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.
2012 journal article
MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION
JAPANESE ECONOMIC REVIEW, 63(3), 289–309.
2012 journal article
Out-of-Sample Forecast Tests Robust to the Choice of Window Size
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 30(3), 432–453.
2011 journal article
Testing for weak identification in possibly nonlinear models
JOURNAL OF ECONOMETRICS, 161(2), 246–261.
2010 journal article
IDENTIFYING THE SOURCES OF INSTABILITIES IN MACROECONOMIC FLUCTUATIONS
REVIEW OF ECONOMICS AND STATISTICS, 93(4), 1186–1204.
2010 journal article
TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS
REVIEW OF ECONOMICS AND STATISTICS, 92(3), 557–561.
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.
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.
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. 1418–1418.
2006 journal article
Information in generalized method of moments estimation and entropy-based moment selection
JOURNAL OF ECONOMETRICS, 138(2), 488–512.
2006 journal article
Testing for the principal's monopsony power in agency contracts
EMPIRICAL ECONOMICS, 31(3), 717–734.
2005 article
Bootstrapping GMM estimators for time series
Inoue, A., & Shintani, M. (2006, August). JOURNAL OF ECONOMETRICS, Vol. 133, pp. 531–555.
2005 journal article
On the selection of forecasting models
JOURNAL OF ECONOMETRICS, 130(2), 273–306.
2005 journal article
Recursive predictability tests for real-time data
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 23(3), 336–345.
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.
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.
2003 journal article
The large sample behaviour of the generalized method of moments estimator in misspecified models
JOURNAL OF ECONOMETRICS, 114(2), 361–394.
2002 journal article
Bootstrapping autoregressive processes with possible unit roots
ECONOMETRICA, 70(1), 377–391.
2002 journal article
Bootstrapping smooth functions of slope parameters and innovation variances in VAR(infinity) models
INTERNATIONAL ECONOMIC REVIEW, 43(2), 309–331.
2002 journal article
Identifying the sign of the slope of a monotonic function via OLS
ECONOMICS LETTERS, 75(3), 419–424.
2001 journal article
Long memory and regime switching
JOURNAL OF ECONOMETRICS, 105(1), 131–159.
2001 journal article
Testing for distributional change in time series
ECONOMETRIC THEORY, 17(1), 156–187.
1999 journal article
Tests of cointegrating rank with a trend-break
JOURNAL OF ECONOMETRICS, 90(2), 215–237.
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