The uniform validity of impulse response inference in autoregressionsAtsushi Inoue, Lutz Kilian2019-10-23articleJournal of Econometrics33 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactForecasting Techniques and ApplicationsDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 33 citations exist upstream.References1995Statistical inference in vector autoregressions with possibly integrated processes1990Inference in Linear Time Series Models with some Unit Roots2017Structural Vector Autoregressive Analysis1998Small-sample Confidence Intervals for Impulse Response Functions1996Making wald tests work for cointegrated VAR systems1987Towards a Unified Asymptotic Theory for Autoregression2004Bootstrapping autoregressions with conditional heteroskedasticity of unknown form1989Statistical Inference in Regressions with Integrated Processes: Part 2Cited by2022Local Projections vs. VARs: Lessons From Thousands of DGPs2021Asymptotically Valid Bootstrap Inference for Proxy SVARs2024Local Projections2023Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models