Narrow search
Showing 1 - 10 of 21
Cover Image
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2015
Persistent link: https://www.econbiz.de/10010531165
Cover Image
Inference in second-order identified models
Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - 2018
Persistent link: https://www.econbiz.de/10011945658
Cover Image
The asymptotic properties of GMM and indirect inference under second-order identification
Dovonon, Prosper; Hall, Alastair R. - 2018
Persistent link: https://www.econbiz.de/10011948531
Cover Image
Predictive tests for structural change with unknown breakpoint
Ghysels, Eric; Guay, Alain; Hall, Alastair R. - 1995
Persistent link: https://www.econbiz.de/10001512516
Cover Image
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
Cover Image
Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia; Hall, Alastair R. - 2009
Persistent link: https://www.econbiz.de/10003889691
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Estimation and inference in unstable nonlinear least squares models
Boldea, Otilia; Hall, Alastair R. - 2012
Persistent link: https://www.econbiz.de/10009663572