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Xu Han and Atsushi Inoue, "Tests for Parameter Stability in Dynamic Factor Models."
Atsushi Inoue and Lutz Kilian, "Inference on Impulse Response Functions in Structural VAR Models."
Atsushi Inoue, Emily Lynch and Barbara Rossi, "Heterogeneous Consumers and Fiscal Policy Shocks"
Pablo Guerron-Quintana, Atsushi Inoue and Lutz Kilian, "Frequentist Inference in Weakly Identified DSGE Models."
Atsushi Inoue, "Mean-Plus-Noise Factor Models: An Empirical Exploration"
Atsushi Inoue, Barbara Rossi and Lu Jin, "Consistent Model Selection Over Rolling Windows."
forthcoming in N.R. Swanson and X. Chen eds., Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis, Springer.
Barbara Rossi and Atsushi Inoue
"Out-of-Sample Forecast Test Robust to the Window Size Choice,"Journal of Business and Economic Statistics, forthcoming.
Alastair Hall, Atsushi Inoue, Jim Nason and Barbara Rossi
"Information Criteria for Impulse Response Function Matching Estimation of DSGE Models,"
Journal of Econometrics, forthcoming
(Codes and Data).
Atsushi Inoue and Barbara Rossi
"Testing for Identification in Possibly Nonlinear Models,"
Journal of Econometrics, 161, 246-261, 2011.
Atsushi Inoue and Barbara Rossi
"Which Structural Parameters Are "Structural"? Identifying the Sources of Instabilities in Economic Models," Review of Economics and Statistics, 93, 1186-1204, 2011.
Atsushi Inoue and Gary Solon "Two-Sample Instrumental Variables Estimators," Review of Economics and Statistics, 92, 557-561, 2010.
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