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A simplified method of calculating the score test for serial correlation in multivariate models
Hall, Alastair R. - In: Economics letters 21 (1986) 2, pp. 159-161
Persistent link: https://www.econbiz.de/10001016549
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On the calculation of the information matrix test in the normal linear regression model
Hall, Alastair R. - In: Economics letters 1 (1989), pp. 31-35
Persistent link: https://www.econbiz.de/10001059898
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A simplified method of calculating the distribution free cox test : received 19.11.1984
Hall, Alastair - In: Economics letters 18 (1985) 2/3, pp. 149-151
Persistent link: https://www.econbiz.de/10002592293
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Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R. - In: Economics letters 52 (1996) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
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Instrument choice and tests for a unit root
Hall, Alastair R. - In: Economics letters 35 (1991) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001102136
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Contemporaneous and long run canonical correlations in the linear IV model : implications for instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 1, pp. 83-85
Persistent link: https://www.econbiz.de/10003899373
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A comparative study of three data-based methods of instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 3, pp. 280-283
Persistent link: https://www.econbiz.de/10003931080