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Short run and long run causality in time series: inference
Dufour, Jean-Marie; Pelletier, Denis; Renault, Eric - In: Journal of Econometrics 132 (2006) 2, pp. 337-362
Persistent link: https://www.econbiz.de/10005192987
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Regime switching for dynamic correlations
Pelletier, Denis - In: Journal of Econometrics 131 (2006) 1-2, pp. 445-473
Persistent link: https://www.econbiz.de/10005122575
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Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]
Hall, Alastair R.; Inoue, Atsushi - In: Journal of Econometrics 141 (2007) 2, pp. 1417-1418
Persistent link: https://www.econbiz.de/10005238990
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Long memory and regime switching
Diebold, Francis X.; Inoue, Atsushi - In: Journal of Econometrics 105 (2001) 1, pp. 131-159
Persistent link: https://www.econbiz.de/10005239088
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Bootstrapping GMM estimators for time series
Inoue, Atsushi; Shintani, Mototsugu - In: Journal of Econometrics 133 (2006) 2, pp. 531-555
Persistent link: https://www.econbiz.de/10005285501
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On the selection of forecasting models
Inoue, Atsushi; Kilian, Lutz - In: Journal of Econometrics 130 (2006) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10005052787
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Efficient estimation and inference in linear pseudo-panel data models
Inoue, Atsushi - In: Journal of Econometrics 142 (2008) 1, pp. 449-466
Persistent link: https://www.econbiz.de/10005052873
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The large sample behaviour of the generalized method of moments estimator in misspecified models
Hall, Alastair R.; Inoue, Atsushi - In: Journal of Econometrics 114 (2003) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10005192546
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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of Econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10005192776
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of Econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10005192882