Narrow search
Showing 81 - 90 of 862
Cover Image
Testing target-zone models using efficient method of moments
Chung, Chae-shick; Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Cover Image
A consistent method for the selection of relevant instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10001786922
Cover Image
Covariance matrix estimatioon and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability
Hall, Alastair R.; Inoue, Atsushi; Peixe, Fernanda P. M. - In: Econometric theory 19 (2003) 6, pp. 962-983
Persistent link: https://www.econbiz.de/10001818930
Cover Image
Generalized method of moments
Hall, Alastair R. - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10001878374
Cover Image
Data mining and the selection of instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: The journal of economic methodology 7 (2000) 2, pp. 265-278
Persistent link: https://www.econbiz.de/10001503149
Cover Image
A nonparametric approach to stochastic discount factor estimation
Hu, Fan; Hall, Alastair R.; Nychka, Douglas W. - In: Applying Kernel and nonparametric estimation to …, (pp. 155-176). 2000
Persistent link: https://www.econbiz.de/10001548534
Cover Image
Hypothesis testing in models estimated by GMM
Hall, Alastair R. - In: Generalized method of moments estimation, (pp. 96-127). 1999
Persistent link: https://www.econbiz.de/10001437626
Cover Image
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 6, pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Cover Image
GARP, separability, and the representative agent
Fleissig, Adrian R.; Hall, Alastair R.; Seater, John J. - In: Macroeconomic dynamics 4 (2000) 3, pp. 324-342
Persistent link: https://www.econbiz.de/10001520612
Cover Image
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
Hall, Alastair R. - In: Economics letters 52 (1996) 3, pp. 247-255
Persistent link: https://www.econbiz.de/10001212512