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Testing for distributional change in time series
Inoue, Atsushi - In: Econometric theory 17 (2001) 1, pp. 156-187
Persistent link: https://www.econbiz.de/10001556090
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2010) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - In: Econometric theory 22 (2006) 5, pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
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Test for parameter instability in dynamic factor models
Han, Xu; Inoue, Atsushi - In: Econometric theory 31 (2015) 5, pp. 1117-1152
Persistent link: https://www.econbiz.de/10011545524
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Window selection for out-of-sample forecasting with time-varying parameters
Inoue, Atsushi; Lu, Jin; Rossi, Barbara - 2014
Persistent link: https://www.econbiz.de/10010424812
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The continuity of the limit distribution in the parameter of interests is not essential for the validity of the bootstrap
Inoue, Atsushi; Kilian, Lutz - In: Econometric theory 19 (2003) 6, pp. 944-961
Persistent link: https://www.econbiz.de/10001818921
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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Identifying the sources of model misspecification
Inoue, Atsushi; Kuo, Chun-Huong; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011589629
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Heterogeneous consumers and fiscal policy shocks
Anderson, Emily; Inoue, Atsushi; Rossi, Barbara - 2015 - This version: December 2015
Persistent link: https://www.econbiz.de/10011589638