The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
Fernanda Peixe, Alastair Hall, Kostas Kyriakoulis
Econometric Reviews, vol. 25, 2006, p. 117-138.

A Consistent Method for the Selection of Relevant Instruments
Alastair Hall, Fernanda Peixe
Econometric Reviews, vol. 22, 2003, p. 269-287.

Covariance Matrix Estimation and the Limiting Behavior of the Overidentifying Restrictions Test in the Presence of Neglected Structural Instability
Alastair Hall, Inoue Atsushi, Fernanda Peixe
Econometric Theory, vol. 19, 2003, p. 962-983.

Data Mining and the Selection of Instruments
Alastair Hall, Fernanda Peixe
Journal Of Economic Methodology, vol. 7, 2000, p. 265-278.