Similar Search Results

Are consumption-based intertemporal capital asset pricing models structural?

Ghysels, Eric; Hall, Alastair - In: Journal of Econometrics 45 (1990) 1-2, pp. 121-139

Persistent link: https://www.econbiz.de/10005052756

Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection

Hall, Alastair - In: Journal of Econometrics 54 (1992) 1-3, pp. 223-250

Persistent link: https://www.econbiz.de/10005052813

Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)

Hall, Alastair - In: Journal of Econometrics 60 (1994) 1-2, pp. 321-321

Persistent link: https://www.econbiz.de/10005052874

Testing for unit roots in autoregressive moving average models : An instrumental variable approach

Pantula, Sastry G.; Hall, Alastair - In: Journal of Econometrics 48 (1991) 3, pp. 325-353

Persistent link: https://www.econbiz.de/10005122833

Predictive tests for structural change with unknown breakpoint

Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of Econometrics 82 (1998) 2, pp. 209-233

Persistent link: https://www.econbiz.de/10005228945

Induced seasonality and production-smoothing models of inventory behavior

Hall, Alastair - In: Journal of Econometrics 55 (1993) 1-2, pp. 169-172

Persistent link: https://www.econbiz.de/10005192637

Testing nonnested Euler conditions with quadrature-based methods of approximation

Ghysels, Eric; Hall, Alastair - In: Journal of Econometrics 46 (1990) 3, pp. 273-308

Persistent link: https://www.econbiz.de/10005192925

Information criteria for impulse response function matching estimation of DSGE models

Hall, Alastair R.; Inoue, Atsushi; Nason, James M.; … - In: Journal of Econometrics 170 (2012) 2, pp. 499-518

We propose new information criteria for impulse response function matching estimators (IRFMEs). These estimators yield sampling distributions of the structural parameters of dynamic stochastic general equilibrium (DSGE) models by minimizing the distance between sample and theoretical impulse...

Persistent link: https://www.econbiz.de/10011052257

Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]

Hall, Alastair R.; Inoue, Atsushi - In: Journal of Econometrics 141 (2007) 2, pp. 1417-1418

Persistent link: https://www.econbiz.de/10005238990

The large sample behaviour of the generalized method of moments estimator in misspecified models

Hall, Alastair R.; Inoue, Atsushi - In: Journal of Econometrics 114 (2003) 2, pp. 361-394

Persistent link: https://www.econbiz.de/10005192546