Similar Search Results

In-sample or out-of-sample tests of predictability : which one should we use?

Inoue, Atsushi - 2002

Persistent link: https://www.econbiz.de/10013424233

Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001410046

The continuity of the limit distribution in the parameter of interests 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/10001818921

Bootstrapping autoregressive processes with possible unit roots

Inoue, Atsushi; Kilian, Lutz - 1999

Persistent link: https://www.econbiz.de/10001418901

In-sample or out-of-sample tests of predictability : which one should we use?

Inoue, Atsushi; Kilian, Lutz - 2002

Persistent link: https://www.econbiz.de/10001714862

How essential is the continuity of the limit distribution for the success of the bootstrap?

Inoue, Atsushi (contributor); Kilian, Lutz (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001704982

Bootsstrapping smooth functions of slope parameters and innovation variances in var(∞)models

Inoue, Atsushi; Kilian, Lutz - In: International economic review 43 (2002) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10001680467

Bootstrapping autoregressive processes with possible unit roots

Inoue, Atsushi; Kilian, Lutz - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 377-391

Persistent link: https://www.econbiz.de/10001648114

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. 371-402

Persistent link: https://www.econbiz.de/10002514260

Joint Bayesian Inference About Impulse Responses in VAR Models

Inoue, Atsushi; Kilian, Lutz - 2020

Structural VAR models are routinely estimated by Bayesian methods. Several recent studies have voiced concerns about the common use of posterior median (or mean) response functions in applied VAR analysis. In this paper, we show that these response functions can be misleading because in...

Persistent link: https://www.econbiz.de/10014048816