Works (23)

Updated: July 5th, 2023 16:02

2013 journal article

Frequentist inference in weakly identified dynamic stochastic general equilibrium models: Acronyms must be spelled out in titles for indexing purposes

QUANTITATIVE ECONOMICS, 4(2), 197โ€“229.

By: P. Guerron-Quintana*, A. Inoue n & L. Kilian*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: DSGE models; identification; inference; confidence sets; Bayes factor; likelihood ratio; C32; C52; E30; E50
Source: Web Of Science
Added: August 6, 2018

2012 journal article

MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION

JAPANESE ECONOMIC REVIEW, 63(3), 289โ€“309.

By: A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: C32; C53
Source: Web Of Science
Added: August 6, 2018

2012 journal article

Out-of-Sample Forecast Tests Robust to the Choice of Window Size

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 30(3), 432โ€“453.

By: B. Rossi* & A. Inoue n

co-author countries: Spain ๐Ÿ‡ช๐Ÿ‡ธ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Estimation window; Forecast evaluation; Predictive ability testing
Source: Web Of Science
Added: August 6, 2018

2011 journal article

IDENTIFYING THE SOURCES OF INSTABILITIES IN MACROECONOMIC FLUCTUATIONS

REVIEW OF ECONOMICS AND STATISTICS, 93(4), 1186โ€“1204.

By: A. Inoue n & B. Rossi*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2011 journal article

Testing for weak identification in possibly nonlinear models

JOURNAL OF ECONOMETRICS, 161(2), 246โ€“261.

By: A. Inoue & B. Rossi

author keywords: GMM; Shrinkage; Weak identification
Source: Web Of Science
Added: August 6, 2018

2010 journal article

TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS

REVIEW OF ECONOMICS AND STATISTICS, 92(3), 557โ€“561.

By: A. Inoue n & G. Solon*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2009 journal article

Do Actions Speak Louder Than Words ? Household Expectations of Inflation Based on Micro Consumption Data

JOURNAL OF MONEY CREDIT AND BANKING, 41(7), 1331โ€“1363.

By: A. Inoue*, L. Kilian & F. Kiraz

author keywords: D12; D84; E31; inflation expectations; Consumer Expenditure Survey; Michigan Survey of Consumers; Survey of Professional Forecasters; Euler equation
Source: Web Of Science
Added: August 6, 2018

2008 journal article

How useful is bagging in forecasting economic time series? A case study of US consumer price inflation

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 103(482), 511โ€“522.

By: A. Inoue n & L. Kilian n

co-author countries: Canada ๐Ÿ‡จ๐Ÿ‡ฆ United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: Bayesian model averaging; bootstrap aggregation; factor model; forecast combination; forecasting model selection; pre testing; shrinkage estimation
Source: Web Of Science
Added: August 6, 2018

2007 journal article

Information in generalized method of moments estimation and entropy-based moment selection

JOURNAL OF ECONOMETRICS, 138(2), 488โ€“512.

By: A. Hall n, A. Inoue n, K. Jana & C. Shin n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
Source: Web Of Science
Added: August 6, 2018

2007 article

The large sample behaviour of the generalized method of moments estimator in misspecified models (vol 114, pg 361, 2003)

Hall, A. R., & Inoue, A. (2007, December). JOURNAL OF ECONOMETRICS, Vol. 141, pp. 1418โ€“1418.

By: A. Hall* & A. Inoue n

co-author countries: United Kingdom of Great Britain and Northern Ireland ๐Ÿ‡ฌ๐Ÿ‡ง United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2006 article

Bootstrapping GMM estimators for time series

Inoue, A., & Shintani, M. (2006, August). JOURNAL OF ECONOMETRICS, Vol. 133, pp. 531โ€“555.

By: A. Inoue n & M. Shintaniโ€‰*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: asymptotic refinements; block bootstrap; dependent data; Edgeworth expansions; instrumental variables
Source: Web Of Science
Added: August 6, 2018

2006 journal article

On the selection of forecasting models

JOURNAL OF ECONOMETRICS, 130(2), 273โ€“306.

By: A. Inoue n & L. Kilian*

co-author countries: United Kingdom of Great Britain and Northern Ireland ๐Ÿ‡ฌ๐Ÿ‡ง United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: model selection; forecast accuracy; information criteria; simulated out-of-sample method; predictive least squares
Source: Web Of Science
Added: August 6, 2018

2006 journal article

Testing for the principal's monopsony power in agency contracts

EMPIRICAL ECONOMICS, 31(3), 717โ€“734.

By: A. Inoue n & T. Vukina n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: oligopsony; principal-agent model; production contracts
Source: Web Of Science
Added: August 6, 2018

2005 journal article

Recursive predictability tests for real-time data

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 23(3), 336โ€“345.

By: A. Inoue n & B. Rossi*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: model selection; predictive ability; sequential tests
Source: Web Of Science
Added: August 6, 2018

2003 journal article

Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability

ECONOMETRIC THEORY, 19(6), 962โ€“983.

By: A. Hall n, A. Inoue n & F. Peixe*

co-author countries: Portugal ๐Ÿ‡ต๐Ÿ‡น United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2003 journal article

The continuity of the limit distribution in the parameter of interest is not essential for the validity of the bootstrap

ECONOMETRIC THEORY, 19(6), 944โ€“961.

By: A. Inoue n & L. Kilian

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2003 journal article

The large sample behaviour of the generalized method of moments estimator in misspecified models

JOURNAL OF ECONOMETRICS, 114(2), 361โ€“394.

By: A. Hall n & A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: misspecification; generalized method of moments; asymptotic distribution theory
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Bootstrapping autoregressive processes with possible unit roots

ECONOMETRICA, 70(1), 377โ€“391.

By: A. Inoue n & L. Kilian*

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Bootstrapping smooth functions of slope parameters and innovation variances in VAR(infinity) models

INTERNATIONAL ECONOMIC REVIEW, 43(2), 309โ€“331.

By: A. Inoue n & L. Kilian

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

2002 journal article

Identifying the sign of the slope of a monotonic function via OLS

ECONOMICS LETTERS, 75(3), 419โ€“424.

By: A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: monotonicity; OLS; weighted average derivatives
Source: Web Of Science
Added: August 6, 2018

2001 journal article

Long memory and regime switching

JOURNAL OF ECONOMETRICS, 105(1), 131โ€“159.

By: F. Diebold* & A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: regime switching; fractional integration; mixture model; stochastic permanent break (STOPBREAK) model; Markov-switching model; structural change
Source: Web Of Science
Added: August 6, 2018

2001 journal article

Testing for distributional change in time series

ECONOMETRIC THEORY, 17(1), 156โ€“187.

By: A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
Source: Web Of Science
Added: August 6, 2018

1999 journal article

Tests of cointegrating rank with a trend-break

JOURNAL OF ECONOMETRICS, 90(2), 215โ€“237.

By: A. Inoue n

co-author countries: United States of America ๐Ÿ‡บ๐Ÿ‡ธ
author keywords: cointegration; cointegrating rank; trend break
Source: Web Of Science
Added: August 6, 2018