Alastair Hall : Citation Profile


Are you Alastair Hall?

University of Manchester

16

H index

21

i10 index

1457

Citations

RESEARCH PRODUCTION:

47

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 50
   Journals where Alastair Hall has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 27 (1.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha402
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alastair Hall.

Is cited by:

Guay, Alain (31)

Ghysels, Eric (30)

Torgler, Benno (28)

Dufour, Jean-Marie (27)

Narayan, Paresh (27)

Boldea, Otilia (26)

Osborn, Denise (25)

Lee, Seojeong (23)

Perron, Pierre (20)

Smyth, Russell (19)

Kim, Hyeongwoo (18)

Cites to:

Andrews, Donald (25)

Bai, Jushan (21)

Perron, Pierre (18)

Hansen, Lars (15)

Boldea, Otilia (9)

Peixe, Fernanda (9)

Ghysels, Eric (9)

Hansen, Bruce (8)

Inoue, Atsushi (8)

Osborn, Denise (7)

Qu, Zhongjun (7)

Main data


Where Alastair Hall has published?


Journals with more than one article published# docs
Journal of Econometrics13
Journal of Business & Economic Statistics8
Economics Letters7
Journal of Time Series Analysis3
Econometric Reviews3
International Economic Review3
Manchester School2
Econometric Theory2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Working Papers / Duke University, Department of Economics3

Recent works citing Alastair Hall (2022 and 2021)


YearTitle of citing document
2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2021Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2021Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2022Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2020). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Papers. RePEc:arx:papers:2009.02642.

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2021Double robust inference for continuous updating GMM. (2021). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2105.08345.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2021Efficient Online Estimation of Causal Effects by Deciding What to Observe. (2021). Childers, David ; Lipton, Zachary C ; Gupta, Shantanu. In: Papers. RePEc:arx:papers:2108.09265.

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2022One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV. (2021). Koles, Michal ; Angrist, Joshua. In: Papers. RePEc:arx:papers:2110.10556.

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2022Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076.

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2023Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720.

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2023Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models. (2023). Gafarov, Bulat. In: Papers. RePEc:arx:papers:2304.07331.

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2022Inflation convergence over time: Sector?level evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:183-217.

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2022Misspecified semiparametric model selection with weakly dependent observations. (2022). Bravo, Francesco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:4:p:558-586.

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2022Econometric Analysis of Switching Expectations in UK Inflation. (2022). Madeira, Joao ; Corneamadeira, Adriana. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:651-673.

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2022Does governance ease the overhead squeeze experienced by nonprofits?. (2022). Corbett, Charles J ; Eftekhar, Mahyar ; Parsa, Iman. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:8:p:3288-3303.

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2021Dating Structural Changes in UK Monetary Policy. (2021). Vincenzo, De Lipsis. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:21:y:2021:i:2:p:509-539:n:7.

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2021The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

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2022Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations. (2022). Skrobotov, Anton ; Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:138:y:2022:i:c:s016518892200063x.

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2021Sample sensitivity for two-step and continuous updating GMM estimators. (2021). Otsu, Taisuke ; Onishi, Rikuto. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304456.

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2021Is time preference different across incomes and countries?. (2021). de Lipsis, Vincenzo. In: Economics Letters. RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176520304808.

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2022A comparison of testing and estimation of firm conduct. (2022). Sullivan, Christopher ; Magnolfi, Lorenzo. In: Economics Letters. RePEc:eee:ecolet:v:212:y:2022:i:c:s0165176522000246.

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2021Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors. (2021). Ghysels, Eric ; Andreou, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:366-398.

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2021Generalized aggregation of misspecified models: With an application to asset pricing. (2021). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:451-467.

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2021Simple and trustworthy cluster-robust GMM inference. (2021). Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:993-1023.

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2021Robust estimation with exponentially tilted Hellinger distance. (2021). Antoine, Bertille ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:330-344.

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2021Time-varying instrumental variable estimation. (2021). Marcellino, Massimiliano ; Kapetanios, George ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:394-415.

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2022A doubly corrected robust variance estimator for linear GMM. (2022). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:276-298.

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2022Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections. (2022). Rudebusch, Glenn D ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:520-534.

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2021Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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2021Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Wen, Jun ; Chu, Yin ; Wang, Quan-Jing ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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2021Understanding green building energy performance in the context of commercial estates: A multi-year and cross-region analysis using the Australian commercial building disclosure database. (2021). Gou, Zhonghua ; Gui, Xuechen. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221002371.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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2022The impact of weak formal institutions on the different phases of the entrepreneurial process. (2022). Afzal, Farman ; He, Zheng ; Junaid, Danish. In: Journal of Business Research. RePEc:eee:jbrese:v:144:y:2022:i:c:p:236-249.

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2021The Sources of Financing Constraints. (2021). Steri, Roberto ; Schmid, Lukas ; Nikolov, Boris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:478-501.

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2022Investment in energy resources, natural resources and environment: Evidence from China. (2022). Liang, Jiabo ; Zhu, Yujuan ; Fang, Zheng ; Chen, Xinnan ; Zhang, Xiaofeng. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001556.

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2021Sample sensitivity for two-step and continuous updating GMM estimators. (2021). Otsu, Taisuke ; Onishi, Rikuto. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107522.

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2022Gaussian Copula Regression in the Presence of Thresholds. (2022). Franses, Philip Hans ; Hohberger, J ; Eckert, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:137107.

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2022Inflation Convergence over Time: Sector-Level Evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2201.

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2021Evaluation of Energy Price Liberalization in Electricity Industry: A Data-Driven Study on Energy Economics. (2021). Asef, Pedram ; Tabatabaei, Tayebeh Sadat. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7511-:d:676090.

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2022.

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2021Do Inflation Expectations Matter for Small, Open Economies? Empirical Evidence from the Solomon Islands. (2021). Sharma, Parmendra ; Rohoia, Angeline B. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:448-:d:638092.

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2023Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262.

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2022Effect of the Belt and Road Initiatives on Trade and Its Related LUCC and Ecosystem Services of Central Asian Nations. (2022). Lu, Xin ; Ren, Meixia ; Zhang, Jian ; Cao, Jianjun ; Li, YU. In: Land. RePEc:gam:jlands:v:11:y:2022:i:6:p:828-:d:829518.

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2021How Does Sustainable Rural Tourism Cause Rural Community Development?. (2021). Wu, Renhong ; Gao, Xiaodan ; He, Yugang ; Choi, Baek-Ryul ; Wang, Yinhui. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13516-:d:696677.

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2021The European growth synchronization through crises and structural changes. (2019). Vijverberg, Chu-Ping C ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03319011.

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2022Falling Labour Share and the Anaemic Growth in Portugal: a Post-Keynesian Econometric Analysis. (2022). Barradas, Ricardo ; Alcobia, Joo. In: Working Papers REM. RePEc:ise:remwps:wp02472022.

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2021Unit Root CADF Testing with R. (2009). Lupi, Claudio. In: Journal of Statistical Software. RePEc:jss:jstsof:32:i02.

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2021The dynamic relationship between greenfield investments, cross-border M&As, domestic investment and economic growth in Vietnam. (2021). Ha, Ngoc ; Luu, Hiep Ngoc ; Nguyen, Hieu Thanh. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:4:d:10.1007_s10644-020-09292-7.

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2022Accuracy of Households’ Dwelling Valuations, Housing Demand and Mortgage Decisions: Israeli Case. (2022). Furman, Orly ; Fleishman, Larisa ; Koblyakova, Alla. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:1:d:10.1007_s11146-021-09823-7.

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2021Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth. (2021). Iwasawa, Masamune ; Hitomi, Kohtaro ; Nishiyama, Yoshihiko. In: KIER Working Papers. RePEc:kyo:wpaper:1053.

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2021Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2021). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-21.

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2021Common Ownership and Competition in the Ready-to-Eat Cereal Industry. (2021). Conlon, Christopher ; Sinkinson, Michael ; Backus, Matthew. In: NBER Working Papers. RePEc:nbr:nberwo:28350.

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2022Is there a natural rate of crime in Russia?. (2022). Myachin, N. In: Journal of the New Economic Association. RePEc:nea:journl:y:2022:i:53:p:85-98.

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2021True structure change, spurious treatment effect? A novel approach to disentangle treatment effects from structure changes. (2021). Hao, Shiming. In: MPRA Paper. RePEc:pra:mprapa:108679.

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2022.

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2021Financialisation and the slowdown of labour productivity in Portugal: A Post-Keynesian approach. (2021). Barradas, Ricardo ; Correia, Diogo. In: PSL Quarterly Review. RePEc:psl:pslqrr:2021:44.

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2021Evidence on PPP with China along the belt and road using the three-regime TAR cointegration tests. (2021). Woo, Kai-Yin ; Shum, Paul Kwok ; Lee, Shu-Kam. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:5:d:10.1007_s00181-020-01884-6.

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2022The wage curve within and across regions: new insights from a pairwise view of US states. (2022). Otero, Jesus ; Holmes, Mark. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02097-1.

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2021Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies. (2021). Tuijp, Patrick ; Hennink, Erik ; van der Zwan, Terri. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210000.

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2021Inference for Iterated GMM Under Misspecification. (2021). Lee, Seojeong ; Hansen, Bruce E. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:3:p:1419-1447.

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2021Combining shrinkage and sparsity in conjugate vector autoregressive models. (2021). Huber, Florian ; Onorante, Luca ; Hauzenberger, Niko. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:3:p:304-327.

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2022Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models. (2022). Fanelli, Luca ; Cavaliere, Giuseppe ; Angelini, Giovanni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:3-22.

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2022Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA. (2022). Valente, Christine ; Sokullu, Senay. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:2:p:286-304.

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2021Sensitivity analysis using approximate moment condition models. (2021). Kolesar, Michal ; Armstrong, Timothy B. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:1:p:77-108.

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2023Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening. (2023). Vance, Colin ; Bensch, Gunther ; Ankel-Peters, Jorg. In: Ruhr Economic Papers. RePEc:zbw:rwirep:991.

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Works by Alastair Hall:


YearTitleTypeCited
2005EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers In: 2005 Annual meeting, July 24-27, Providence, RI.
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2011ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS In: 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK.
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paper3
2005On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
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paper6
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics.
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article371
1999Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics.
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article35
2001Testing Target-Zone Models Using Efficient Method of Moments: Comment. In: Journal of Business & Economic Statistics.
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article0
2002Interview with Lars Peter Hansen. In: Journal of Business & Economic Statistics.
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article10
2002Interview with Christopher A. Sims. In: Journal of Business & Economic Statistics.
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article2
2004Editors Report 2003 In: Journal of Business & Economic Statistics.
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article0
1990Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives. In: Journal of Business & Economic Statistics.
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article2
1991Estimating the Speed of Adjustment in Partial Adjustment Models. In: Journal of Business & Economic Statistics.
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article13
1958INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES In: The Economic Record.
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article1
2012The Oxford Handbook of Economic Forecasts In: Journal of Time Series Analysis.
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article0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
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article2
2013Economic Time Series: Modeling and Seasonality In: Journal of Time Series Analysis.
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article0
2013Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School.
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article0
2013Inference on Structural Breaks using Information Criteria In: Manchester School.
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article16
2012Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2013Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks In: Journal of Econometric Methods.
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article8
1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
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paper48
1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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1995On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers.
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paper7
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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2003COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory.
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article6
2011NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS In: Econometric Theory.
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article14
2000GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT In: Macroeconomic Dynamics.
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article6
2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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2009INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers.
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2010Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers.
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2012Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics.
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2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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2009Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2000Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test In: Econometrica.
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article41
2000A Consistent Method for the Selection of Relevant Instruments In: Econometric Society World Congress 2000 Contributed Papers.
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2003A Consistent Method for the Selection of Relevant Instruments.(2003) In: Econometric Reviews.
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2009Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection In: Economics Letters.
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article0
2009A comparative study of three data-based methods of instrument selection In: Economics Letters.
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article1
1985A simplified method of calculating the distribution free Cox test In: Economics Letters.
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article0
1986A simplified method of calculating the score test for serial correlation in multivariate models In: Economics Letters.
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article0
1989On the calculation of the information matrix test in the normal linear regression model In: Economics Letters.
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article2
1991Instrument choice and tests for a unit root In: Economics Letters.
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article1
1996Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large In: Economics Letters.
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article0
2003The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics.
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article101
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics.
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2007Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics.
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article42
2007Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394] In: Journal of Econometrics.
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2012Inference regarding multiple structural changes in linear models with endogenous regressors In: Journal of Econometrics.
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article54
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