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Hall, Alastair R.
23
Hall, Alastair
12
Ghysels, Eric
7
Inoue, Atsushi
6
Boldea, Otilia
5
Jana, Kalidas
5
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4
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2
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Journal of econometrics
9
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6
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4
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4
Journal of the American Statistical Association : JASA
3
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OLC EcoSci
ECONIS (ZBW)
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Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
Boldea, Otilia
;
Hall, Alastair R.
;
Han, Sanggohn
- In:
Econometric reviews
31
(
2012
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009986242
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2
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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3
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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4
Structural versus matching estimation: Transmission mechanisms in Armenia
Poghosyan, Karen
;
Boldea, Otilia
- In:
Economic modelling
30
(
2013
),
pp. 136-148
Persistent link: https://www.econbiz.de/10010062248
Saved in:
5
Forward Regression for Ultra-High Dimensional Variable Screening
Boldea, Otilia
;
Magnus, Jan R
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1512-1525
Persistent link: https://www.econbiz.de/10008376195
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6
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:
7
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:
8
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:
9
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:
10
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
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