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Tests for the validity of portfolio or group choice in financial and panel regressions
Inoue, Atsushi; Rossi, Barbara - 2015
Persistent link: https://www.econbiz.de/10011472365
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Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018
Persistent link: https://www.econbiz.de/10012005789
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Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018
Persistent link: https://www.econbiz.de/10011946926
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Out-of-sample forecast tests robust to the window size choice
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10009560880
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - 2010
Persistent link: https://www.econbiz.de/10009560934
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 3, pp. 432-453
Persistent link: https://www.econbiz.de/10009657251
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2011
Persistent link: https://www.econbiz.de/10010196679
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Out-of-sample forecast tests robust to the choice of window size
Rossi, Barbara; Inoue, Atsushi - 2012
Persistent link: https://www.econbiz.de/10010374008
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Testing for weak identification in possibly nonlinear models
Inoue, Atsushi; Rossi, Barbara - In: Journal of econometrics 161 (2011) 2, pp. 246-261
Persistent link: https://www.econbiz.de/10009242141
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Recursive predictability tests for real-time data
Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 336-345
Persistent link: https://www.econbiz.de/10003013004