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Long Memory and Regime Switchi...
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
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6
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR ((infinity)) Models
Inoue, Atsushi
;
Kilian, Lutz
- In:
International economic review
43
(
2002
)
2
,
pp. 309-332
Persistent link: https://www.econbiz.de/10006034678
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7
TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS
Inoue, Atsushi
;
Solon, Gary
-
2005
Persistent link: https://www.econbiz.de/10005921574
Saved in:
8
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
Inoue, Atsushi
;
Solon, Gary
-
2005
Persistent link: https://www.econbiz.de/10005921575
Saved in:
9
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
Saved in:
10
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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