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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
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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
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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
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Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R. - In: Economics letters 52 (1996) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10001212512
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Instrument choice and tests for a unit root
Hall, Alastair R. - In: Economics letters 35 (1991) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001102136
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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