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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
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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
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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
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The large sample behaviour of the generalized method of moments estimator in misspecified models
Hall, Alastair R.; Inoue, Atsushi - In: Journal of econometrics 114 (2003) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10001750821
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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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/10010189887
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
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Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of econometrics 133 (2006) 2, pp. 531-555
Persistent link: https://www.econbiz.de/10003359566
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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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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/10003277965