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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - In: Journal of econometrics 170 (2012) 2, pp. 499-518
Persistent link: https://www.econbiz.de/10009686765
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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/10001750821
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Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.; Inoue, Atsushi; Jana, Kalidas; Shin, … - In: Journal of econometrics 138 (2007) 2, pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric - In: Journal of econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10001234579
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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia; Hall, Alastair R. - In: Journal of econometrics 172 (2013) 1, pp. 158-167
Persistent link: https://www.econbiz.de/10009702292
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Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - In: Journal of econometrics 170 (2012) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10009685918
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Bootstrapping structural change tests
Boldea, Otilia; Cornea-Madeira, Adriana; Hall, Alastair R. - In: Journal of econometrics 213 (2019) 2, pp. 359-397
Persistent link: https://www.econbiz.de/10012304561
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The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper; Hall, Alastair R. - In: Journal of econometrics 205 (2018) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
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Inference in second-order identified models
Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - In: Journal of econometrics 218 (2020) 2, pp. 346-372
Persistent link: https://www.econbiz.de/10012483005