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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012
Persistent link: https://www.econbiz.de/10009490092
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GMM and indirect inference : an appraisal of their connections and new results on their properties under second order identification
Donovon, Prosper; Hall, Alastair R. - 2015
Persistent link: https://www.econbiz.de/10010531164
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The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2015
Persistent link: https://www.econbiz.de/10010531165
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Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
Andrews, Martyn J.; Elamin, Obbey; Hall, Alastair R.; … - 2014
Persistent link: https://www.econbiz.de/10010362204
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Structural break inference using information criteria in models estimated by two stage least squares
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2013
Persistent link: https://www.econbiz.de/10010239098
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Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - 2013
Persistent link: https://www.econbiz.de/10010239104
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Inference in second-order identified models
Donovon, Prosper; Kleibergen, Frank; Hall, Alastair R. - 2017
Persistent link: https://www.econbiz.de/10011669272
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Bootstrapping structural change tests
Boldea, Otilia; Hall, Alastair R.; Cornea-Madeira, Adriana - 2017
Persistent link: https://www.econbiz.de/10011669273
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The asymptotic properties of GMM and indirect inference under second inference
Donovon, Prosper; Hall, Alastair R. - 2017
Persistent link: https://www.econbiz.de/10011669274