Alastair R Hall
Works (16)
2008 article
Entropy-based moment selection in the presence of weak identification
ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427.
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.
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.
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.
doi.org (publisher)
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.
Source: Web Of Science
Added: August 6, 2018
2005 book
Generalized method of moments
Oxford; New York: Oxford University Press.
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.
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.
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.
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.
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.
Source: Web Of Science
Added: August 6, 2018
2000 journal article
Garp, separability, and the representative agent
MACROECONOMIC DYNAMICS, 4(3), 324–342.
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.
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.
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.
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.
Source: NC State University Libraries
Added: August 6, 2018
