Narrow search
Showing 1 - 7 of 7
Cover Image
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
Persistent link: https://www.econbiz.de/10006878526
Cover Image
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336
Persistent link: https://www.econbiz.de/10006892693
Cover Image
Entropy-Based Moment Selection in the Presence of Weak Identification
Hall, Alastair; Inoue, Atsushi; Shin, Changmock - In: Econometric reviews 27 (2008) 4-6, pp. 398-427
Persistent link: https://www.econbiz.de/10008066656
Cover Image
A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators
Hahn, Jinyong; Inoue, Atsushi - In: Econometric reviews 21 (2002) 3, pp. 309-336
Persistent link: https://www.econbiz.de/10001718757
Cover Image
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
Cover Image
Entropy-based moment selection in the presence of weak identification
Hall, Alastair R.; Inoue, Atsushi; Shin, Changmock - In: Econometric reviews 27 (2008) 4/6, pp. 398-427
Persistent link: https://www.econbiz.de/10003761307
Cover Image
Assessing point forecast accuracy by stochastic error distance
Diebold, Francis X.; Shin, Minchul - In: Econometric reviews 36 (2017) 6/9, pp. 588-598
Persistent link: https://www.econbiz.de/10011795289