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Testing a discrete switching disequilibrium model of the UK labour market
Hall, Stephen G. - In: Journal of applied econometrics 7 (1992) 1, pp. 83-91
Persistent link: https://www.econbiz.de/10001119749
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VAR models of inflation
Henry, S. G. B. - In: Quarterly bulletin / Bank of England 33 (1993) 2, pp. 231-239
Persistent link: https://www.econbiz.de/10001144505
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Estimating the uncertainty of the simulation properties of large nonlinear econometric models
Hall, S. G. - In: Applied economics 18 (1986) 9, pp. 985-993
Persistent link: https://www.econbiz.de/10003586624
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The effect of varying length VAR models on the maximum likelihood estimates of cointegrating vectors
Hall, Stephen G. - In: Scottish journal of political economy : the journal of … 38 (1991) 4, pp. 317-323
Persistent link: https://www.econbiz.de/10001114980
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An application of the Granger & Engle two-step estimation procedure to United Kingdom aggregate wage data
Hall, Stephen G.
Persistent link: https://www.econbiz.de/10001267242
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Maximum likelihood estimation of cointegration vectors : an example of the Johansen procedure
Hall, Stephen G. - In: Oxford bulletin of economics and statistics 51 (1989) 2, pp. 213-218
Persistent link: https://www.econbiz.de/10001066635
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A multivariate GARCH in mean estimation of the capital asset pricing model
Hall, Stephen G.; Miles, David; Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000756699
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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000874063
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Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence; Hall, Stephen G. - 1995
Persistent link: https://www.econbiz.de/10000561684
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Seasonal unit roots, structural breaks and cointegration
Hall, Stephen G.; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130886