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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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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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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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Identifying the sign of the slope of a monotonic function via OLS
Inoue, Atsushi - In: Economics letters 75 (2002) 3, pp. 419-424
Persistent link: https://www.econbiz.de/10001667240
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - 2000
Persistent link: https://www.econbiz.de/10001534206
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Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - 1999
Persistent link: https://www.econbiz.de/10001427788
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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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Testing and comparing value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046
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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