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Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric; Hall, Alastair - In: Journal of Econometrics 45 (1990) 1-2, pp. 121-139
Persistent link: https://www.econbiz.de/10005052756
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Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
Hall, Alastair - In: Journal of Econometrics 54 (1992) 1-3, pp. 223-250
Persistent link: https://www.econbiz.de/10005052813
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Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)
Hall, Alastair - In: Journal of Econometrics 60 (1994) 1-2, pp. 321-321
Persistent link: https://www.econbiz.de/10005052874
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Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair - In: Journal of Econometrics 82 (1998) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10005228945
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Testing for unit roots in autoregressive moving average models : An instrumental variable approach
Pantula, Sastry G.; Hall, Alastair - In: Journal of Econometrics 48 (1991) 3, pp. 325-353
Persistent link: https://www.econbiz.de/10005122833
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Induced seasonality and production-smoothing models of inventory behavior
Hall, Alastair - In: Journal of Econometrics 55 (1993) 1-2, pp. 169-172
Persistent link: https://www.econbiz.de/10005192637
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Testing nonnested Euler conditions with quadrature-based methods of approximation
Ghysels, Eric; Hall, Alastair - In: Journal of Econometrics 46 (1990) 3, pp. 273-308
Persistent link: https://www.econbiz.de/10005192925