Access Statistics for Alastair Hall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Method for the Selection of Relevant Instruments 3 9 32 171 4 16 56 380
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 7 21 85 499
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 0 0 155
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 1 1 3 18
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 2 15 15 15 11 27 27 27
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 3 10 60
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 4 296
Inference regarding multiple structural changes in linear models estimated via two stage least squares 6 11 16 16 12 32 36 36
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 2 5 40 78 15 54 171 224
Information criteria for impulse response function matching estimation of DSGE models 4 9 29 53 19 39 102 122
Judging instrument relevance in instrumental variables estimation 0 0 0 1 1 5 32 255
Non-Nested Testing in Models Estimated via Generalized Method of Moments 3 6 43 78 13 42 148 233
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 2 3 20 297
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 0 1 9 78
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 0 8 107
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 1 1 0 0 1 40
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 6 58 0 4 17 611
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 2 2 5 143
Predictive Tests for Structural Change with Unknown Breakpoint 0 3 24 138 3 12 62 939
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 5 12 57 232
Predictive Tests for Structural Change with Unknown Breakpoint 2 3 4 4 2 3 7 43
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 1 2 8 25 1 6 18 94
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 4 11 62
The Information Matrix Test for the Linear Model 0 0 0 0 5 12 33 36
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 8 44 174 12 37 160 515
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 1 1 15 159
Total Working Papers 23 71 262 813 117 337 1,097 5,661

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 2 5 12 102 4 15 55 513
A simplified method of calculating the distribution free Cox test 0 0 2 3 1 1 5 11
A simplified method of calculating the score test for serial correlation in multivariate models 2 3 6 10 8 15 46 76
Are consumption-based intertemporal capital asset pricing models structural? 2 2 10 37 5 6 21 103
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 3 8 3 7 23 51
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 2 2 2 2 4 10 17 17
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 2 5 26 394
Data mining and the selection of instruments 0 0 8 34 2 8 41 135
Editors Report 2003 0 0 0 0 1 3 7 8
Entropy-Based Moment Selection in the Presence of Weak Identification 1 1 1 1 1 1 1 1
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 1 2 5 79
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 1 6 58 1 6 24 337
Induced seasonality and production-smoothing models of inventory behavior 0 1 3 14 0 3 9 26
Information in generalized method of moments estimation and entropy-based moment selection 4 6 24 30 5 9 48 62
Instrument choice and tests for a unit root 0 0 0 1 1 1 3 15
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 1 5 1 1 8 27
Interview with Christopher A. Sims 0 0 0 0 1 2 20 190
Interview with Lars Peter Hansen 0 0 0 0 3 6 21 480
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 7 11 56 407
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 2 4 19 165
On the calculation of the information matrix test in the normal linear regression model 0 0 1 3 1 1 6 14
Predictive tests for structural change with unknown breakpoint 0 0 4 21 0 1 10 61
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 1 4 14 241
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 0 0 46
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 17 34 141 803
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 8 28 0 0 14 53
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) 0 2 7 17 0 2 8 41
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 2 9 25 0 3 15 49
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 1 1 10 1 3 6 45
The Information Matrix Test for the Linear Model 0 0 7 30 3 6 31 123
The large sample behaviour of the generalized method of moments estimator in misspecified models 2 5 9 52 2 8 22 165
Two further aspects of some new tests for structural stability 0 1 1 5 0 1 1 19
Total Journal Articles 15 32 125 498 78 179 723 4,757

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Statistics updated 2008-10-02