The following pages link to Atsushi Inoue (Q221848):
Displaying 40 items.
- On the selection of forecasting models (Q274892) (← links)
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models'' (Q289229) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Tests of cointegrating rank with trend-break (Q1298467) (← links)
- Identifying the sign of the slope of a monotonic function via OLS. (Q1605276) (← links)
- Corrigendum to ``Inference on impulse response functions in structural VAR models'' (Q1740279) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Editorial for special issue in honor of Francis X. Diebold (Q2106364) (← links)
- Joint Bayesian inference about impulse responses in VAR models (Q2106375) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Inference on impulse response functions in structural VAR models (Q2448406) (← links)
- Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models'' (Q2512633) (← links)
- TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES (Q2716438) (← links)
- A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy (Q3390400) (← links)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS (Q3408522) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation (Q3632659) (← links)
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965) (← links)
- (Q4470545) (← links)
- (Q4498028) (← links)
- THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP (Q4562544) (← links)
- COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Frequentist inference in weakly identified dynamic stochastic general equilibrium models (Q4645443) (← links)
- In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Q4678789) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- A bootstrap approach to moment selection (Q5469919) (← links)
- Bootstrapping Autoregressive Processes with Possible Unit Roots (Q5474969) (← links)
- Long memory and regime switching (Q5952029) (← links)
- Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models (Q6617757) (← links)
- Local projections in unstable environments (Q6664645) (← links)
- Out-of-Sample Forecast Tests Robust to the Choice of Window Size (Q6666884) (← links)
