Access Statistics for Atsushi Inoue

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models 5 10 35 248 28 55 225 955
Bagging Time Series Models 1 2 10 138 4 11 39 366
Bagging Time Series Models 0 2 9 135 3 13 45 465
Bootstrapping Autoregressive Processes with Possible Unit Roots 2 5 16 201 3 10 36 430
Bootstrapping GMM Estimators for Time Series 6 12 40 420 12 27 103 1,063
Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think 3 6 47 272 9 28 123 826
Do Actions Speak Louder than Words? Household Expectations of Inflation Based on Micro Consumption Data 1 4 13 43 7 14 47 198
Do actions speak louder than words? Household expectations of inflation based on micro consumption data 2 4 13 57 6 17 55 216
How Useful is Bagging in Forecasting Economic Time Series? A Case Study of US CPI Inflation 5 13 34 202 8 29 96 544
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? 16 36 154 679 142 295 1,077 3,214
In-Sample or out-of-sample tests of predictability: which one should we use? 12 26 106 522 61 130 421 1,261
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 6 15 56 144 14 48 182 439
Information criteria for impulse response function matching estimation of DSGE models 3 8 21 83 7 19 69 229
Long Memory and Regime Switching 5 19 69 444 9 29 138 992
Monitoring and Forecasting Currency Crises 2 4 11 105 6 13 43 281
On the Selection of Forecasting Models 0 2 15 303 1 4 62 1,097
On the selection of forecasting models 1 7 44 537 10 25 116 1,110
Recursive Predictability Tests for Real-Time Data 2 3 12 74 3 10 37 229
Stamp 5.0: A Review 0 5 15 117 1 10 35 482
Testing Change in Time Series 0 1 3 53 0 2 5 133
Testing and Comparing Value-at-Risk Measures 6 13 60 1,902 15 40 156 4,528
Testing, Comparing, and Combining Value at Risk Measures 1 11 37 473 4 23 75 774
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 3 10 48 234 8 29 122 672
Two-Sample Instrumental Variables Estimators 4 17 83 229 24 59 225 719
Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models 8 17 46 115 12 27 92 170
Total Working Papers 94 252 997 7,730 397 967 3,624 21,393

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS 2 3 8 47 4 8 26 182
A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS 0 3 6 7 2 7 31 33
A bootstrap approach to moment selection 0 0 8 22 1 3 16 88
Bootstrapping Autoregressive Processes with Possible Unit Roots 0 1 10 52 2 6 24 332
Bootstrapping GMM estimators for time series 0 0 9 49 2 2 22 119
Bootstrapping Smooth Functions of Slope Parameters and Innovation Variances in VAR (∞) Models 0 0 5 45 0 1 26 241
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 0 0 0 6 6
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 0 0 2 0 2 7 29
Efficient estimation and inference in linear pseudo-panel data models 2 8 16 34 2 10 27 66
Entropy-Based Moment Selection in the Presence of Weak Identification 1 3 10 16 1 4 20 28
How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation 0 2 12 18 0 2 26 41
Identifying the sign of the slope of a monotonic function via OLS 0 0 1 6 0 2 9 110
Information in generalized method of moments estimation and entropy-based moment selection 0 0 9 45 0 3 20 92
Long memory and regime switching 4 9 25 139 9 16 56 322
Monitoring and Forecasting Currency Crises 4 9 27 48 6 12 56 116
On the selection of forecasting models 1 4 19 96 1 7 41 190
Recursive Predictability Tests for Real-Time Data 0 1 4 23 0 1 20 64
Software review 0 0 1 7 0 0 2 66
TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES 0 0 4 4 0 2 9 9
THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP 0 0 5 5 1 5 17 17
Testing and comparing Value-at-Risk measures 1 4 16 172 3 9 34 413
Testing for the principal’s monopsony power in agency contracts 0 1 3 13 1 2 8 71
Tests of cointegrating rank with a trend-break 1 2 15 57 3 7 28 142
The Stability of the Japanese Banking System: A Historical Perspective 0 5 12 41 1 10 30 127
The large sample behaviour of the generalized method of moments estimator in misspecified models 2 8 16 69 2 12 34 204
Total Journal Articles 18 63 241 1,017 41 133 595 3,108

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Statistics updated 2009-12-07