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Information about:
Alastair Hall

Personal Details | Affiliation | Works
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Personal Details

First Name: Alastair
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Last Name: Hall
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RePEc Short-ID: pha402

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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper 9251, University Library of Munich, Germany, revised 20 Jun 2008. [Downloadable!]

  2. Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008. "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper 9472, University Library of Munich, Germany. [Downloadable!]

  3. Alastair R. Hall & Denis Pelletier, 2007. "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series 011, North Carolina State University, Department of Economics, revised Mar 2007. [Downloadable!]

  4. Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara, 2007. "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Working Papers 07-04, Duke University, Department of Economics. [Downloadable!]
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  5. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA. [Downloadable!]
    Published as:

  6. Alastair Hall & Fernanda P. M. Peixe, 2000. "A Consistent Method for the Selection of Relevant Instruments," Econometric Society World Congress 2000 Contributed Papers 0790, Econometric Society. [Downloadable!]

  7. Eric Ghysels & Alain Guay & Alastair Hall, 1995. "Predictive Tests for Structural Change with Unknown Breakpoint," CIRANO Working Papers 95s-20, CIRANO. [Downloadable!]
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  8. Ghysels, E. & Hall, A. & Lee, H.S., 1995. "On Periodic Structures and Testing for Seasonal Unit Roots," Cahiers de recherche 9518, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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  9. Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox, 1994. "Judging instrument relevance in instrumental variables estimation," Finance and Economics Discussion Series 94-3, Board of Governors of the Federal Reserve System (U.S.).
    Published as:

  10. Ghysels, E. & Hall, A., 1993. "The Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche 9325, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

  11. Ghysels, E. & Hall, A., 1993. "On Periodic Time Series and Testing the Unit Root Hypothesis," Cahiers de recherche 9333, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

  12. Dufour, J.M. & Ghysels, E. & Hall, A., 1992. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," Cahiers de recherche 9223, Universite de Montreal, Departement de sciences economiques.
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  13. Ghysels, E. & Hall, A., 1990. "An Extension of Quadrature-Based Methods for Solving Euler Conditions," Cahiers de recherche 9029, Universite de Montreal, Departement de sciences economiques.
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  14. Ghysels, E. & Hall, A., 1989. "On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency," Cahiers de recherche 8933, Universite de Montreal, Departement de sciences economiques.
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  15. Ghysels, E & Hall, A., 1988. "A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators," Cahiers de recherche 8837, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    Published as:

  16. Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques. [Downloadable!]

  17. Ghysels, E. & Hall, A., 1987. "Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation," Cahiers de recherche 8703, Universite de Montreal, Departement de sciences economiques.
    Published as:

  18. Hall, A.R., 1984. "The Information Matrix Test for the Linear Model," The Warwick Economics Research Paper Series (TWERPS) 250, University of Warwick, Department of Economics.
    Published as:

Articles

  1. Alastair Hall & Atsushi Inoue & Changmock Shin, 2008. "Entropy-Based Moment Selection in the Presence of Weak Identification," Econometric Reviews, Taylor and Francis Journals, vol. 27(4-6), pages 398-427. [Downloadable!] (restricted)

  2. Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock, 2007. "Information in generalized method of moments estimation and entropy-based moment selection," Journal of Econometrics, Elsevier, vol. 138(2), pages 488-512, June. [Downloadable!] (restricted)

  3. Hall, Alastair R. & Inoue, Atsushi, 2007. "Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]," Journal of Econometrics, Elsevier, vol. 141(2), pages 1417-1418, December. [Downloadable!] (restricted)

  4. Eric Ghysels & Alastair R. Hall, 2004. "Editors Report 2003," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 488-488, October. [Downloadable!] (restricted)

  5. Hall, Alastair R. & Inoue, Atsushi, 2003. "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, vol. 114(2), pages 361-394, June. [Downloadable!] (restricted)
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  6. Ghysels, Eric & Hall, Alastair, 2002. "Interview with Christopher A. Sims," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 448-49, October.

  7. Ghysels, Eric & Hall, Alastair, 2002. "Interview with Lars Peter Hansen," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 442-47, October.

  8. Hall, Alastair R, 2001. "Testing Target-Zone Models Using Efficient Method of Moments: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 269-71, July.

  9. Alastair R. Hall, Fernanda P. M. Peixe, 2000. "Data mining and the selection of instruments," Journal of Economic Methodology, Taylor and Francis Journals, vol. 7(2), pages 265-277, June. [Downloadable!] (restricted)

  10. Alastair R. Hall, 2000. "Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test," Econometrica, Econometric Society, vol. 68(6), pages 1517-1528, November.

  11. Sen, Amit & Hall, Alastair, 1999. "Two further aspects of some new tests for structural stability," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 431-443, December. [Downloadable!] (restricted)

  12. Hall, Alastair R & Sen, Amit, 1999. "Structural Stability Testing in Models Estimated by Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(3), pages 335-48, July.

  13. Ghysels, Eric & Guay, Alain & Hall, Alastair, 1998. "Predictive tests for structural change with unknown breakpoint," Journal of Econometrics, Elsevier, vol. 82(2), pages 209-233, February. [Downloadable!] (restricted)
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  14. Hall, Alastair & Lee, Tae Yoon, 1996. "Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large," Economics Letters, Elsevier, vol. 52(3), pages 247-255, September. [Downloadable!] (restricted)

  15. Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W, 1996. "Judging Instrument Relevance in Instrumental Variables Estimation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 283-98, May.
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  16. Hall, Alastair R, 1994. "Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 461-70, October.

  17. Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair, 1994. "Generalized Predictive Tests and Structural Change Analysis in Econometrics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 199-229, February. [Downloadable!] (restricted)
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  18. Hall, Alastair, 1994. "Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 321-321. [Downloadable!] (restricted)

  19. Hall, Alastair, 1993. "Induced seasonality and production-smoothing models of inventory behavior," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 169-172. [Downloadable!] (restricted)

  20. Hall, Alastair, 1992. "Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 223-250. [Downloadable!] (restricted)

  21. Pantula, Sastry G. & Hall, Alastair, 1991. "Testing for unit roots in autoregressive moving average models : An instrumental variable approach," Journal of Econometrics, Elsevier, vol. 48(3), pages 325-353, June. [Downloadable!] (restricted)

  22. Hall, Alastair & Hassett, Kevin, 1991. "Instrument choice and tests for a unit root," Economics Letters, Elsevier, vol. 35(2), pages 161-165, February. [Downloadable!] (restricted)

  23. Hall, Alastair & Rossana, Robert J, 1991. "Estimating the Speed of Adjustment in Partial Adjustment Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 441-53, October.

  24. Ghysels, Eric & Hall, Alastair, 1990. "Testing nonnested Euler conditions with quadrature-based methods of approximation," Journal of Econometrics, Elsevier, vol. 46(3), pages 273-308, December. [Downloadable!] (restricted)
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  25. Ghysels, Eric & Hall, Alastair, 1990. "Are consumption-based intertemporal capital asset pricing models structural?," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 121-139. [Downloadable!] (restricted)

  26. Ghysels, Eric & Hall, Alastair, 1990. "A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(2), pages 355-64, May. [Downloadable!] (restricted)
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  27. Hall, Alastair, 1990. "Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(4), pages 417-26, October.

  28. Hall, Alastair, 1989. "On the calculation of the information matrix test in the normal linear regression model," Economics Letters, Elsevier, vol. 29(1), pages 31-35. [Downloadable!] (restricted)

  29. Hall, Alastair, 1987. "The Information Matrix Test for the Linear Model," Review of Economic Studies, Blackwell Publishing, vol. 54(2), pages 257-63, April. [Downloadable!] (restricted)
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  30. Hall, Alastair, 1986. "A simplified method of calculating the score test for serial correlation in multivariate models," Economics Letters, Elsevier, vol. 21(2), pages 159-161. [Downloadable!] (restricted)

  31. Hall, Alastair, 1985. "A simplified method of calculating the distribution free Cox test," Economics Letters, Elsevier, vol. 18(2-3), pages 149-151. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (2) 2007-05-19 2007-06-11 Author is listed
  2. NEP-ECM: Econometrics (6) 2005-05-14 2007-03-17 2007-05-19 2007-06-11 2008-06-27 2008-07-20 Author is listed
  3. NEP-ETS: Econometric Time Series (2) 2005-05-14 2007-06-11 Author is listed
  4. NEP-MAC: Macroeconomics (1) 2007-05-19
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This page was last updated on 2009-10-30.

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