Atsushi Inoue

Frequentist inference in weakly identified dynamic stochastic general equilibrium models

Guerron-Quintana, P., Inoue, A., & Kilian, L. (2013, July 1). Quantitative Economics.

MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION

INOUE, A. T. S. U. S. H. I. (2012, July 23). Japanese Economic Review.

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

Rossi, B., & Inoue, A. (2012, July 1). Journal of Business and Economic Statistics.

Testing for weak identification in possibly nonlinear models

Inoue, A., & Rossi, B. (2011, January 5). Journal of Econometrics.

Identifying the Sources of Instabilities in Macroeconomic Fluctuations

Inoue, A., & Rossi, B. (2010, September 9). The Review of Economics and Statistics.

Two-Sample Instrumental Variables Estimators

Inoue, A., & Solon, G. (2010, May 17). The Review of Economics and Statistics.

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

INOUE, A. T. S. U. S. H. I., KILIAN, L. U. T. Z., & KIRAZ, F. A. T. M. A. B. U. R. C. U. (2009, September 15). Journal of Money Credit and Banking.

How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation

Inoue, A., & Kilian, L. (2008, June 1). Journal of the American Statistical Association.

Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”

Hall, A. R., & Inoue, A. (2007, April 7). Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models.” Journal of Econometrics.

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

Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2006, June 20). Journal of Econometrics.

Testing for the principal’s monopsony power in agency contracts

Inoue, A., & Vukina, T. (2006, March 27). Empirical Economics, Vol. 31, pp. 717–734.

Bootstrapping GMM estimators for time series

Inoue, A., & Shintani, M. (2005, August 11). Journal of Econometrics.

On the selection of forecasting models

Inoue, A., & Kilian, L. (2005, May 11). Journal of Econometrics.

Recursive Predictability Tests for Real-Time Data

Inoue, A., & Rossi, B. (2005, June 17). Journal of Business and Economic Statistics.

COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY

Hall, A. R., Inoue, A., & Peixe, F. P. M. (2003, September 24). Econometric Theory.

THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP

Inoue, A., & Kilian, L. (2003, September 24). Econometric Theory.

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

Hall, A. R., & Inoue, A. (2003, April 23). Journal of Econometrics.

Bootstrapping Autoregressive Processes with Possible Unit Roots

Inoue, A., & Kilian, L. (2002, January 1). Econometrica.

Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR(∞) Models*

Inoue, A., & Kilian, L. (2002, May 1). International Economic Review.

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

Inoue, A. (2002, May 1). Economics Letters.

Long memory and regime switching

Diebold, F. X., & Inoue, A. (2001, November 1). Journal of Econometrics.

TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES

Inoue, A. (2001, February 1). Econometric Theory.

Tests of cointegrating rank with a trend-break

Inoue, A. (1999, June 1). Journal of Econometrics.