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Bootstrapping structural change tests

Boldea, Otilia; Cornea-Madeira, Adriana; Hall, Alastair R. - In: Journal of econometrics 213 (2019) 2, pp. 359-397

Persistent link: https://www.econbiz.de/10012304561

Inference in second-order identified models

Donovon, Prosper; Kleibergen, Frank; Hall, Alastair R. - 2017

Persistent link: https://www.econbiz.de/10011669272

Bootstrapping structural change tests

Boldea, Otilia; Hall, Alastair R.; Cornea-Madeira, Adriana - 2017

Persistent link: https://www.econbiz.de/10011669273

The asymptotic properties of GMM and indirect inference under second inference

Donovon, Prosper; Hall, Alastair R. - 2017

Persistent link: https://www.econbiz.de/10011669274

Inference in second-order identified models

Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - 2018

Persistent link: https://www.econbiz.de/10011945658

The asymptotic properties of GMM and indirect inference under second-order identification

Dovonon, Prosper; Hall, Alastair R. - 2018

Persistent link: https://www.econbiz.de/10011948531

The asymptotic properties of GMM and indirect inference under second-order identification

Dovonon, Prosper; Hall, Alastair R. - In: Journal of econometrics 205 (2018) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10012110241

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.; … - In: Econometric reviews 36 (2017) 1/3, pp. 23-41

Persistent link: https://www.econbiz.de/10011794611

The asymptotic behaviour of the residual sum of squares in models with multiple break points

Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - In: Econometric reviews 36 (2017) 6/9, pp. 667-698

Persistent link: https://www.econbiz.de/10011795376

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) 3, pp. 286-327

In this paper, we develop an info-metric framework for testing hypotheses about structural instability in nonlinear, dynamic models estimated from the information in population moment conditions. Our methods are designed to distinguish between three states of the world: (i) the model is...

Persistent link: https://www.econbiz.de/10010975494