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 0 0 0 283 0 2 10 763
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 2 2 13 792
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 0 3 185
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 0 3 41
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 0 0 5 210
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 4 91
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 69 0 1 7 197
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 8 1 1 4 62
Estimation and inference in unstable nonlinear least squares models 0 0 0 52 0 0 8 136
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 3 3 8 374
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 4 109
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 16 1 2 12 134
Inference on Structural Breaks using Information Criteria 0 0 0 152 2 2 12 141
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 1 1 7 228
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 79 0 1 5 221
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 1 5 47
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 3 18 417 3 11 81 1,380
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 31 1 2 9 158
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 101 1 2 11 458
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 104 2 3 15 377
Judging instrument relevance in instrumental variables estimation 0 0 0 1 2 7 28 545
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 1 273 1 3 16 863
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 0 0 3 366
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 1 19 1 1 5 114
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 1 3 7 135
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 0 2 150
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 1 1 5 680
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 1 2 5 76
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 4 202
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 2 42 1 3 10 165
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 3 12 136
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 172 1 1 10 1,107
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 1 2 13 325
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 1 42 1 1 3 180
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 42 0 1 10 73
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 0 5 123
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 3 7 4 5 17 48
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 1 1 3 59
The Information Matrix Test for the Linear Model 0 0 2 7 2 2 7 292
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 334 2 6 11 950
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 4 200
Total Working Papers 0 3 29 2,541 37 76 406 12,893


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 2 2 3 68 2 3 9 198
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 1 159 0 0 3 867
A comparative study of three data-based methods of instrument selection 0 0 0 12 0 0 2 45
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 0 1 35
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 0 0 1 129
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 1 11 0 1 4 40
Are consumption-based intertemporal capital asset pricing models structural? 0 0 1 102 0 2 4 297
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 1 1 77
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 0 1 42
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 1 3 39 0 3 9 266
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 1 3 7 515
Data mining and the selection of instruments 0 0 0 5 1 1 2 37
Economic Time Series: Modeling and Seasonality 0 0 1 25 0 0 1 51
Editors Report 2003 0 0 0 2 1 2 3 19
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 0 15
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 1 2 96
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 0 5 127
Estimation and inference in unstable nonlinear least squares models 0 0 1 47 0 0 5 199
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 1 14 0 0 4 41
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 83 2 2 14 449
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 0 0 1 18
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 0 0 74
Inference about long run canonical correlations 0 0 0 3 0 0 1 22
Inference on Structural Breaks using Information Criteria 0 0 0 5 0 0 8 41
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 22 0 1 7 108
Information criteria for impulse response function matching estimation of DSGE models 0 0 4 61 1 3 17 253
Information in generalized method of moments estimation and entropy-based moment selection 0 1 3 103 0 2 8 233
Instrument choice and tests for a unit root 0 0 0 11 0 0 1 37
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 47
Interview with Christopher A. Sims 0 0 0 0 0 1 4 272
Interview with Lars Peter Hansen 0 0 0 0 0 0 2 553
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 4 21 786
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 0 6 198
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 2 4 73
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 0 2 2 39
Predictive tests for structural change with unknown breakpoint 0 0 0 44 0 1 11 159
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 1 4 345
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 0 1 59
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 0 3 17 1,339
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 49 0 0 1 122
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 0 0 58 0 0 3 134
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 20 0 0 5 96
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 0 0 2 131
The Oxford Handbook of Economic Forecasts 0 0 0 14 0 0 0 62
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 4 12 244 1 8 25 588
Two further aspects of some new tests for structural stability 0 0 0 11 1 2 5 55
Total Journal Articles 2 8 32 1,405 11 49 235 9,473


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 3 3 30 136
Total Books 0 0 0 0 3 3 30 136


Statistics updated 2020-09-04