One‐Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root
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- Atsushi Inoue & Lutz Kilian, 2019.
"The uniform validity of impulse response inference in autoregressions,"
Vanderbilt University Department of Economics Working Papers
19-00001, Vanderbilt University Department of Economics.
- Atsushi Inoue & Lutz Kilian, 2019. "The uniform validity of impulse response inference in autoregressions," Vanderbilt University Department of Economics Working Papers 19-00001, Vanderbilt University Department of Economics.
- Inoue, Atsushi & Kilian, Lutz, 2019. "The Uniform Validity of Impulse Response Inference in Autoregressions," Working Papers 1908, Federal Reserve Bank of Dallas.
- Offer Lieberman & Peter C.B. Phillips, 2017. "Latent Variable Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 3013, Cowles Foundation for Research in Economics, Yale University.
- Anna Mikusheva, 2014. "Estimation of dynamic stochastic general equilibrium models (in Russian)," Quantile, Quantile, issue 12, pages 1-21, February.
- Jui-Chung Yang & Ke-Li Xu, 2013. "Estimation and Inference under Weak IdentiÂ cation and Persistence: An Application on Forecast-Based Monetary Policy Reaction Function," 2013 Papers pya307, Job Market Papers.
- Lenard Lieb & Stephan Smeekes, 2017.
"Inference for Impulse Responses under Model Uncertainty,"
1709.09583, arXiv.org, revised Oct 2019.
- Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
- Offer Lieberman & Peter C.B. Phillips, 2017. "Hybrid Stochastic Local Unit Roots," Cowles Foundation Discussion Papers 2113, Cowles Foundation for Research in Economics, Yale University.
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