Atsushi Inoue

Guerron-Quintana, P., Inoue, A., & Kilian, L. (2013). 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. https://doi.org/10.3982/qe306

Inoue, A. (2012). MEAN-PLUS-NOISE FACTOR MODELS: AN EMPIRICAL EXPLORATION. JAPANESE ECONOMIC REVIEW, 63(3), 289–309. https://doi.org/10.1111/j.1468-5876.2012.00582.x

Rossi, B., & Inoue, A. (2012). Out-of-Sample Forecast Tests Robust to the Choice of Window Size. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 30(3), 432–453. https://doi.org/10.1080/07350015.2012.693850

Inoue, A., & Rossi, B. (2011). IDENTIFYING THE SOURCES OF INSTABILITIES IN MACROECONOMIC FLUCTUATIONS. REVIEW OF ECONOMICS AND STATISTICS, 93(4), 1186–1204. https://doi.org/10.1162/rest_a_00130

Inoue, A., & Rossi, B. (2011). Testing for weak identification in possibly nonlinear models. JOURNAL OF ECONOMETRICS, 161(2), 246–261. https://doi.org/10.1016/j.jeconom.2010.12.012

Inoue, A., & Solon, G. (2010). TWO-SAMPLE INSTRUMENTAL VARIABLES ESTIMATORS. REVIEW OF ECONOMICS AND STATISTICS, 92(3), 557–561. https://doi.org/10.1162/rest_a_00011

Inoue, A., Kilian, L., & Kiraz, F. B. (2009). 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. https://doi.org/10.1111/j.1538-4616.2009.00259.x

Inoue, A., & Kilian, L. (2008). 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. https://doi.org/10.1198/016214507000000473

Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2007). Information in generalized method of moments estimation and entropy-based moment selection. JOURNAL OF ECONOMETRICS, 138(2), 488–512. https://doi.org/10.1016/j.jeconom.2006.05.006

Hall, A. R., & Inoue, A. (2007, December). 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. https://doi.org/10.1016/j.jeconom.2007.02.006

Inoue, A., & Shintani, M. (2006, August). Bootstrapping GMM estimators for time series. JOURNAL OF ECONOMETRICS, Vol. 133, pp. 531–555. https://doi.org/10.1016/j.jeconom.2005.06.004

Inoue, A., & Kilian, L. (2006). On the selection of forecasting models. JOURNAL OF ECONOMETRICS, 130(2), 273–306. https://doi.org/10.1016/j.jeconom.2005.03.003

Inoue, A., & Vukina, T. (2006). Testing for the principal's monopsony power in agency contracts. EMPIRICAL ECONOMICS, 31(3), 717–734. https://doi.org/10.1007/s00181-005-0041-6

Inoue, A., & Rossi, B. (2005). Recursive predictability tests for real-time data. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 23(3), 336–345. https://doi.org/10.1198/073500104000000668

Hall, A. R., Inoue, A., & Peixe, F. P. M. (2003). 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. https://doi.org/10.1017/S0266466603196041

Inoue, A., & Kilian, L. (2003). 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. https://doi.org/10.1017/S026646660319603X

Hall, A. R., & Inoue, A. (2003). The large sample behaviour of the generalized method of moments estimator in misspecified models. JOURNAL OF ECONOMETRICS, 114(2), 361–394. https://doi.org/10.1016/S0304-4076(03)00089-7

Inoue, A., & Kilian, L. (2002). Bootstrapping autoregressive processes with possible unit roots. ECONOMETRICA, 70(1), 377–391. https://doi.org/10.1111/1468-0262.00281

Inoue, A., & Kilian, L. (2002). Bootstrapping smooth functions of slope parameters and innovation variances in VAR(infinity) models. INTERNATIONAL ECONOMIC REVIEW, 43(2), 309–331. https://doi.org/10.1111/1468-2354.t01-1-00016

Inoue, A. (2002). Identifying the sign of the slope of a monotonic function via OLS. ECONOMICS LETTERS, 75(3), 419–424. https://doi.org/10.1016/S0165-1765(02)00002-2

Diebold, F. X., & Inoue, A. (2001). Long memory and regime switching. JOURNAL OF ECONOMETRICS, 105(1), 131–159. https://doi.org/10.1016/S0304-4076(01)00073-2

Inoue, A. (2001). Testing for distributional change in time series. ECONOMETRIC THEORY, 17(1), 156–187. https://doi.org/10.1017/S0266466601171057

Inoue, A. (1999). Tests of cointegrating rank with a trend-break. JOURNAL OF ECONOMETRICS, 90(2), 215–237. https://doi.org/10.1016/S0304-4076(98)00042-6