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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. - School of Economics, University of Manchester - 2015
Persistent link: https://www.econbiz.de/10011211450
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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 - School of Economics, University of Manchester - 2015
Persistent link: https://www.econbiz.de/10011211451
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Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach
Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - School of Economics, University of Manchester - 2012
Persistent link: https://www.econbiz.de/10009391606
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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; Elamin, Obbey; Hall, Alastair R.; … - School of Economics, University of Manchester - 2014
Persistent link: https://www.econbiz.de/10010761546
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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 - School of Economics, University of Manchester - 2013
Persistent link: https://www.econbiz.de/10010761553
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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 - School of Economics, University of Manchester - 2013
Persistent link: https://www.econbiz.de/10010761557