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Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia - 2009
Persistent link: https://www.econbiz.de/10003889682
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Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia; Hall, Alastair R. - 2009
Persistent link: https://www.econbiz.de/10003889691
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009
Persistent link: https://www.econbiz.de/10003889713
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A comparative study of three data-based methods of instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 3, pp. 280-283
Persistent link: https://www.econbiz.de/10003931080
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Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - 2009
Persistent link: https://www.econbiz.de/10003935269
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012
Persistent link: https://www.econbiz.de/10009490092
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009
Persistent link: https://www.econbiz.de/10009304454
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Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
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Structural break inference using information criteria in models estimated by two stage least squares
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2013
Persistent link: https://www.econbiz.de/10010239098
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - 2013
Persistent link: https://www.econbiz.de/10010239104