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1
Instrumental variable estimation of structural var models robust to possible nonstationarity
Cheng, Xu
;
Han, Xu
;
Inoue, Atsushi
- In:
Econometric theory
38
(
2022
)
5
,
pp. 845-874
Persistent link: https://www.econbiz.de/10013469680
Saved in:
2
In-sample or out-of-sample tests of predictability : which one should we use?
Inoue, Atsushi
-
2002
Persistent link: https://www.econbiz.de/10013424233
Saved in:
3
Tests for overidentifying restrictions in Factor-Augmented VAR models
Han, Xu
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 394-419
Persistent link: https://www.econbiz.de/10011339283
Saved in:
4
Shrinkage estimation of factor models with global and group-specific factors
Han, Xu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012424495
Saved in:
5
Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
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6
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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7
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
Saved in:
8
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
Saved in:
9
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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10
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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