2008 article
Entropy-based moment selection in the presence of weak identification
ECONOMETRIC REVIEWS, Vol. 27, pp. 398β427.
2007 journal article
Information in generalized method of moments estimation and entropy-based moment selection
JOURNAL OF ECONOMETRICS, 138(2), 488β512.
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. 1418β1418.
2006 journal article
Computer Simulation Study of Molecular Recognition in Model DNA Microarrays
Biophysical Journal, 91(6), 2227β2236.
2006 journal article
The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution
ECONOMETRIC REVIEWS, 25(1), 117β138.
2005 book
Generalized method of moments
Oxford; New York: Oxford University Press.
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), 962β983.
2003 journal article
The large sample behaviour of the generalized method of moments estimator in misspecified models
JOURNAL OF ECONOMETRICS, 114(2), 361β394.
2001 journal article
Testing target-zone models using efficient method of moments - Coment
Journal of Business & Economic Statistics, 19(3), 269β271.
2000 journal article
A nonparametric approach to stochastic discount factor estimation
Advances in Econometrics, 14(2000), 155β176.
2000 journal article
Covariance matrix estimation and the power of the overidentifying restrictions test
ECONOMETRICA, 68(6), 1517β1527.
2000 journal article
Garp, separability, and the representative agent
MACROECONOMIC DYNAMICS, 4(3), 324β342.
1999 journal article
Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997)
Journal of Econometrics, 90(2), 337β343.
1999 journal article
Structural stability testing in models estimated by generalized method of moments
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 17(3), 335β348.
1998 journal article
Predictive tests for structural change with unknown breakpoint
JOURNAL OF ECONOMETRICS, 82(2), 209β233.
1997 review
Periodicity and stochastic trends in economic time series. P H Franses
[Review of ]. Economic Journal, 107(444), 1602β1603.