EconPapers    
Economics at your fingertips  
 

Details about Alastair Hall

Workplace:School of Economics, University of Manchester, (more information at EDIRC)

Access statistics for papers by Alastair Hall.

Last updated 2014-03-19. Update your information in the RePEc Author Service.

Short-id: pha402


Jump to Journal Articles Books

Working Papers

2013

  1. Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
  2. Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach
    The School of Economics Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in The School of Economics Discussion Paper Series, Economics, The University of Manchester (2012) Downloads

2012

  1. Estimation and Inference in Unstable Nonlinear Least Squares Models
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2009) Downloads

    See also Journal Article in Journal of Econometrics (2013)
  2. Inference on Structural Breaks using Information Criteria
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Manchester School (2013)

2011

  1. ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS
    85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK, Agricultural Economics Society Downloads View citations (1)

2010

  1. Information Criteria for Impulse Response Function Matching Estimation of DSGE Models
    Working Papers, Duke University, Department of Economics Downloads View citations (3)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester (2009) Downloads View citations (2)
    FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta (2007) Downloads View citations (29)
    Working Papers, Duke University, Department of Economics (2009) Downloads View citations (2)
    Working Papers, Duke University, Department of Economics (2007) Downloads View citations (19)

    See also Journal Article in Journal of Econometrics (2012)

2009

  1. Inference regarding multiple structural changes in linear models with endogenous regressors
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The Univeristy of Manchester Downloads
    See also Journal Article in Journal of Econometrics (2012)

2008

  1. Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  2. Inference regarding multiple structural changes in linear models estimated via two stage least squares
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2007

  1. Information Criteria for Impulse Response Function Matching Estimation
    2007 Meeting Papers, Society for Economic Dynamics View citations (13)
  2. Non-Nested Testing in Models Estimated via Generalized Method of Moments
    Working Paper Series, North Carolina State University, Department of Economics Downloads
    See also Journal Article in Econometric Theory (2011)

2005

  1. EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers
    2005 Annual meeting, July 24-27, Providence, RI, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) Downloads
  2. On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations
    2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists Downloads View citations (3)
  3. The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
    Econometrics, EconWPA Downloads View citations (12)
    See also Journal Article in Journal of Econometrics (2003)

2000

  1. A Consistent Method for the Selection of Relevant Instruments
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (45)
    See also Journal Article in Econometric Reviews (2003)

1995

  1. On Periodic Structures and Testing for Seasonal Unit Roots
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (5)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (1)
    CIRANO Working Papers, CIRANO (1995) Downloads View citations (3)
  2. Predictive Tests for Structural Change with Unknown Breakpoint
    CIRANO Working Papers, CIRANO Downloads View citations (4)
    Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (47)
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (1998)

1994

  1. Judging instrument relevance in instrumental variables estimation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (22)
    See also Journal Article in International Economic Review (1996)

1993

  1. On Periodic Time Series and Testing the Unit Root Hypothesis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (1)
  2. The Periodic Time Series and Testing the Unit Root Hypothesis
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ

1992

  1. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ View citations (3)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992)

    See also Journal Article in International Economic Review (1994)

1990

  1. AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1990)

1989

  1. ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1989)

1988

  1. A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ
    See also Journal Article in International Economic Review (1990)

1987

  1. Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques Downloads
  2. Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation
    Cahiers de recherche, Universite de Montreal, Departement de sciences economiques
    See also Journal Article in Journal of Econometrics (1990)

1984

  1. The Information Matrix Test for the Linear Model
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (1)

Journal Articles

2013

  1. Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks
    Journal of Econometric Methods, 2013, 2, (1), 53-67 Downloads View citations (6)
  2. Economic Time Series: Modeling and Seasonality
    Journal of Time Series Analysis, 2013, 34, (2), 282-283 Downloads
  3. Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy
    Manchester School, 2013, 81, 1-2 Downloads
  4. Estimation and inference in unstable nonlinear least squares models
    Journal of Econometrics, 2013, 172, (1), 158-167 Downloads View citations (6)
    See also Working Paper (2012)
  5. Inference on Structural Breaks using Information Criteria
    Manchester School, 2013, 81, 54-81 Downloads View citations (5)
    See also Working Paper (2012)

2012

  1. Inference about long run canonical correlations
    Journal of Time Series Analysis, 2012, 33, (4), 665-683 Downloads View citations (1)
  2. Inference regarding multiple structural changes in linear models with endogenous regressors
    Journal of Econometrics, 2012, 170, (2), 281-302 Downloads View citations (20)
    See also Working Paper (2009)
  3. Information criteria for impulse response function matching estimation of DSGE models
    Journal of Econometrics, 2012, 170, (2), 499-518 Downloads View citations (12)
    See also Working Paper (2010)
  4. The Oxford Handbook of Economic Forecasts
    Journal of Time Series Analysis, 2012, 33, (3), 530-531 Downloads

2011

  1. NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
    Econometric Theory, 2011, 27, (02), 443-456 Downloads View citations (5)
    See also Working Paper (2007)

2009

  1. A comparative study of three data-based methods of instrument selection
    Economics Letters, 2009, 105, (3), 280-283 Downloads View citations (1)
  2. Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection
    Economics Letters, 2009, 105, (1), 83-85 Downloads

2008

  1. Entropy-Based Moment Selection in the Presence of Weak Identification
    Econometric Reviews, 2008, 27, (4-6), 398-427 Downloads

2007

  1. 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, 2007, 141, (2), 1417-1418 Downloads
  2. Information in generalized method of moments estimation and entropy-based moment selection
    Journal of Econometrics, 2007, 138, (2), 488-512 Downloads View citations (29)

2006

  1. The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution
    Econometric Reviews, 2006, 25, (1), 117-138 Downloads

2004

  1. Editors Report 2003
    Journal of Business & Economic Statistics, 2004, 22, 488-488 Downloads

2003

  1. A Consistent Method for the Selection of Relevant Instruments
    Econometric Reviews, 2003, 22, (3), 269-287 Downloads View citations (45)
    See also Working Paper (2000)
  2. COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
    Econometric Theory, 2003, 19, (06), 962-983 Downloads View citations (7)
  3. The large sample behaviour of the generalized method of moments estimator in misspecified models
    Journal of Econometrics, 2003, 114, (2), 361-394 Downloads View citations (37)
    See also Working Paper (2005)

2002

  1. Interview with Christopher A. Sims
    Journal of Business & Economic Statistics, 2002, 20, (4), 448-49 View citations (1)
  2. Interview with Lars Peter Hansen
    Journal of Business & Economic Statistics, 2002, 20, (4), 442-47 View citations (6)

2001

  1. Data mining and the selection of instruments
    Journal of Economic Methodology, 2001, 7, (2), 265-277 Downloads
  2. Testing Target-Zone Models Using Efficient Method of Moments: Comment
    Journal of Business & Economic Statistics, 2001, 19, (3), 269-71

2000

  1. Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
    Econometrica, 2000, 68, (6), 1517-1528 View citations (25)
  2. GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT
    Macroeconomic Dynamics, 2000, 4, (03), 324-342 Downloads View citations (4)

1999

  1. Structural Stability Testing in Models Estimated by Generalized Method of Moments
    Journal of Business & Economic Statistics, 1999, 17, (3), 335-48 View citations (28)
  2. Two further aspects of some new tests for structural stability
    Structural Change and Economic Dynamics, 1999, 10, (3-4), 431-443 Downloads View citations (1)

1998

  1. Predictive tests for structural change with unknown breakpoint
    Journal of Econometrics, 1998, 82, (2), 209-233 Downloads View citations (8)
    See also Working Paper (1995)

1996

  1. Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large
    Economics Letters, 1996, 52, (3), 247-255 Downloads
  2. Judging Instrument Relevance in Instrumental Variables Estimation
    International Economic Review, 1996, 37, (2), 283-98 View citations (142)
    See also Working Paper (1994)

1994

  1. Generalized Predictive Tests and Structural Change Analysis in Econometrics
    International Economic Review, 1994, 35, (1), 199-229 Downloads View citations (19)
    See also Working Paper (1992)
  2. Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection
    Journal of Business & Economic Statistics, 1994, 12, (4), 461-70 View citations (237)
  3. 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, 1994, 60, (1-2), 321-321 Downloads View citations (1)

1993

  1. Induced seasonality and production-smoothing models of inventory behavior
    Journal of Econometrics, 1993, 55, (1-2), 169-172 Downloads View citations (2)

1992

  1. Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
    Journal of Econometrics, 1992, 54, (1-3), 223-250 Downloads View citations (4)

1991

  1. Estimating the Speed of Adjustment in Partial Adjustment Models
    Journal of Business & Economic Statistics, 1991, 9, (4), 441-53 View citations (12)
  2. Instrument choice and tests for a unit root
    Economics Letters, 1991, 35, (2), 161-165 Downloads View citations (1)
  3. Testing for unit roots in autoregressive moving average models: An instrumental variable approach
    Journal of Econometrics, 1991, 48, (3), 325-353 Downloads View citations (5)

1990

  1. A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator
    International Economic Review, 1990, 31, (2), 355-64 Downloads View citations (57)
    See also Working Paper (1988)
  2. Are consumption-based intertemporal capital asset pricing models structural?
    Journal of Econometrics, 1990, 45, (1-2), 121-139 Downloads View citations (42)
  3. Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives
    Journal of Business & Economic Statistics, 1990, 8, (4), 417-26
  4. Testing nonnested Euler conditions with quadrature-based methods of approximation
    Journal of Econometrics, 1990, 46, (3), 273-308 Downloads View citations (6)
    See also Working Paper (1987)

1989

  1. On the calculation of the information matrix test in the normal linear regression model
    Economics Letters, 1989, 29, (1), 31-35 Downloads View citations (2)

1986

  1. A simplified method of calculating the score test for serial correlation in multivariate models
    Economics Letters, 1986, 21, (2), 159-161 Downloads

1985

  1. A simplified method of calculating the distribution free Cox test
    Economics Letters, 1985, 18, (2-3), 149-151 Downloads

1958

  1. INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES
    The Economic Record, 1958, 34, (69), 375-389 Downloads

Books

2004

  1. Generalized Method of Moments
    OUP Catalogue, Oxford University Press View citations (55)
 
Page updated 2017-08-18