Alastair Hall : Citation Profile


Are you Alastair Hall?

University of Manchester

15

H index

18

i10 index

1214

Citations

RESEARCH PRODUCTION:

47

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 41
   Journals where Alastair Hall has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 27 (2.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha402
   Updated: 2020-09-26    RAS profile: 2014-03-19    
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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 (32)

Ghysels, Eric (30)

Torgler, Benno (28)

Osborn, Denise (24)

Dufour, Jean-Marie (24)

Boldea, Otilia (23)

Narayan, Paresh (19)

Perron, Pierre (19)

Lee, Seojeong (18)

Ravn, Morten (17)

Nelson, Charles (16)

Cites to:

Andrews, Donald (23)

Bai, Jushan (16)

Perron, Pierre (15)

Hansen, Lars (14)

Peixe, Fernanda (9)

Boldea, Otilia (8)

Inoue, Atsushi (8)

Ghysels, Eric (8)

Osborn, Denise (7)

Fafchamps, Marcel (6)

Qu, Zhongjun (6)

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
Econometric Reviews3
International Economic Review3
Journal of Time Series Analysis3
Manchester School2
Econometric Theory2

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

Recent works citing Alastair Hall (2020 and 2019)


YearTitle of citing document
2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2019Relevant moment selection under mixed identification strength. (2019). Dovonon, Prosper ; Doko Tchatoka, Firmin ; Aguessy, Michael. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-04.

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2020Towards a General Large Sample Theory for Regularized Estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2020Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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

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2019Asymptotic Theory for Clustered Samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Papers. RePEc:arx:papers:1902.01497.

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2020A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2019Consumption, Leisure, and Money. (2019). Serletis, Apostolos ; Xu, Lobo. In: Working Papers. RePEc:clg:wpaper:2019-08.

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2019Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13597.

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2019Corporate governance and firm performance: The sequel. (2019). Bolton, Brian ; Bhagat, Sanjai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:142-168.

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2019Deep habits and exchange rate pass-through. (2019). Uusküla, Lenno ; Jacob, Punnoose ; Uuskula, Lenno. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:105:y:2019:i:c:p:67-89.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2020Common factors and common breaks in panels: An empirical investigation. (2020). Feng, Qu. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304525.

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2019Asymptotic theory for clustered samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:268-290.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019On the structure of IV estimands. (2019). Andrews, Isaiah. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:294-307.

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2019Bootstrapping structural change tests. (2019). Hall, Alastair R ; Cornea-Madeira, Adriana ; Boldea, Otilia. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:359-397.

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2020Does modeling a structural break improve forecast accuracy?. (2020). Pick, Andreas ; Boot, Tom. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:35-59.

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2019Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95.

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2019A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

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2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

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2019Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. (2019). Kumar, Satish ; Eraslan, Veysel ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:20.

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2019Investigating detrended fluctuation analysis with structural breaks. (2019). Portela, Sofia ; Oliveira, alvaro ; Menezes, Rui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:331-342.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2020The distributional impact of access to finance on poverty: evidence from selected countries in Sub-Saharan Africa. (2020). Toerien, Francois ; Ndlovu, Godfrey . In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305343.

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2019Evidence on the Link between Firm-Level and Aggregate Inventory Behavior. (1996). Schuh, Scott. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:1996-46.

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2020Did the Consumption Voucher Scheme Stimulate the Economy? Evidence from Smooth Time-Varying Cointegration Analysis. (2020). Chen, Wen-Yi ; Lin, Feng-Li. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4895-:d:371983.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019Towards a general large sample theory for regularized estimators. (2019). Jansson, Michael ; Pouzo, Demian. In: CeMMAP working papers. RePEc:ifs:cemmap:63/19.

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2019La función de emparejamiento agregada del mercado laboral chileno. (2019). Paz, Rolando Einar. In: Revista de Analisis Economico – Economic Analysis Review. RePEc:ila:anaeco:v:34:y:2019:i:1:p:85-110.

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2019Endogenous Quality and Firm Entry. (2019). Faustino, Rui. In: Working Papers REM. RePEc:ise:remwps:wp01072019.

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2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings. (2019). Xu, Yongdeng ; Wickens, Michael ; Minford, Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w.

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2020Supply-Side Policy and Economic Growth: A Case Study of the UK. (2020). Minford, Lucy ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09536-8.

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2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Raza, Naveed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Working Papers. RePEc:lan:wpaper:274731767.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2020Identifying the Causal Role of CO2 during the Ice Ages. (2020). Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:898.

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2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Rudebusch, Glenn D ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:19-021.

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2019Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Rudebusch, Glenn D ; Diebold, Francis X. In: PIER Working Paper Archive. RePEc:pen:papers:20-001.

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2020The Dynamic Shift Detector: An algorithm to identify changes in parameter values governing populations. (2020). Zipkin, Elise F ; Bahlai, Christie A. In: PLOS Computational Biology. RePEc:plo:pcbi00:1007542.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:100383.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:98022.

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2020.

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2020Persistence and unit root in $$\text {CO}_{2}$$CO2 emissions: evidence from disaggregated global and regional data. (2020). Fallahi, Firouz. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1608-3.

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2019Estimating the marginal cost of a life year in Sweden’s public healthcare sector. (2019). Henriksson, Martin ; Siverskog, Jonathan. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:20:y:2019:i:5:d:10.1007_s10198-019-01039-0.

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2020Generalized moment estimators for $$\alpha $$α-stable Ornstein–Uhlenbeck motions from discrete observations. (2020). Long, Hongwei ; Hu, Yaozhong ; Cheng, Yiying. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:23:y:2020:i:1:d:10.1007_s11203-019-09201-4.

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2019Testing for a Threshold in Models with Endogenous Regressors. (2019). Boldea, Otilia ; Rothfelder, Mario. In: Discussion Paper. RePEc:tiu:tiucen:94a7c921-f27f-43a0-82f4-4d4fe8259fa2.

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2019Testing for a Threshold in Models with Endogenous Regressors. (2019). Boldea, Otilia ; Rothfelder, Mario. In: Other publications TiSEM. RePEc:tiu:tiutis:94a7c921-f27f-43a0-82f4-4d4fe8259fa2.

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2020Simple and Trustworthy Cluster-Robust GMM Inference. (2017). Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2017-19.

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2019Endogenous Life‐Cycle Housing Investment and Portfolio Allocation. (2019). Tunc, Cengiz ; Pelletier, Denis. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:4:p:991-1019.

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2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

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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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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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paper3
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics.
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article293
1999Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics.
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article32
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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article8
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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article1
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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article0
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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article13
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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paper46
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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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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article8
2000GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT In: Macroeconomic Dynamics.
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article5
2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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paper62
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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article34
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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article71
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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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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article43
2009Inference regarding multiple structural changes in linear models with endogenous regressors.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2013Estimation and inference in unstable nonlinear least squares models In: Journal of Econometrics.
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2009Estimation and Inference in Unstable Nonlinear Least Squares Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2012Estimation and Inference in Unstable Nonlinear Least Squares Models.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2010Estimation and inference in unstable nonlinear least squares models.(2010) In: MPRA Paper.
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1990Are consumption-based intertemporal capital asset pricing models structural? In: Journal of Econometrics.
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article44
1990Testing nonnested Euler conditions with quadrature-based methods of approximation In: Journal of Econometrics.
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article6
1987Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation.(1987) In: Cahiers de recherche.
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1991Testing for unit roots in autoregressive moving average models : An instrumental variable approach In: Journal of Econometrics.
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article5
1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection In: Journal of Econometrics.
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1993Induced seasonality and production-smoothing models of inventory behavior In: Journal of Econometrics.
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1994Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) In: Journal of Econometrics.
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article3
1999Two further aspects of some new tests for structural stability In: Structural Change and Economic Dynamics.
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article1
1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
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paper184
1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
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1990A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator. In: International Economic Review.
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article53
1988A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS..(1988) In: Cahiers de recherche.
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1994Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review.
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1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
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1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
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2012Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach In: The School of Economics Discussion Paper Series.
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2013Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach.(2013) In: The School of Economics Discussion Paper Series.
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2013Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares In: The School of Economics Discussion Paper Series.
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1987Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory In: Cahiers de recherche.
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1989On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency. In: Cahiers de recherche.
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1989ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY..(1989) In: Cahiers de recherche.
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1990An Extension of Quadrature-Based Methods for Solving Euler Conditions. In: Cahiers de recherche.
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