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Testing, comparing, and combining value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - 1999
Persistent link: https://www.econbiz.de/10001427788
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Testing and comparing value-at-risk measures
Christoffersen, Peter F.; Hahn, Jinyong; Inoue, Atsushi - In: Journal of empirical finance 8 (2001) 3, pp. 325-342
Persistent link: https://www.econbiz.de/10001587072
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi - 2002
Persistent link: https://www.econbiz.de/10013424233
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A bootstrap approach to moment selection
Inoue, Atsushi - In: The econometrics journal 9 (2006) 1, pp. 48-75
Persistent link: https://www.econbiz.de/10003320194
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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/10003608210
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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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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/10001382112
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Identifying the sign of the slope of a monotonic function via OLS
Inoue, Atsushi - In: Economics letters 75 (2002) 3, pp. 419-424
Persistent link: https://www.econbiz.de/10001667240
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003730903
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Testing for the principal's monopsony power in agency contracts
Inoue, Atsushi; Vukina, Tomislav - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 717-734
Persistent link: https://www.econbiz.de/10003352693