Works (16)

2008 article

Entropy-based moment selection in the presence of weak identification

ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427.

By: A. Hall, A. Inoue n & C. Shin

author keywords: generalized method of moments; inference; moment selection; weak identification
Source: Web Of Science
Added: August 6, 2018

2007 journal article

Information in generalized method of moments estimation and entropy-based moment selection

JOURNAL OF ECONOMETRICS, 138(2), 488–512.

By: A. Hall, A. Inoue, K. Jana* & C. Shin

author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
Source: Web Of Science
Added: August 6, 2018

2007 article

The large sample behaviour of the generalized method of moments estimator in misspecified models (vol 114, pg 361, 2003)

Hall, A. R., & Inoue, A. (2007, December). JOURNAL OF ECONOMETRICS, Vol. 141, pp. 1418–1418.

By: A. Hall & A. Inoue

Source: Web Of Science
Added: August 6, 2018

2006 journal article

Computer Simulation Study of Molecular Recognition in Model DNA Microarrays

Biophysical Journal, 91(6), 2227–2236.

Sources: Web Of Science, Crossref, ORCID
Added: August 6, 2018

2006 journal article

The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution

ECONOMETRIC REVIEWS, 25(1), 117–138.

By: F. Peixe*, A. Hall & K. Kyriakoulis

Source: Web Of Science
Added: August 6, 2018

2005 book

Generalized method of moments

Oxford; New York: Oxford University Press.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

2003 journal article

Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability

ECONOMETRIC THEORY, 19(6), 962–983.

By: A. Hall, A. Inoue & F. Peixe*

Source: Web Of Science
Added: August 6, 2018

2003 journal article

The large sample behaviour of the generalized method of moments estimator in misspecified models

JOURNAL OF ECONOMETRICS, 114(2), 361–394.

By: A. Hall & A. Inoue

author keywords: misspecification; generalized method of moments; asymptotic distribution theory
Source: Web Of Science
Added: August 6, 2018

2001 journal article

Testing target-zone models using efficient method of moments - Coment

Journal of Business & Economic Statistics, 19(3), 269–271.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

2000 journal article

A nonparametric approach to stochastic discount factor estimation

Advances in Econometrics, 14(2000), 155–176.

By: F. Hu, A. Hall & D. Nychka

Source: NC State University Libraries
Added: August 6, 2018

2000 journal article

Covariance matrix estimation and the power of the overidentifying restrictions test

ECONOMETRICA, 68(6), 1517–1527.

By: A. Hall

Source: Web Of Science
Added: August 6, 2018

2000 journal article

Garp, separability, and the representative agent

MACROECONOMIC DYNAMICS, 4(3), 324–342.

By: A. Fleissig*, A. Hall & J. Seater

author keywords: nonparametric; utility maximization; consumption data
Source: Web Of Science
Added: August 6, 2018

1999 journal article

Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997)

Journal of Econometrics, 90(2), 337–343.

By: E. Ghysels, A. Guay & A. Hall

Source: NC State University Libraries
Added: August 6, 2018

1999 journal article

Structural stability testing in models estimated by generalized method of moments

JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 17(3), 335–348.

By: A. Hall

author keywords: conditional capital asset pricing model; functional misspecification; identifying and overidentifying restrictions; parameter variation
Source: Web Of Science
Added: August 6, 2018

1998 journal article

Predictive tests for structural change with unknown breakpoint

JOURNAL OF ECONOMETRICS, 82(2), 209–233.

By: E. Ghysels*, A. Guay* & A. Hall

author keywords: generalized method of moments; nonlinear models; structural stability testing; parameter variation; overidentifying restrictions
Source: Web Of Science
Added: August 6, 2018

1997 review

Periodicity and stochastic trends in economic time series. P H Franses

[Review of ]. Economic Journal, 107(444), 1602–1603.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018