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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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Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”
Hall, Alastair R.; Inoue, Atsushi - In: Journal of econometrics 141 (2007) 2, pp. 1418
Persistent link: https://www.econbiz.de/10007859747
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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/10007732045
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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/10010052637
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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. 281-303
Persistent link: https://www.econbiz.de/10010013515
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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. 499-519
Persistent link: https://www.econbiz.de/10010013528
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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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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/10006763069
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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