17
H index
21
i10 index
1481
Citations
Alastair Hall : Citation Profile
University of Manchester | RESEARCH PRODUCTION: 47 Articles 40 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
29 years (1984 - 2013). 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:
| Cites to:
|
Main data
Where Alastair Hall has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 13 |
| Journal of Business & Economic Statistics | 8 |
| Economics Letters | 7 |
| International Economic Review | 3 |
| Journal of Time Series Analysis | 3 |
| Econometric Reviews | 3 |
| Manchester School | 2 |
| Econometric Theory | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Duke University, Department of Economics | 3 |
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Alastair Hall (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Decomposing 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. Full description at Econpapers || Download paper |
| 2022 | Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382. Full description at Econpapers || Download paper |
| 2022 | One 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. Full description at Econpapers || Download paper |
| 2022 | Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076. Full description at Econpapers || Download paper |
| 2023 | Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658. Full description at Econpapers || Download paper |
| 2023 | Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720. Full description at Econpapers || Download paper |
| 2023 | Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models. (2023). Gafarov, Bulat. In: Papers. RePEc:arx:papers:2304.07331. Full description at Econpapers || Download paper |
| 2023 | Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386. Full description at Econpapers || Download paper |
| 2023 | Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463. Full description at Econpapers || Download paper |
| 2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2022 | Inflation 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. Full description at Econpapers || Download paper |
| 2022 | Misspecified 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. Full description at Econpapers || Download paper |
| 2022 | Econometric 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. Full description at Econpapers || Download paper |
| 2022 | Does 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. Full description at Econpapers || Download paper |
| 2023 | What Does Dynamic Panel Analysis Tell Us About Life Satisfaction?. (2023). Piper, Alan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:2:p:376-394. Full description at Econpapers || Download paper |
| 2022 | Do 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2022 | A 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. Full description at Econpapers || Download paper |
| 2022 | Probability 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. Full description at Econpapers || Download paper |
| 2023 | Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42. Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | Investment 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. Full description at Econpapers || Download paper |
| 2022 | Gaussian Copula Regression in the Presence of Thresholds. (2022). Franses, Philip Hans ; Hohberger, J ; Eckert, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:137107. Full description at Econpapers || Download paper |
| 2022 | Inflation Convergence over Time: Sector-Level Evidence within Europe. (2022). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2201. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Systematic 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. Full description at Econpapers || Download paper |
| 2022 | Effect 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. Full description at Econpapers || Download paper |
| 2023 | Investigating the Nexus between Energy Consumption and Financial Development via Considering Structural Breaks: Empirical Evidence from Argentina. (2023). Taspinar, Nigar ; Ozatac, Nesrin ; Abdelhamid, Abdelati. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8482-:d:1153859. Full description at Econpapers || Download paper |
| 2022 | Second Screening—The Influence of Concurrent TV Consumption on Online Shopping Behavior. (2022). Sharma, Amit ; Hill, Shawndra ; Hinz, Oliver. In: Information Systems Research. RePEc:inm:orisre:v:33:y:2022:i:3:p:809-823. Full description at Econpapers || Download paper |
| 2022 | Falling 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. Full description at Econpapers || Download paper |
| 2022 | Accuracy 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. Full description at Econpapers || Download paper |
| 2022 | Is 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. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2023 | Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w. Full description at Econpapers || Download paper |
| 2022 | Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2022/33. Full description at Econpapers || Download paper |
| 2023 | Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307. Full description at Econpapers || Download paper |
| 2022 | Bootstrap 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. Full description at Econpapers || Download paper |
| 2022 | Individual 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. Full description at Econpapers || Download paper |
| 2023 | Spotlight 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. Full description at Econpapers || Download paper |
Works by Alastair Hall:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | EU 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. [Full Text][Citation analysis] | paper | 0 |
| 2011 | ON 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. [Full Text][Citation analysis] | paper | 3 |
| 2005 | On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark. [Full Text][Citation analysis] | paper | 6 |
| 1994 | Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 376 |
| 1999 | Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 35 |
| 2001 | Testing Target-Zone Models Using Efficient Method of Moments: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2002 | Interview with Lars Peter Hansen. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 10 |
| 2002 | Interview with Christopher A. Sims. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 2004 | Editors Report 2003 In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 1990 | Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 2 |
| 1991 | Estimating the Speed of Adjustment in Partial Adjustment Models. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 13 |
| 1958 | INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES In: The Economic Record. [Full Text][Citation analysis] | article | 1 |
| 2012 | The Oxford Handbook of Economic Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2012 | Inference about long run canonical correlations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2013 | Economic Time Series: Modeling and Seasonality In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School. [Full Text][Citation analysis] | article | 0 |
| 2013 | Inference on Structural Breaks using Information Criteria In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2012 | Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2013 | Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 8 |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 1998 | Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1995 | Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1995 | On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2003 | COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2011 | NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2000 | GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 6 |
| 2007 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers. [Full Text][Citation analysis] | paper | 82 |
| 2009 | INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2010 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2012 | Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | article | |
| 2007 | Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2009 | Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 82 | paper | |
| 2000 | Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test In: Econometrica. [Citation analysis] | article | 42 |
| 2000 | A Consistent Method for the Selection of Relevant Instruments In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 95 |
| 2003 | A Consistent Method for the Selection of Relevant Instruments.(2003) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | article | |
| 2009 | Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2009 | A comparative study of three data-based methods of instrument selection In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1985 | A simplified method of calculating the distribution free Cox test In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1986 | A simplified method of calculating the score test for serial correlation in multivariate models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1989 | On the calculation of the information matrix test in the normal linear regression model In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1991 | Instrument choice and tests for a unit root In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1996 | Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 103 |
| 2005 | The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2007 | Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
| 2007 | Corrigendum 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. [Full Text][Citation analysis] | article | 0 |
| 2012 | Inference regarding multiple structural changes in linear models with endogenous regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 2009 | Inference regarding multiple structural changes in linear models with endogenous regressors.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 2013 | Estimation and inference in unstable nonlinear least squares models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2009 | Estimation and Inference in Unstable Nonlinear Least Squares Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2012 | Estimation and Inference in Unstable Nonlinear Least Squares Models.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | Estimation and inference in unstable nonlinear least squares models.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1990 | Are consumption-based intertemporal capital asset pricing models structural? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 44 |
| 1990 | Testing nonnested Euler conditions with quadrature-based methods of approximation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1987 | Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation.(1987) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1991 | Testing for unit roots in autoregressive moving average models : An instrumental variable approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1992 | Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1993 | Induced seasonality and production-smoothing models of inventory behavior In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1994 | Testing 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. [Full Text][Citation analysis] | article | 4 |
| 1999 | Two further aspects of some new tests for structural stability In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 1 |
| 1994 | Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series. [Citation analysis] | paper | 201 |
| 1996 | Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 201 | article | |
| 1990 | A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator. In: International Economic Review. [Full Text][Citation analysis] | article | 62 |
| 1988 | A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS..(1988) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 1994 | Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review. [Full Text][Citation analysis] | article | 26 |
| 1992 | Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 1992 | Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach.(2013) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 1987 | Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
| 1989 | On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1989 | ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY..(1989) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1990 | An Extension of Quadrature-Based Methods for Solving Euler Conditions. In: Cahiers de recherche. [Citation analysis] | paper | 0 |
| 1990 | AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS..(1990) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1993 | The Periodic Time Series and Testing the Unit Root Hypothesis. In: Cahiers de recherche. [Citation analysis] | paper | 1 |
| 1993 | On Periodic Time Series and Testing the Unit Root Hypothesis..(1993) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Generalized Method of Moments In: OUP Catalogue. [Citation analysis] | book | 71 |
| 2008 | Inference regarding multiple structural changes in linear models estimated via two stage least squares In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS In: MPRA Paper. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers. [Citation analysis] | paper | 27 |
| 2006 | The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2008 | Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2001 | Data mining and the selection of instruments In: Journal of Economic Methodology. [Full Text][Citation analysis] | article | 0 |
| 1984 | The Information Matrix Test for the Linear Model In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team