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1
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
Peixe, Fernanda
;
Hall, Alastair
;
Kyriakoulis, Kostas
- In:
Econometric reviews
25
(
2006
)
1
,
pp. 117
Persistent link: https://www.econbiz.de/10006871608
Saved in:
2
A Consistent Method for the Selection of Relevant Instruments
Hall, Alastair
;
Peixe, Fernanda
- In:
Econometric reviews
22
(
2003
)
3
,
pp. 269-288
Persistent link: https://www.econbiz.de/10006884246
Saved in:
3
On Periodic Structures and Testing for Seasonal Unit Roots
Ghysels, Eric
;
Hall, Alastair
;
Lee, Hahn Shik
- In:
Journal of the American Statistical Association : JASA
91
(
1996
)
436
,
pp. 1551-1559
Persistent link: https://www.econbiz.de/10006632752
Saved in:
4
Corrigendum to "Predictive tests for structural change with unknown breakpoint" (J. Econom. 82 (1997) 209-233)
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 337
Persistent link: https://www.econbiz.de/10006786370
Saved in:
5
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric
;
Guay, Alain
;
Hall, Alastair
- In:
Journal of econometrics
82
(
1998
)
2
,
pp. 209-234
Persistent link: https://www.econbiz.de/10006790191
Saved in:
6
Discussion: 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/10006805334
Saved in:
7
Generalized Predictive Tests and Structural Change Analysis in Econometrics
Dufour, Jean-Marie
;
Ghysels, Eric
;
Hall, Alastair
- In:
International economic review
35
(
1994
)
1
,
pp. 199-230
Persistent link: https://www.econbiz.de/10006073258
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8
Editorial Announcement
Ghysels, Eric
;
Hall, Alastair
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10008214958
Saved in:
9
Editors' Introduction to Twentieth Anniversary Commemorative Issue of the Journal of Business and Economic Statistics
Ghysels, Eric
;
Hall, Alastair
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10008216541
Saved in:
10
Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
Hall, Alastair
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 461-470
Persistent link: https://www.econbiz.de/10008224410
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