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 3 3 6 786
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 3 6 6 811
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 1 2 6 195
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 4 5 5 48
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 6 7 9 223
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 3 5 5 102
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 2 4 5 210
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 11 17 19 90
Estimation and inference in unstable nonlinear least squares models 0 0 1 54 9 14 18 165
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 6 12 395
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 2 4 7 118
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 2 4 4 149
Inference on Structural Breaks using Information Criteria 0 0 0 152 2 9 11 156
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 3 6 8 241
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 4 7 9 281
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 9 13 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 7 10 26 1,635
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 6 10 17 486
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 4 4 178
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 0 3 393
Judging instrument relevance in instrumental variables estimation 0 0 0 1 2 5 7 605
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 3 279 2 9 18 894
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 4 6 8 374
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 0 25 6 8 9 144
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 1 2 2 139
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 2 3 3 683
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 2 2 4 157
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 3 5 7 85
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 1 3 3 205
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 0 1 1 179
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 5 11 12 158
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 18 19 22 356
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 4 5 6 1,122
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 22 60 62 245
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 2 4 5 111
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 1 3 3 129
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 2 4 6 73
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 5 8 9 72
The Information Matrix Test for the Linear Model 0 0 0 8 2 4 7 307
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 1 1 1 341 2 9 11 987
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 3 6 7 208
Total Working Papers 1 2 9 2,636 170 313 406 13,968

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 1 75 5 8 11 237
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 4 4 5 877
A comparative study of three data-based methods of instrument selection 0 0 0 14 4 6 10 59
A simplified method of calculating the distribution free Cox test 0 0 0 7 3 3 4 41
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 0 0 1 132
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 0 11 6 6 11 59
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 3 4 5 324
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 1 2 3 83
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 3 6 50
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 8 29 30 315
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 2 2 5 528
Data mining and the selection of instruments 0 0 0 6 2 3 3 49
Economic Time Series: Modeling and Seasonality 0 0 0 29 2 2 2 62
Editors Report 2003 0 0 0 2 0 1 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 0 3 102
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 3 4 4 139
Estimation and inference in unstable nonlinear least squares models 0 0 0 49 4 8 11 219
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 0 3 4 52
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 4 9 15 481
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 0 1 2 20
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 1 3 83
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 1 2 4 52
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 24 0 0 4 140
Information criteria for impulse response function matching estimation of DSGE models 0 0 3 80 5 9 15 297
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 5 6 11 263
Instrument choice and tests for a unit root 0 0 1 12 0 2 3 42
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 4 5 6 57
Interview with Christopher A. Sims 0 0 0 0 2 4 4 283
Interview with Lars Peter Hansen 0 0 0 0 1 5 7 564
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 3 6 7 898
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 1 2 2 204
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 3 6 10 89
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 1 2 4 45
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 5 8 176
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 2 5 8 357
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 2 3 4 65
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 3 8 14 1,408
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 6 8 11 137
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 1 1 35 2 4 6 90
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 0 0 60 0 1 4 146
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 22 2 2 2 103
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 1 2 3 145
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 4 276 8 11 22 695
Two further aspects of some new tests for structural stability 0 0 0 13 4 5 5 67
Total Journal Articles 0 1 11 1,501 107 202 306 10,363

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 9 186
Total Books 0 0 0 0 0 0 9 186

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Statistics updated 2026-02-12