The following pages link to Alastair R. Hall (Q280211):
Displaying 50 items.
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models'' (Q289229) (← links)
- (Q375107) (redirect page) (← links)
- A simplified method of calculating the distribution free Cox test (Q375108) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Information criteria for impulse response function matching estimation of DSGE models (Q528064) (← links)
- Estimation and inference in unstable nonlinear least squares models (Q528129) (← links)
- Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large (Q673200) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Are consumption-based intertemporal capital asset pricing models structural? (Q808144) (← links)
- A simplified method of calculating the score test for serial correlation in multivariate models (Q899820) (← links)
- Corrigendum: A simplified method of calculating the distribution free Cox test (Q899887) (← links)
- On the calculation of the information matrix test in the normal linear regression model (Q902620) (← links)
- Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261) (← links)
- A comparative study of three data-based methods of instrument selection (Q1046302) (← links)
- Conditions for a matrix Kronecker lemma (Q1076109) (← links)
- Testing for unit roots in autoregressive moving average models. An instrumental variable approach (Q1176602) (← links)
- Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
- Predictive tests for structural change with unknown breakpoint (Q1377327) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- The large sample behaviour of the generalized method of moments estimator in misspecified models (Q1810674) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Bootstrapping structural change tests (Q2280577) (← links)
- Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models'' (Q2512633) (← links)
- (Q2767972) (← links)
- Economic Time Series: Modeling and Seasonality (Q2852500) (← links)
- Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (Q2870574) (← links)
- DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN: 978-1-107-63002-4 (Q2933198) (← links)
- Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (Q3028841) (← links)
- NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS (Q3168877) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← links)
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator (Q3357410) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- The Information Matrix Test for the Linear Model (Q3799533) (← links)
- Testing for a unit root in the presence of moving average errors (Q3834913) (← links)
- JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS (Q4012960) (← links)
- Generalized Predictive Tests and Structural Change Analysis in Econometrics (Q4286520) (← links)
- ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS (Q4299035) (← links)
- On Periodic Structures and Testing for Seasonal Unit Roots (Q4366098) (← links)
- A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
- GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT (Q4527881) (← links)
- Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test (Q4530995) (← links)
- COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY (Q4562545) (← links)
- RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS (Q4864579) (← links)
- Judging Instrument Relevance in Instrumental Variables Estimation (Q4889511) (← links)
- Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (Q5080135) (← links)
- Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach (Q5080512) (← links)
- The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- (Q5461413) (← links)
