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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009
Persistent link: https://www.econbiz.de/10003889713
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Contemporaneous and long run canonical correlations in the linear IV model : implications for instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 1, pp. 83-85
Persistent link: https://www.econbiz.de/10003899373
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2007
Persistent link: https://www.econbiz.de/10003454912
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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
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A comparative study of three data-based methods of instrument selection
Eryuruk, Gunce; Hall, Alastair R.; Jana, Kalidas - In: Economics letters 105 (2009) 3, pp. 280-283
Persistent link: https://www.econbiz.de/10003931080
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Asymptotic distribution theory for break point estimators in models estimated via 2SLS
Boldea, Otilia; Hall, Alastair R.; Han, Sanggohn - 2009
Persistent link: https://www.econbiz.de/10003935269
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009
Persistent link: https://www.econbiz.de/10009559445
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Information criteria for impulse response function matching estimation of DSGE models
Hall, Alastair R.; Inoue, Atsushi; Nason, James Michael; … - 2009
Persistent link: https://www.econbiz.de/10009304454
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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
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GMM and indirect inference : an appraisal of their connections and new results on their properties under second order identification
Donovon, Prosper; Hall, Alastair R. - 2015
Persistent link: https://www.econbiz.de/10010531164