Works (23)

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), 197–229.

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

Source: NC State University Libraries
Added: August 6, 2018

2012 journal article

Mean-plus-noise factor models: An empirical exploration

Japanese Economic Review, 63(3), 289–309.

By: A. Inoue

Source: NC State University Libraries
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), 432–453.

By: B. Rossi & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2011 journal article

Identifying the sources of instabilities in macroeconomic fluctuations

Review of Economics and Statistics, 93(4), 1186–1204.

By: A. Inoue & B. Rossi

Source: NC State University Libraries
Added: August 6, 2018

2011 journal article

Testing for weak identification in possibly nonlinear models

Journal of Econometrics, 161(2), 246–261.

By: A. Inoue & B. Rossi

Source: NC State University Libraries
Added: August 6, 2018

2010 journal article

Two-sample instrumental variables estimators

Review of Economics and Statistics, 92(3), 557–561.

By: A. Inoue & G. Solon

Source: NC State University Libraries
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), 1331–1363.

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

Source: NC State University Libraries
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), 511–522.

By: A. Inoue & L. Kilian

Source: NC State University Libraries
Added: August 6, 2018

2007 journal article

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

Journal of Econometrics, 138(2), 488–512.

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

Source: NC State University Libraries
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)

Journal of Econometrics, Vol. 141, pp. 1418–1418.

By: A. Hall & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

Bootstrapping GMM estimators for time series

Journal of Econometrics, 133(2), 531–555.

By: A. Inoue & M. Shintani

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

On the selection of forecasting models

Journal of Econometrics, 130(2), 273–306.

By: A. Inoue & L. Kilian

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

Testing for the principal's monopsony power in agency contracts

Empirical Economics, 31(3), 717–734.

By: A. Inoue & T. Vukina

Source: NC State University Libraries
Added: August 6, 2018

2005 journal article

Recursive predictability tests for real-time data

Journal of Business & Economic Statistics, 23(3), 336–345.

By: A. Inoue & B. Rossi

Source: NC State University Libraries
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), 962–983.

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

Source: NC State University Libraries
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), 944–961.

By: A. Inoue & L. Kilian

Source: NC State University Libraries
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), 361–394.

By: A. Hall & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2002 journal article

Bootstrapping autoregressive processes with possible unit roots

Econometrica, 70(1), 377–391.

By: A. Inoue & L. Kilian

Source: NC State University Libraries
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), 309–331.

By: A. Inoue & L. Kilian

Source: NC State University Libraries
Added: August 6, 2018

2002 journal article

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

Economics Letters, 75(3), 419–424.

By: A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2001 journal article

Long memory and regime switching

Journal of Econometrics, 105(1), 131–159.

By: F. Diebold & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2001 journal article

Testing for distributional change in time series

Econometric Theory, 17(1), 156–187.

By: A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

1999 journal article

Tests of cointegrating rank with a trend-break

Journal of Econometrics, 90(2), 215–237.

By: A. Inoue

Source: NC State University Libraries
Added: August 6, 2018