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Seasonal unit roots, structural breaks and cointegration
Hall, Stephen G.; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130886
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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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An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.; Hall, Stephen G. - 1993
Persistent link: https://www.econbiz.de/10000848948
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The use of prior regressions in the estimation of error correction models
Hall, Stephen G. - In: Economics letters 20 (1986) 1, pp. 33-37
Persistent link: https://www.econbiz.de/10001008796
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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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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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An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M. - In: Econometric analysis of financial markets, (pp. 139-161). 1994
Persistent link: https://www.econbiz.de/10001284431
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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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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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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