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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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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. 280-284
Persistent link: https://www.econbiz.de/10008895688
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Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 1, pp. 83-86
Persistent link: https://www.econbiz.de/10008895730
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Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 1, pp. 83-85
Persistent link: https://www.econbiz.de/10008306676
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2010) 2, pp. 443-457
Persistent link: https://www.econbiz.de/10008881748
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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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Long Run Canonical Correlations : Estimation and Inference
Dovonon, Prosper - 2009
This paper proposes methods for both the consistent estimation of so-called long run canonical correlations (LRCCs) and also testing the null hypothesis that a subset of LRCCs are zero. Two test statistics are proposed and their limiting distribution is derived under the null hypothesis. It is...
Persistent link: https://www.econbiz.de/10013155084
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Testing structural stability in macroeconometric models
Boldea, Otilia; Hall, Alastair R. - In: Handbook of research methods and applications in …, (pp. 206-228). 2013
Persistent link: https://www.econbiz.de/10010206799