( en | de | ru )

 

Disambiguation

From post

копироватьудалитьдобавить публикацию в буфер
The central bank as a risk manager

, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

Lutz Kilian

Kilian Ong

Untersuchung von Schichtsystemen für kristallisierte Dünnschichtsiliziumsolarzellen auf Glas. TU Hamburg, (2009)

Kilian Rapp

Ulli Kilian

Kilian Graf

 

Другие публикации лиц с тем же именем

Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm. Journal of Time Series Analysis, 19 (5): 531--548 (244 09 1998)doi: 10.1111/1467-9892.00107.Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(oo) Models*, и . International Economic Review, 43 (2): 309--331 (121 05 2002)doi: 10.1111/1468-2354.t01-1-00016.On the selection of forecasting models, и . Journal of Econometrics, 130 (2): 273--306 (февраля 2006)DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY, и . Econometric Reviews, 21 (4): 449--476 (2002)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2002)In-sample or out-of-sample tests of predictability, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2002)The central bank as a risk manager, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)Why is it so difficult to beat the random walk forecast of exchange rates?, и . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2001)Asymptotic and Bootstrap Inference for AR(?) Processes with Conditional Heteroskedasticity, и . Econometric Reviews, 26 (6): 609--641 (2007)Bootstrapping Autoregressive Processes with Possible Unit Roots, и . Econometrica, 70 (1): 377--391 (01.01.2002)doi: 10.1111/1468-0262.00281.