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.
2012 journal article
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION
JAPANESE ECONOMIC REVIEW, 63(3), 289โ309.
2012 journal article
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 30(3), 432โ453.
2011 journal article
IDENTIFYING THE SOURCES OF INSTABILITIES IN MACROECONOMIC FLUCTUATIONS
REVIEW OF ECONOMICS AND STATISTICS, 93(4), 1186โ1204.
2011 journal article
Testing for weak identification in possibly nonlinear models
JOURNAL OF ECONOMETRICS, 161(2), 246โ261.
2010 journal article
TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS
REVIEW OF ECONOMICS AND STATISTICS, 92(3), 557โ561.
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.
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.
2007 journal article
Information in generalized method of moments estimation and entropy-based moment selection
JOURNAL OF ECONOMETRICS, 138(2), 488โ512.
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.
2006 article
Bootstrapping GMM estimators for time series
Inoue, A., & Shintani, M. (2006, August). JOURNAL OF ECONOMETRICS, Vol. 133, pp. 531โ555.
2006 journal article
On the selection of forecasting models
JOURNAL OF ECONOMETRICS, 130(2), 273โ306.
2006 journal article
Testing for the principal's monopsony power in agency contracts
EMPIRICAL ECONOMICS, 31(3), 717โ734.
2005 journal article
Recursive predictability tests for real-time data
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 23(3), 336โ345.
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.
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.
2003 journal article
The large sample behaviour of the generalized method of moments estimator in misspecified models
JOURNAL OF ECONOMETRICS, 114(2), 361โ394.
2002 journal article
Bootstrapping autoregressive processes with possible unit roots
ECONOMETRICA, 70(1), 377โ391.
2002 journal article
Bootstrapping smooth functions of slope parameters and innovation variances in VAR(infinity) models
INTERNATIONAL ECONOMIC REVIEW, 43(2), 309โ331.
2002 journal article
Identifying the sign of the slope of a monotonic function via OLS
ECONOMICS LETTERS, 75(3), 419โ424.
2001 journal article
Long memory and regime switching
JOURNAL OF ECONOMETRICS, 105(1), 131โ159.
2001 journal article
Testing for distributional change in time series
ECONOMETRIC THEORY, 17(1), 156โ187.
1999 journal article
Tests of cointegrating rank with a trend-break
JOURNAL OF ECONOMETRICS, 90(2), 215โ237.