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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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The zero lower bound and parameter bias in an estimated DSGE model
Hirose, Yasuo; Inoue, Atsushi - 2014
Persistent link: https://www.econbiz.de/10010502100
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asympotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...
Persistent link: https://www.econbiz.de/10010437938
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Entropy-based moment selection in the presence of weak identification
Hall, Alastair R.; Inoue, Atsushi; Shin, Changmock - In: Econometric reviews 27 (2008) 4/6, pp. 398-427
Persistent link: https://www.econbiz.de/10003761307
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Impulse response matching estimators for DSGE models
Guerrón-Quintana, Pablo A.; Inoue, Atsushi; Kilian, Lutz - 2014
Persistent link: https://www.econbiz.de/10010465634
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How useful is bagging in forecasting economic time series? : A case study of US CPI inflation
Inoue, Atsushi; Kilian, Lutz - 2005
Persistent link: https://www.econbiz.de/10003187611
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A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi; Solon, Gary - 2005
Persistent link: https://www.econbiz.de/10002928881
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Two-sample instrumental variables estimation
Inoue, Atsushi; Solon, Gary - 2005
Persistent link: https://www.econbiz.de/10002928891
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In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi; Kilian, Lutz - In: Econometric reviews 23 (2004) 4, pp. 371-402
Persistent link: https://www.econbiz.de/10002514260
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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