Access Statistics for Alastair Hall

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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 0 0 1 285 0 0 3 772
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 0 0 1 804
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 0 1 188
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 0 0 41
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 0 0 1 213
EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers 0 0 0 21 0 0 1 96
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 1 70 0 0 2 203
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 8 0 0 0 66
Estimation and inference in unstable nonlinear least squares models 0 0 0 53 1 1 2 147
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 1 111
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 3 382
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 1 1 144
Inference on Structural Breaks using Information Criteria 0 0 0 152 0 0 1 144
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 0 0 0 232
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 79 4 9 18 255
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 3 53
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 32 0 0 1 169
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 2 468
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 1 1 8 444 2 10 53 1,542
Information criteria for impulse response function matching estimation of DSGE models 0 0 2 107 0 0 3 388
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 0 7 591
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 2 276 0 1 5 874
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 0 0 0 366
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 1 1 21 1 2 3 128
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 0 0 0 137
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 0 0 0 78
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 0 0 153
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 0 0 0 680
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 0 202
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 1 1 3 178
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 0 0 144
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 1 173 0 1 2 1,113
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 0 0 333
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 0 0 0 183
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 1 3 46 0 2 11 97
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 0 0 125
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 7 0 0 2 62
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 0 0 63
The Information Matrix Test for the Linear Model 0 1 1 8 0 5 5 297
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 1 2 340 0 1 4 971
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 0 201
Total Working Papers 1 5 22 2,594 9 35 139 13,394

Journal Article 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 0 0 0 69 0 1 2 213
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 0 0 0 871
A comparative study of three data-based methods of instrument selection 0 1 2 14 0 1 2 47
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 0 0 37
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 0 0 0 129
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 0 11 0 0 0 48
Are consumption-based intertemporal capital asset pricing models structural? 0 0 1 106 0 1 4 316
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 0 0 80
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 0 1 44
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 0 0 42 0 0 2 284
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 0 1 1 521
Data mining and the selection of instruments 0 0 0 6 0 1 3 44
Economic Time Series: Modeling and Seasonality 0 0 0 25 0 0 1 55
Editors Report 2003 0 0 0 2 0 0 1 22
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 16
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 0 98
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 0 1 134
Estimation and inference in unstable nonlinear least squares models 0 0 1 49 0 0 1 206
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 0 0 0 47
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 2 85 0 0 5 463
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 0 0 0 18
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 0 1 80
Inference about long run canonical correlations 0 0 0 3 0 0 0 22
Inference on Structural Breaks using Information Criteria 0 0 0 6 0 0 0 46
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 22 2 2 7 132
Information criteria for impulse response function matching estimation of DSGE models 0 0 1 70 2 2 5 270
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 105 0 0 1 247
Instrument choice and tests for a unit root 0 0 0 11 0 0 0 38
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 0 0 1 49
Interview with Christopher A. Sims 0 0 0 0 0 0 1 275
Interview with Lars Peter Hansen 0 0 0 0 0 0 0 556
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 1 15 885
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 1 1 202
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 0 0 1 79
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 0 0 0 40
Predictive tests for structural change with unknown breakpoint 0 0 0 44 0 0 0 165
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 0 0 347
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 0 0 61
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 2 3 11 1,375
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 1 51 0 0 1 125
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 0 0 34 0 0 0 84
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 1 2 60 0 1 2 140
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 21 0 0 0 100
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 0 1 2 141
The Oxford Handbook of Economic Forecasts 0 0 0 14 0 0 0 64
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 265 0 0 2 647
Two further aspects of some new tests for structural stability 0 0 1 13 0 0 2 61
Total Journal Articles 0 2 13 1,460 6 16 77 9,924

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generalized Method of Moments 0 0 0 0 2 5 11 157
Total Books 0 0 0 0 2 5 11 157

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Statistics updated 2023-03-10