Narrow search
Showing 1 - 10 of 56
Cover Image
Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10001617152
Cover Image
Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of econometrics 105 (2001) 1, pp. 131-160
Persistent link: https://www.econbiz.de/10006772536
Cover Image
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X. (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10001617180
Cover Image
Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Cover Image
Efficient estimation and inference in linear pseudo-panel data models
Inoue, Atsushi - In: Journal of econometrics 142 (2008) 1, pp. 449-466
Persistent link: https://www.econbiz.de/10003608210
Cover Image
On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10006748297
Cover Image
Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10006786375
Cover Image
Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010171388
Cover Image
Efficient estimation and inference in linear pseudo-panel data models
Inoue, Atsushi - In: Journal of econometrics 142 (2008) 1, pp. 449-466
Persistent link: https://www.econbiz.de/10007894502
Cover Image
Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”
Hall, Alastair R.; Inoue, Atsushi - In: Journal of econometrics 141 (2007) 2, pp. 1418
Persistent link: https://www.econbiz.de/10007859747