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 4 289 1 1 7 779
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 0 0 0 804
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 0 1 189
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 0 2 43
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 0 0 0 213
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 0 96
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 1 3 11 1 2 5 71
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 0 0 1 204
Estimation and inference in unstable nonlinear least squares models 0 0 0 53 0 0 0 147
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 0 111
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 0 1 383
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 1 1 145
Inference on Structural Breaks using Information Criteria 0 0 0 152 0 0 1 145
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 1 80 0 0 13 272
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 0 4 57
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 101 0 0 1 469
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 33 0 1 4 173
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 2 9 454 0 7 36 1,583
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 2 390
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 0 5 596
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 0 276 0 0 1 875
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 0 0 21 0 0 0 128
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 82 0 0 0 680
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 0 0 153
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 0 0 0 178
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 2 2 3 1,116
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 0 1 334
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 2 2 146
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 0 3 49 0 0 8 105
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 0 1 126
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 1 9 0 1 3 66
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 0 0 8 0 1 3 300
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 0 340 0 0 1 972
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 0 201
Total Working Papers 0 3 22 2,618 4 19 107 13,511


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 1 1 3 72 2 2 8 221
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 0 0 14 0 0 0 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 0 106 0 0 1 317
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 0 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 1 43 0 0 1 285
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 0 0 2 523
Data mining and the selection of instruments 0 0 0 6 0 0 1 46
Economic Time Series: Modeling and Seasonality 0 0 2 27 0 0 2 57
Editors Report 2003 0 0 0 2 0 0 0 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 1 99
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 0 0 134
Estimation and inference in unstable nonlinear least squares models 0 0 0 49 1 1 2 208
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 0 0 1 48
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 1 86 0 0 2 465
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 0 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 1 47
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 23 0 0 3 135
Information criteria for impulse response function matching estimation of DSGE models 0 2 4 75 0 3 8 279
Information in generalized method of moments estimation and entropy-based moment selection 0 0 1 106 0 1 3 250
Instrument choice and tests for a unit root 0 0 0 11 0 0 0 39
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 0 0 0 49
Interview with Christopher A. Sims 0 0 0 0 1 1 2 277
Interview with Lars Peter Hansen 0 0 0 0 0 0 1 557
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 0 2 887
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 0 0 0 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 1 1 1 45 1 1 2 167
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 0 1 348
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 2 8 1,386
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 1 1 1 126
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 60 0 0 2 142
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 1 22 0 0 1 101
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 0 0 0 142
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 3 270 0 0 13 662
Two further aspects of some new tests for structural stability 0 0 0 13 0 0 1 62
Total Journal Articles 2 4 18 1,481 8 12 70 10,003


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 1 2 7 166
Total Books 0 0 0 0 1 2 7 166


Statistics updated 2024-04-03