2008 article
Entropy-based moment selection in the presence of weak identification
ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427.
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.
2006 journal article
Computer Simulation Study of Molecular Recognition in Model DNA Microarrays
Biophysical Journal, 91(6), 2227–2236.
2006 journal article
Information in generalized method of moments estimation and entropy-based moment selection
JOURNAL OF ECONOMETRICS, 138(2), 488–512.
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.
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), 962–983.
2003 journal article
The large sample behaviour of the generalized method of moments estimator in misspecified models
JOURNAL OF ECONOMETRICS, 114(2), 361–394.
2001 journal article
Testing target-zone models using efficient method of moments - Coment
Journal of Business & Economic Statistics, 19(3), 269–271.
2000 journal article
A nonparametric approach to stochastic discount factor estimation
Advances in Econometrics, 14(2000), 155–176.
2000 journal article
Covariance matrix estimation and the power of the overidentifying restrictions test
ECONOMETRICA, 68(6), 1517–1527.
2000 journal article
Garp, separability, and the representative agent
MACROECONOMIC DYNAMICS, 4(3), 324–342.
1999 journal article
Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997)
Journal of Econometrics, 90(2), 337–343.
1999 journal article
Structural stability testing in models estimated by generalized method of moments
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 17(3), 335–348.
1998 journal article
Predictive tests for structural change with unknown breakpoint
JOURNAL OF ECONOMETRICS, 82(2), 209–233.
1997 review
Periodicity and stochastic trends in economic time series. P H Franses
[Review of ]. Economic Journal, 107(444), 1602–1603.
Citation Index includes data from a number of different sources. If you have questions about the sources of data in the Citation Index or need a set of data which is free to re-distribute, please contact us.
Certain data included herein are derived from the Web of Science© and InCites© (2024) of Clarivate Analytics. All rights reserved. You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.