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Finite-sample properties of percentile and percentile-t bootstrap confidence intervals for impulse responses
Kilian, Lutz
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10001437386
Saved in:
2
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Impulse response analysis in vector autoregressions with unknown lag order
Kilian, Lutz
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10001570835
Saved in:
8
Recent developments in bootstrapping time series
Berkowitz, Jeremy
;
Kilian, Lutz
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10001455651
Saved in:
9
Comment on "Recent developments in bootstrapping time series"
Davidson, Russell
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 49-54
Persistent link: https://www.econbiz.de/10001455658
Saved in:
10
Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.
;
Kilian, Lutz
-
1999
Persistent link: https://www.econbiz.de/10001456174
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