Atsushi Inoue
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), 197โ229.
co-author countries:
United States of America ๐บ๐ธ
author keywords: DSGE models; identification; inference; confidence sets; Bayes factor; likelihood ratio; C32; C52; E30; E50
doi.org (publisher)
Source: Web Of Science
Added: August 6, 2018
2012 journal article
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION
JAPANESE ECONOMIC REVIEW, 63(3), 289โ309.
co-author countries:
United States of America ๐บ๐ธ
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), 432โ453.
co-author countries:
Spain ๐ช๐ธ United States of America ๐บ๐ธ
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), 1186โ1204.
co-author countries:
United States of America ๐บ๐ธ
Source: Web Of Science
Added: August 6, 2018
2011 journal article
Testing for weak identification in possibly nonlinear models
JOURNAL OF ECONOMETRICS, 161(2), 246โ261.
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), 557โ561.
co-author countries:
United States of America ๐บ๐ธ
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), 1331โ1363.
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), 511โ522.
co-author countries:
Canada ๐จ๐ฆ United States of America ๐บ๐ธ
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), 488โ512.
co-author countries:
United States of America ๐บ๐ธ
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. 1418โ1418.
co-author countries:
United Kingdom of Great Britain and Northern Ireland ๐ฌ๐ง United States of America ๐บ๐ธ
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. 531โ555.
co-author countries:
United States of America ๐บ๐ธ
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), 273โ306.
co-author countries:
United Kingdom of Great Britain and Northern Ireland ๐ฌ๐ง United States of America ๐บ๐ธ
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), 717โ734.
co-author countries:
United States of America ๐บ๐ธ
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), 336โ345.
co-author countries:
United States of America ๐บ๐ธ
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), 962โ983.
co-author countries:
Portugal ๐ต๐น United States of America ๐บ๐ธ
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), 944โ961.
co-author countries:
United States of America ๐บ๐ธ
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), 361โ394.
co-author countries:
United States of America ๐บ๐ธ
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), 377โ391.
co-author countries:
United States of America ๐บ๐ธ
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), 309โ331.
co-author countries:
United States of America ๐บ๐ธ
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), 419โ424.
co-author countries:
United States of America ๐บ๐ธ
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), 131โ159.
co-author countries:
United States of America ๐บ๐ธ
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), 156โ187.
co-author countries:
United States of America ๐บ๐ธ
Source: Web Of Science
Added: August 6, 2018
1999 journal article
Tests of cointegrating rank with a trend-break
JOURNAL OF ECONOMETRICS, 90(2), 215โ237.
co-author countries:
United States of America ๐บ๐ธ
author keywords: cointegration; cointegrating rank; trend break
Source: Web Of Science
Added: August 6, 2018
