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Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability

Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983

Persistent link: https://www.econbiz.de/10001818930

A consistent method for the selection of relevant instruments

Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287

Persistent link: https://www.econbiz.de/10001786922

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/10001750821

JBES twentieth anniversary issue on the generalized method of moments

Ghysels, Eric (contributor); Hall, Alastair R. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001705935

Interview with Lars Peter Hansen

Hansen, Lars Peter; Ghysels, Eric; Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 442-447

Persistent link: https://www.econbiz.de/10001705954

Interview with Christopher A. Sims

Sims, Christopher A.; Ghysels, Eric; Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 448-449

Persistent link: https://www.econbiz.de/10001705957

Two further aspects of some new tests for structural stability

Sen, Amit; Hall, Alastair R. - In: Structural change and economic dynamics : SC+ED 10 (1999) 3/4, pp. 431-443

Persistent link: https://www.econbiz.de/10001645453

Instrument choice and tests for a unit root

Hall, Alastair R. - In: Economics letters 35 (1991) 2, pp. 161-165

Persistent link: https://www.econbiz.de/10001102136

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

Hall, Alastair R. - 2014

We propose new information criteria for impulse response function matching estimators (IRFMEs). These estimators yield sampling distributions of the structural parameters of dynamic stochastic general equilibrium (DSGE) models by minimizing the distance between sample and theoretical impulse...

Persistent link: https://www.econbiz.de/10013070607

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/10003899373

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