Narrow search
Showing 1 - 6 of 6
Cover Image
Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 417-426
Persistent link: https://www.econbiz.de/10001096543
Cover Image
Testing for a unit root in time series with pretest data-based model selection
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 461-470
Persistent link: https://www.econbiz.de/10001170594
Cover Image
Estimating the speed of adjustment in partial adjustment models
Hall, Alastair R. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 4, pp. 441-453
Persistent link: https://www.econbiz.de/10001113383
Cover Image
Testing target-zone models using efficient method of moments
Chung, Chae-shick; Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Cover Image
A nonparametric approach to stochastic discount factor estimation
Hu, Fan; Hall, Alastair R.; Nychka, Douglas W. - In: Applying Kernel and nonparametric estimation to …, (pp. 155-176). 2000
Persistent link: https://www.econbiz.de/10001548534
Cover Image
Structural stability testing in models estimated by generalized method of moments
Hall, Alastair R.; Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 3, pp. 335-348
Persistent link: https://www.econbiz.de/10001410716