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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James M.; … - In: Journal of econometrics 170 (2012) 2, pp. 499-519
Persistent link: https://www.econbiz.de/10010013528
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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
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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
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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/10007732045
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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 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/10006763069
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Recursive Predictability Tests for Real-Time Data
Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 336-345
Persistent link: https://www.econbiz.de/10008214201
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Identifying the Sources of Instabilities in Macroeconomic Fluctuations
Inoue, Atsushi; Rossi, Barbara - In: The review of economics and statistics 93 (2011) 4, pp. 1186-1205
Persistent link: https://www.econbiz.de/10009340566
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Monitoring and Forecasting Currency Crises
Inoue, Atsushi; Rossi, Barbara - In: Journal of money, credit and banking : JMCB 40 (2008) 2-3, pp. 523-534
Persistent link: https://www.econbiz.de/10007986562
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Out-of-Sample Forecast Tests Robust to the Choice of Window Size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-454
Persistent link: https://www.econbiz.de/10009995984