Atsushi Inoue

Available identifiers

zbMath Open inoue.atsushi.2MaRDI QIDQ221848

List of research outcomes

Publication	Date of Publication	Type
Editorial for special issue in honor of Francis X. Diebold	2022-12-14	Paper
Joint Bayesian inference about impulse responses in VAR models	2022-12-14	Paper
INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY	2022-11-23	Paper
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy	2022-03-24	Paper
The uniform validity of impulse response inference in autoregressions	2020-05-21	Paper
Corrigendum to ``Inference on impulse response functions in structural VAR models	2019-04-30	Paper
Quasi-Bayesian model selection	2019-02-20	Paper
Frequentist inference in weakly identified dynamic stochastic general equilibrium models	2019-01-10	Paper
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP	2018-12-21	Paper
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY	2018-12-21	Paper
Information criteria for impulse response function matching estimation of DSGE models	2017-05-12	Paper
Rolling window selection for out-of-sample forecasting with time-varying parameters	2016-11-17	Paper
Impulse response matching estimators for DSGE models	2016-11-17	Paper
Testing for weak identification in possibly nonlinear models	2016-08-10	Paper
Efficient estimation and inference in linear pseudo-panel data models	2016-06-03	Paper
Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models	2016-05-27	Paper
Joint confidence sets for structural impulse responses	2016-05-10	Paper
Information in generalized method of moments estimation and entropy-based moment selection	2016-05-09	Paper
On the selection of forecasting models	2016-04-25	Paper
Bootstrapping GMM estimators for time series	2016-04-25	Paper
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS	2015-11-20	Paper
Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models	2014-08-07	Paper
Inference on impulse response functions in structural VAR models	2014-04-30	Paper
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation	2009-06-12	Paper
Entropy-Based Moment Selection in the Presence of Weak Identification	2008-08-08	Paper
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS	2006-11-14	Paper
Bootstrapping Autoregressive Processes with Possible Unit Roots	2006-06-16	Paper
A bootstrap approach to moment selection	2006-05-26	Paper
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?	2005-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q4470545	2004-07-01	Paper
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS	2004-03-22	Paper
The large sample behaviour of the generalized method of moments estimator in misspecified models	2003-06-09	Paper
Identifying the sign of the slope of a monotonic function via OLS.	2002-07-15	Paper
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES	2002-01-08	Paper
Long memory and regime switching	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4498028	2000-08-24	Paper
Tests of cointegrating rank with trend-break	1999-01-01	Paper

Research outcomes over time

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