Alastair Hall : Citation Profile

University of Manchester

17

H index

21

i10 index

1540

Citations

RESEARCH PRODUCTION:

47

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 53
   Journals where Alastair Hall has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 27 (1.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha402
   Updated: 2026-01-10    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:

Boldea, Otilia (32)

Guay, Alain (31)

Ghysels, Eric (30)

Torgler, Benno (28)

Dufour, Jean-Marie (27)

Osborn, Denise (26)

Narayan, Paresh (26)

Lee, Seojeong (24)

Perron, Pierre (20)

Smyth, Russell (18)

Kim, Hyeongwoo (18)

Cites to:

Andrews, Donald (25)

Bai, Jushan (22)

Perron, Pierre (18)

Hansen, Lars (15)

Peixe, Fernanda (9)

Boldea, Otilia (9)

Ghysels, Eric (9)

Osborn, Denise (9)

Hansen, Bruce (8)

Inoue, Atsushi (8)

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

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 (2025 and 2024)

YearTitle of citing document
2024Testing Firm Conduct. (2024). Sølvsten, Mikkel ; Solvsten, Mikkel ; Duarte, Marco ; Magnolfi, Lorenzo ; Sullivan, Christopher. In: Papers. RePEc:arx:papers:2301.06720.

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2025Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2024Efficient two-sample instrumental variable estimators with change points and near-weak identification. (2024). Boldea, Otilia ; Antoine, Bertille ; Zaccaria, Niccolo. In: Papers. RePEc:arx:papers:2406.17056.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Online Generalized Method of Moments for Time Series. (2025). Shao, Xiaofeng ; Chan, Kin Wai ; Leung, Man Fung. In: Papers. RePEc:arx:papers:2502.00751.

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2025Plausible GMM: A Quasi-Bayesian Approach. (2025). Hansen, Christian B ; Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei. In: Papers. RePEc:arx:papers:2507.00555.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Optimally-Transported Generalized Method of Moments. (2025). Schennach, Susanne ; Starck, Vincent. In: Papers. RePEc:arx:papers:2511.05712.

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2025Modified Delayed Acceptance MCMC for Quasi-Bayesian Inference with Linear Moment Conditions. (2025). Tanaka, Masahiro. In: Papers. RePEc:arx:papers:2511.17117.

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2025Plausible GMM: a quasi-bayesian approach. (2025). Chernozhukov, Victor ; Wang, Weining ; Kong, Lingwei ; Hansen, Christian. In: CeMMAP working papers. RePEc:azt:cemmap:14/25.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Huang, Kershen ; Shang, Chenguang. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2024Correcting the bias of the sample cross‐covariance estimator. (2024). Li, Yifan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:214-247.

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2024Inference in Coarsened Time Series via Generalized Method of Moments. (2024). Chan, Kin Wai ; Ip, Man Fai. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:5:p:823-846.

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2024Has the Phillips curve flattened?. (2024). Rossi, Barbara ; Inoue, Atsushi ; Wang, Yiru. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:22.

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2024Semi-Nonparametric Estimation of Energy Demand in Tunisia. (2024). Bel Hadj Miled, kamel ; Landolsi, Monia. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-26.

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2024Climate change and the US wheat commodity market. (2024). de Lipsis, Vincenzo ; Agnolucci, Paolo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2024Cross-section bootstrap for CCE regressions. (2024). De Vos, Ignace ; Stauskas, Ovidijus. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024One instrument to rule them all: The bias and coverage of just-ID IV. (2024). Angrist, Joshua ; Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000295.

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2024Robust inference for moment condition models without rational expectations. (2024). Hansen, Lars ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

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2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22.

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2025Government-financed energy R&D and fossil energy consumption: a time-series analysis for the United States. (2025). Herzer, Dierk. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006622.

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2024Calibration and validation of macroeconomic simulation models by statistical causal search. (2024). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004001.

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2025Forecasting the green behaviour level of Chinese enterprises: A conjoined application of the autoregressive integrated moving average (ARIMA) model and multi-scenario simulation. (2025). Li, Chuang ; Jin, Shucen ; Chen, Longjun ; Wang, Liping. In: Technology in Society. RePEc:eee:teinso:v:81:y:2025:i:c:s0160791x25000156.

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2025A Uniformly Valid Test for Instrument Exogeneity. (2025). Gospodinov, Nikolay ; Dovonon, Prosper. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:101963.

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2024Local Projections. (2024). Jorda, Oscar ; Taylor, Alan M. In: Working Paper Series. RePEc:fip:fedfwp:98669.

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2024Assessment of Public Debt Drivers in the Balkans. (2024). Bica, Kevin ; Imeraj, Erinda. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:16:y:2024:i:9:p:52-67.

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2024Time-Varying Bidirectional Causal Relationships between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2024). Saggu, Aman ; Ante, Lennart. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:19-:d:1313293.

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2024Equity Release Mortgages in the UK: Regional Characteristics of Demand and Supply. (2024). MacGregor, Bryan D ; Koblyakova, Alla ; Hutchison, Norman E. In: International Real Estate Review. RePEc:ire:issued:v:27:n:04:2024:p:441-469.

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2024Relationship between External Debt and Economic Growth: An Econometric Analysis of the Turkish Economy. (2024). Yavuz, Yamur ; Polat, Mehmetsiddik. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:334-354.

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2025Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM. (2025). Lee, Seojeong ; Kang, David. In: Working Papers. RePEc:lan:wpaper:423284005.

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2024Exploring causal interactions between macroprudential policy and financial cycles in South Africa. (2024). Magubane, Khwazi. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:5:p:513-531.

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2024Estimation and testing of kink regression model with endogenous regressors. (2024). Sun, Yan ; Huang, Wei. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01429-2.

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2024Testing the aggregation of goods and services without separability using panel data. (2024). Ogura, Manami. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02590-3.

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2025Modelling asymmetric and nonlinear features in the natural resource wealth-economic complexity nexus: empirical insights from Nigeria. (2025). Odhiambo, Nicholas Mbaya ; Olaniyi, Clement Olalekan. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00470-x.

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2024Generalized Optimization Algorithms for Complex Objective Functions. (2024). Seri, Raffaello ; Martinoli, Mario ; Corsi, Fulvio. In: LEM Papers Series. RePEc:ssa:lemwps:2024/18.

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2025On Tail Structural Change in U.S. Climate Data. (2025). Lu, Hanjun ; Ker, Alan P. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:4:n:e70016.

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2024The finance–inequality nexus in the era of financialisation: Evidence for Portugal. (2024). Lakhani, Rishi ; Barradas, Ricardo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3510-3544.

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2024Testing firm conduct. (2024). Sølvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco ; Slvsten, Mikkel ; Sullivan, Christopher. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:3:p:571-606.

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2025A simple model of geopolitical risk and sanctions. (2025). Lewis, Vivien ; Puangjit, Sirikorn. In: Discussion Papers. RePEc:zbw:bubdps:331886.

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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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper6
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics.
[Citation analysis]		article384
1999Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]		article40
2001Testing Target-Zone Models Using Efficient Method of Moments: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2002Interview with Lars Peter Hansen. In: Journal of Business & Economic Statistics.
[Citation analysis]		article10
2002Interview with Christopher A. Sims. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
2004Editors Report 2003 In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
1990Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives. In: Journal of Business & Economic Statistics.
[Citation analysis]		article2
1991Estimating the Speed of Adjustment in Partial Adjustment Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article13
1958INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES In: The Economic Record.
[Full Text][Citation analysis]		article1
2012The Oxford Handbook of Economic Forecasts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2013Economic Time Series: Modeling and Seasonality In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2013Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School.
[Full Text][Citation analysis]		article0
2013Inference on Structural Breaks using Information Criteria In: Manchester School.
[Full Text][Citation analysis]		article18
2012Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has nother version. Agregated cites: 18		paper
2013Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article8
1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper49
1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 49		article
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.
[Citation analysis]
This paper has nother version. Agregated cites: 49		paper
1995On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers.
[Full Text][Citation analysis]		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.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003COVARIANCE 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]		article6
2011NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2000GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article8
2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
[Full Text][Citation analysis]		paper88
2009INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers.
[Full Text][Citation analysis]
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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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This paper has nother version. Agregated cites: 88		article
2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2009Information 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]
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2000Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test In: Econometrica.
[Citation analysis]		article44
2000A Consistent Method for the Selection of Relevant Instruments In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper95
2003A Consistent Method for the Selection of Relevant Instruments.(2003) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95		article
2009Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection In: Economics Letters.
[Full Text][Citation analysis]		article0
2009A comparative study of three data-based methods of instrument selection In: Economics Letters.
[Full Text][Citation analysis]		article1
1985A simplified method of calculating the distribution free Cox test In: Economics Letters.
[Full Text][Citation analysis]		article0
1986A simplified method of calculating the score test for serial correlation in multivariate models In: Economics Letters.
[Full Text][Citation analysis]		article0
1989On the calculation of the information matrix test in the normal linear regression model In: Economics Letters.
[Full Text][Citation analysis]		article2
1991Instrument choice and tests for a unit root In: Economics Letters.
[Full Text][Citation analysis]		article1
1996Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large In: Economics Letters.
[Full Text][Citation analysis]		article0
2003The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics.
[Full Text][Citation analysis]		article113
2007Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394].(2007) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		article
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics.
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This paper has nother version. Agregated cites: 113		paper
2007Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
2012Inference regarding multiple structural changes in linear models with endogenous regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
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.
[Full Text][Citation analysis]		article12
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
1990Are consumption-based intertemporal capital asset pricing models structural? In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
1990Testing nonnested Euler conditions with quadrature-based methods of approximation In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1987Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation.(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1991Testing for unit roots in autoregressive moving average models : An instrumental variable approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1992Testing 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]		article5
1993Induced seasonality and production-smoothing models of inventory behavior In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article4
1999Two further aspects of some new tests for structural stability In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article3
1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
[Citation analysis]		paper208
1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 208		article
1990A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator. In: International Economic Review.
[Full Text][Citation analysis]		article61
1988A 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 nother version. Agregated cites: 61		paper
1994Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review.
[Full Text][Citation analysis]		article26
1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
[Citation analysis]
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1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
[Citation analysis]
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2012Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach In: Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2013Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach.(2013) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
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2013Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares In: Economics Discussion Paper Series.
[Full Text][Citation analysis]		paper3
1987Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
1989On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency. In: Cahiers de recherche.
[Citation analysis]		paper0
1989ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY..(1989) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1990An Extension of Quadrature-Based Methods for Solving Euler Conditions. In: Cahiers de recherche.
[Citation analysis]		paper0
1990AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS..(1990) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1993The Periodic Time Series and Testing the Unit Root Hypothesis. In: Cahiers de recherche.
[Citation analysis]		paper1
1993On Periodic Time Series and Testing the Unit Root Hypothesis..(1993) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004Generalized Method of Moments In: OUP Catalogue.
[Citation analysis]		book73
2008Inference regarding multiple structural changes in linear models estimated via two stage least squares In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2008Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
[Citation analysis]		paper27
2006The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2008Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2001Data mining and the selection of instruments In: Journal of Economic Methodology.
[Full Text][Citation analysis]		article0
1984The Information Matrix Test for the Linear Model In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]		paper1

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