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~person:"Hall, Alastair R."
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Method of moments
30
Momentenmethode
30
Schätztheorie
17
Estimation theory
16
Theorie
15
Theory
15
Induktive Statistik
5
Statistical inference
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Generalized Method of Moments estimation
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parameter variation
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structural instability
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31
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Hall, Alastair R.
Phillips, Peter C. B.
53
Andrews, Donald W. K.
50
Windmeijer, Frank
50
Dijk, Herman K. van
47
Ravazzolo, Francesco
45
Linton, Oliver
44
Fabozzi, Frank J.
43
Chen, Xiaohong
39
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Smith, Richard J.
38
McAleer, Michael
37
Pesaran, M. Hashem
37
Lucas, André
36
Sentana, Enrique
35
Opschoor, Anne
34
Lux, Thomas
33
Otsu, Taisuke
31
Paolella, Marc S.
31
Casarin, Roberto
30
Hayakawa, Kazuhiko
30
Mitchell, James
30
Einmahl, John H. J.
29
Hoogerheide, Lennart
28
Nadarajah, Saralees
28
Chernozhukov, Victor
27
Han, Chirok
27
Renault, Eric
27
Griffiths, William E.
26
Hoogerheide, Lennart F.
26
Lee, Lung-fei
26
Newey, Whitney K.
26
Bottazzi, Giulio
25
Corradi, Valentina
25
Landsman, Zinoviy
25
Koopman, Siem Jan
24
Swanson, Norman R.
24
Ardia, David
23
Gao, Jiti
23
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Econometric reviews
5
Economics discussion paper series : EDP
5
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Advanced texts in econometrics
2
Econometric theory
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Advanced Texts in Econometrics Ser
1
Applying Kernel and nonparametric estimation to economic topics
1
Discussion paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Generalized method of moments estimation
1
Handbook of research methods and applications in empirical macroeconomics
1
Journal of economic literature
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ECONIS (ZBW)
31
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[Rezension von: Hall, Alastair R., Generalized method of moments]
Jansson, Michael
- In:
Journal of economic literature
44
(
2006
)
2
,
pp. 420-421
Persistent link: https://www.econbiz.de/10003346098
Saved in:
2
Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.
;
Han, Sanggohn
;
Boldea, Otilia
-
2009
Persistent link: https://www.econbiz.de/10003889682
Saved in:
3
Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.
;
Inoue, Atsushi
;
Jana, Kalidas
;
Shin, …
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
Saved in:
4
Nonnested testing in models estimated via generalized method of moments
Hall, Alastair R.
;
Pelletier, Denis
- In:
Econometric theory
27
(
2011
)
2
,
pp. 443-456
Persistent link: https://www.econbiz.de/10009310703
Saved in:
5
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
Saved in:
6
Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.
;
Li, Yuyi
;
Orme, Chris D.
;
Sinko, Arthur
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
Saved in:
7
Econometricians have their moments : GMM at 32
Hall, Alastair R.
- In:
The economic record : er
91
(
2015
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011342995
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Entropy-based moment selection in the presence of weak identification
Hall, Alastair R.
;
Inoue, Atsushi
;
Shin, Changmock
- In:
Econometric reviews
27
(
2008
)
4/6
,
pp. 398-427
Persistent link: https://www.econbiz.de/10003761307
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