013170459
Saved in:
9
Comment on giacomini, kitagawa and read's "narrative restrictions and proxies"
Kilian, Lutz
-
2021
Persistent link: https://www.econbiz.de/10013188256
Saved in:
10
Impulse response diagnostics for priors on parameters in structural vector autoregressions
Kilian, Lutz
-
2025
Persistent link: https://www.econbiz.de/10015406563
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