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 1 4 7 787
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 1 6 7 812
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 2 4 7 197
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 5 5 48
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 4 11 12 227
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 2 7 7 104
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 0 3 5 210
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 3 18 22 93
Estimation and inference in unstable nonlinear least squares models 0 0 1 54 0 11 18 165
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 5 11 395
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 4 7 119
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 5 7 152
Inference on Structural Breaks using Information Criteria 0 0 0 152 4 9 15 160
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 0 5 7 241
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 0 6 9 281
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 0 12 14 73
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 3 7 7 181
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 461 4 13 30 1,639
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 1 102 2 10 19 488
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 2 5 395
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 4 7 605
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 3 279 1 7 18 895
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 0 5 6 374
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 0 25 1 7 10 145
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 0 2 2 139
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 0 5 6 85
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 1 4 4 684
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 2 4 5 159
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 2 3 205
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 0 0 1 179
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 1 19 22 357
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 1 6 6 1,123
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 1 11 12 159
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 0 59 62 245
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 0 3 5 111
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 0 3 3 129
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 4 6 73
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 1 9 10 73
The Information Matrix Test for the Linear Model 0 0 0 8 2 5 9 309
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 1 1 341 2 9 13 989
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 4 7 208
Total Working Papers 0 2 9 2,636 45 319 438 14,013

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 3 9 13 240
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 1 5 6 878
A comparative study of three data-based methods of instrument selection 0 0 0 14 0 6 9 59
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 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 2 8 12 61
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 0 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 0 2 3 83
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 2 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 0 23 30 315
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 0 2 5 528
Data mining and the selection of instruments 0 0 0 6 0 3 3 49
Economic Time Series: Modeling and Seasonality 0 0 0 29 1 3 3 63
Editors Report 2003 0 0 0 2 0 0 3 25
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 1 1 1 17
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 1 102
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 4 4 139
Estimation and inference in unstable nonlinear least squares models 1 1 1 50 1 9 12 220
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 0 2 4 52
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 1 9 15 482
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 0 0 1 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 3 5 53
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 24 0 0 3 140
Information criteria for impulse response function matching estimation of DSGE models 1 1 3 81 2 10 15 299
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 2 8 10 265
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 1 6 7 58
Interview with Christopher A. Sims 0 0 0 0 0 4 4 283
Interview with Lars Peter Hansen 0 0 0 0 1 6 6 565
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 1 7 8 899
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 2 2 204
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 6 9 90
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 0 1 4 45
Predictive tests for structural change with unknown breakpoint 0 0 0 45 1 5 8 177
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 4 8 357
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 2 4 65
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 1 6 14 1,409
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 1 9 10 138
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 0 3 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 1 3 3 104
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 0 1 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 1 1 5 277 2 11 24 697
Two further aspects of some new tests for structural stability 0 0 0 13 7 12 12 74
Total Journal Articles 3 4 13 1,504 32 208 317 10,395

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 6 186
Total Books 0 0 0 0 0 0 6 186

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Statistics updated 2026-03-04