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Disambiguation of "Kilian, Lutz"

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Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(oo) Models*

, and . International Economic Review, 43 (2): 309--331 (121 May 2002)doi: 10.1111/1468-2354.t01-1-00016.

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Lutz Kilian

Kilian Ong

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

Hendrikje Kilian

Axel Kilian

Kilian Brodersen

 

Other publications of authors with the same name

DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY, and . Econometric Reviews, 21 (4): 449--476 (2002)On the selection of forecasting models, and . Journal of Econometrics, 130 (2): 273--306 (February 2006)Bootstrapping autoregressions with conditional heteroskedasticity of unknown form, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2002)In-sample or out-of-sample tests of predictability, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2002)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*, and . International Economic Review, 43 (2): 309--331 (121 05 2002)doi: 10.1111/1468-2354.t01-1-00016.Why is it so difficult to beat the random walk forecast of exchange rates?, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2001)The central bank as a risk manager, and . Working paper series / European Central Bank European Central Bank, Frankfurt am Main, (2003)Asymptotic and Bootstrap Inference for AR(?) Processes with Conditional Heteroskedasticity, and . Econometric Reviews, 26 (6): 609--641 (2007)Bootstrapping Autoregressive Processes with Possible Unit Roots, and . Econometrica, 70 (1): 377--391 (Jan 1, 2002)doi: 10.1111/1468-0262.00281.