Works (16)

Updated: July 5th, 2023 16:03

2008 article

Entropy-based moment selection in the presence of weak identification

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

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

author keywords: generalized method of moments; inference; moment selection; weak identification
UN Sustainable Development Goal Categories
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 n, A. Inoue n, K. Jana & C. Shin n

author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
UN Sustainable Development Goal Categories
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 n

UN Sustainable Development Goal Categories
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.

By: A. Jayaraman n, C. Hall n & J. Genzer n

MeSH headings : Computer Simulation; DNA, Single-Stranded / chemistry; Kinetics; Models, Chemical; Monte Carlo Method; Nucleic Acid Hybridization; Oligonucleotide Array Sequence Analysis / methods; Sensitivity and Specificity; Thermodynamics
TL;DR: This work uses lattice Monte Carlo simulations to study the thermodynamics and kinetics of hybridization of single-stranded target genes in solution with complementary probe DNA molecules immobilized on a microarray surface and observes that probes 12-16 segments gave the highest specificity and sensitivity. (via Semantic Scholar)
UN Sustainable Development Goal Categories
7. Affordable and Clean Energy (OpenAlex)
Sources: Web Of Science, Crossref, NC State University Libraries
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 n & K. Kyriakoulis n

UN Sustainable Development Goal Categories
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 n, A. Inoue n & F. Peixe*

UN Sustainable Development Goal Categories
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 n & A. Inoue n

author keywords: misspecification; generalized method of moments; asymptotic distribution theory
UN Sustainable Development Goal Categories
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 n

UN Sustainable Development Goal Categories
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 n & J. Seater n

author keywords: nonparametric; utility maximization; consumption data
UN Sustainable Development Goal Categories
1. No Poverty (Web of Science)
2. Zero Hunger (Web of Science)
13. Climate Action (Web of Science)
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
UN Sustainable Development Goal Categories
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 n

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

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