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 0 289 0 2 3 783
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 1 1 1 806
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 3 4 193
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 0 0 43
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 0 0 2 216
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 97
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 1 2 3 207
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 2 2 4 75
Estimation and inference in unstable nonlinear least squares models 0 1 1 54 3 7 7 154
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 2 7 390
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 3 4 115
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 2 2 2 147
Inference on Structural Breaks using Information Criteria 0 0 0 152 4 5 6 151
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 1 2 3 236
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 1 3 3 275
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 1 2 61
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 0 174
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 4 9 478
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 460 1 3 19 1,626
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 2 3 393
Judging instrument relevance in instrumental variables estimation 0 0 0 1 1 2 4 601
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 3 279 3 5 13 888
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 1 1 3 369
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 0 25 2 2 5 138
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 82 0 0 0 680
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 0 2 155
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 0 0 2 80
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 1 1 1 203
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 1 1 1 179
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 0 1 1,117
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 1 1 2 148
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 1 1 4 338
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 1 2 3 186
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 1 2 2 108
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 0 0 126
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 1 3 69
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 1 1 64
The Information Matrix Test for the Linear Model 0 0 0 8 1 3 4 304
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 2 3 5 980
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 2 2 3 204
Total Working Papers 0 2 8 2,634 39 72 142 13,694

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 1 1 75 2 4 7 231
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 0 1 2 873
A comparative study of three data-based methods of instrument selection 0 0 0 14 0 1 5 53
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 0 1 38
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 0 0 2 132
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 0 11 0 0 5 53
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 0 1 1 320
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 1 81
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 1 1 4 48
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 43 6 7 7 292
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 0 2 3 526
Data mining and the selection of instruments 0 0 0 6 0 0 0 46
Economic Time Series: Modeling and Seasonality 0 0 0 29 0 0 0 60
Editors Report 2003 0 0 0 2 1 2 3 25
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 1 3 102
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 0 0 135
Estimation and inference in unstable nonlinear least squares models 0 0 0 49 0 1 3 211
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 1 1 2 50
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 1 2 7 473
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 1 1 2 20
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 0 2 82
Inference about long run canonical correlations 0 0 0 3 0 0 1 23
Inference on Structural Breaks using Information Criteria 0 0 0 6 0 1 2 50
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 24 0 1 4 140
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 80 1 2 7 289
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 0 1 5 257
Instrument choice and tests for a unit root 0 0 1 12 0 0 1 40
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 0 0 2 52
Interview with Christopher A. Sims 0 0 0 0 0 0 1 279
Interview with Lars Peter Hansen 0 0 0 0 0 0 2 559
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 0 3 892
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 0 0 202
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 1 5 84
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 1 2 3 44
Predictive tests for structural change with unknown breakpoint 0 0 0 45 1 2 4 172
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 1 2 4 353
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 1 1 2 63
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 3 5 9 1,403
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 0 0 3 129
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 1 2 3 87
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 0 0 60 0 1 3 145
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 22 0 0 0 101
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 1 1 2 144
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 1 4 276 2 5 13 686
Two further aspects of some new tests for structural stability 0 0 0 13 0 0 0 62
Total Journal Articles 0 2 10 1,500 26 52 139 10,187

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 0 0 11 186
Total Books 0 0 0 0 0 0 11 186

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Statistics updated 2025-12-06