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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric - In: Journal of econometrics 45 (1990) 1, pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
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Generalized predictive tests and structural change analysis in econometrics
Dufour, Jean-Marie - In: International economic review 35 (1994) 1, pp. 199-229
Persistent link: https://www.econbiz.de/10001160467
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Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R. - In: Economics letters 52 (1996) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
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Estimating the speed of adjustment in partial adjustment models
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 4, pp. 441-453
Persistent link: https://www.econbiz.de/10001113383
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A test for structural stability of Euler conditions parameters estimated via the generalized method of moments estimator
Ghysels, Eric - In: International economic review 31 (1990) 2, pp. 355-364
Persistent link: https://www.econbiz.de/10001087269
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Judging instrument relevance in instrumental variables estimation
Hall, Alastair R. - In: International economic review 37 (1996) 2, pp. 283-298
Persistent link: https://www.econbiz.de/10001202124
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A nonparametric approach to stochastic discount factor estimation
Hu, Fan; Hall, Alastair R.; Nychka, Douglas W. - In: Applying Kernel and nonparametric estimation to …, (pp. 155-176). 2000
Persistent link: https://www.econbiz.de/10001548534
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Testing target-zone models using efficient method of moments
Chung, Chae-shick; Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
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GARP, separability, and the representative agent
Fleissig, Adrian R.; Hall, Alastair R.; Seater, John J. - In: Macroeconomic dynamics 4 (2000) 3, pp. 324-342
Persistent link: https://www.econbiz.de/10001520612
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Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.; Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 335-348
Persistent link: https://www.econbiz.de/10001410716