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Data mining and the selection of instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: The journal of economic methodology 7 (2000) 2, pp. 265-278
Persistent link: https://www.econbiz.de/10001503149
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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
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A consistent method for the selection of relevant instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10001786922
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The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution
Peixe, Fernanda P. M.; Hall, Alastair R.; Kyriakoulis, … - In: Econometric reviews 25 (2006) 1, pp. 117-138
Persistent link: https://www.econbiz.de/10003309365
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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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The information matrix test for the linear model
Hall, Alastair R. - In: The review of economic studies 54 (1987) 2, pp. 257-263
Persistent link: https://www.econbiz.de/10001036957
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[Rezension von: Banerjee, Anindya, ..., Co-integration, error correction, and the econometric analysis of non-stationary data]
Hall, Alastair R. - In: The economic journal : the journal of the Royal … 106 (1996) 439, pp. 1813-1815
Persistent link: https://www.econbiz.de/10001348374
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Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
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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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Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 417-426
Persistent link: https://www.econbiz.de/10001096543