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Testing for distributional change in time series
Inoue, Atsushi - In: Econometric theory 17 (2001) 1, pp. 156-187
Persistent link: https://www.econbiz.de/10001556090
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2010) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10001818921
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10007292702
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COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P.M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10006966505
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10006966506
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ARTICLES - Testing for Distributional Change in Time Series
Inoue, Atsushi - In: Econometric theory 17 (2001) 1, pp. 156-187
Persistent link: https://www.econbiz.de/10006980331
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PROBLEMS AND SOLUTIONS - SOLUTIONS - A Useful Result for Lipschitz Functions of Martingales
Inoue, Atsushi - In: Econometric theory 15 (1999) 5, pp. 780
Persistent link: https://www.econbiz.de/10006986832