Alastair Hall

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• University of Manchester / School of Economics
  • EDIRC entry
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Research profile

author of:

• EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers (RePEc:ags:aaea05:19434)
  by Ooms, Daan L. & Hall, Alastair R.
• On The Role Of The Brokerage Institution In The Development Of Ethiopian Agricultural Markets (RePEc:ags:aesc11:108941)
  by Quattri, Maria A. & Ozanne, Adam & Wang, Xioabing & Hall, Alastair R.
• On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations (RePEc:ags:eaae05:24506)
  by Ooms, Daan L. & Hall, Alastair R.
• Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection (RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70)
  by Hall, Alastair R
• Structural Stability Testing in Models Estimated by Generalized Method of Moments (RePEc:bes:jnlbes:v:17:y:1999:i:3:p:335-48)
  by Hall, Alastair R & Sen, Amit
• Testing Target-Zone Models Using Efficient Method of Moments: Comment (RePEc:bes:jnlbes:v:19:y:2001:i:3:p:269-71)
  by Hall, Alastair R
• Interview with Lars Peter Hansen (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:442-47)
  by Ghysels, Eric & Hall, Alastair
• Interview with Christopher A. Sims (RePEc:bes:jnlbes:v:20:y:2002:i:4:p:448-49)
  by Ghysels, Eric & Hall, Alastair
• Editors Report 2003 (RePEc:bes:jnlbes:v:22:y:2004:p:488-488)
  by Eric Ghysels & Alastair R. Hall
• Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives (RePEc:bes:jnlbes:v:8:y:1990:i:4:p:417-26)
  by Hall, Alastair
• Estimating the Speed of Adjustment in Partial Adjustment Models (RePEc:bes:jnlbes:v:9:y:1991:i:4:p:441-53)
  by Hall, Alastair & Rossana, Robert J
• Institutional Investment In Listed Company Securities (RePEc:bla:ecorec:v:34:y:1958:i:69:p:375-389)
  by A. R. Hall
• The Oxford Handbook of Economic Forecasts (RePEc:bla:jtsera:v:33:y:2012:i:3:p:530-531)
  by Alastair R. Hall
• Inference about long run canonical correlations (RePEc:bla:jtsera:v:33:y:2012:i:4:p:665-683)
  by Prosper Dovonon & Alastair R. Hall & Kalidas Jana
• Economic Time Series: Modeling and Seasonality (RePEc:bla:jtsera:v:34:y:2013:i:2:p:282-283)
  by Alastair R. Hall
• Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy (RePEc:bla:manchs:v:81:y:2013:i::p:1-2)
  by Alastair R. Hall & Denise R. Osborn & Chris Orme
• Inference on Structural Breaks using Information Criteria (RePEc:bla:manchs:v:81:y:2013:i::p:54-81)
  by Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas
• Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks (RePEc:bpj:jecome:v:2:y:2013:i:1:p:53-67:n:5)
  by Hall Alastair & Sakkas Nikolaos
• Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:cir:cirwor:95s-20)
  by Eric Ghysels & Alain Guay & Alastair Hall
• On Periodic Structures and Testing for Seasonal Unit Roots (RePEc:cir:cirwor:95s-21)
  by Eric Ghysels & Alastair Hall & Hahn Shik Lee
• Covariance Matrix Estimation And The Limiting Behavior Of The Overidentifying Restrictions Test In The Presence Of Neglected Structural Instability (RePEc:cup:etheor:v:19:y:2003:i:06:p:962-983_19)
  by Hall, Alastair R. & Inoue, Atsushi & Peixe, Fernanda P.M.
• Nonnested Testing In Models Estimated Via Generalized Method Of Moments (RePEc:cup:etheor:v:27:y:2011:i:02:p:443-456_00)
  by Hall, Alastair R. & Pelletier, Denis
• Garp, Separability, And The Representative Agent (RePEc:cup:macdyn:v:4:y:2000:i:03:p:324-342_01)
  by Fleissig, Adrian R. & Hall, Alastair R. & Seater, John J.
• Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:07-04)
  by Hall, Alastair & Inoue, Atsushi & Nason M, James & Rossi, Barbara
• Information Criteria For Impulse Response Function Matching Estimation Of Dsge Models (RePEc:duk:dukeec:08-7)
  by Alastair Hall & Atsushi & James M Nason & Barbara Rossi
• Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:duk:dukeec:10-28)
  by Alastair Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
• Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test (RePEc:ecm:emetrp:v:68:y:2000:i:6:p:1517-1528)
  by Alastair R. Hall
• A Consistent Method for the Selection of Relevant Instruments (RePEc:ecm:wc2000:0790)
  by Alastair Hall & Fernanda P. M. Peixe
• Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection (RePEc:eee:ecolet:v:105:y:2009:i:1:p:83-85)
  by Eryuruk, Gunce & Hall, Alastair R. & Jana, Kalidas
• A comparative study of three data-based methods of instrument selection (RePEc:eee:ecolet:v:105:y:2009:i:3:p:280-283)
  by Eryuruk, Gunce & Hall, Alastair R. & Jana, Kalidas
• A simplified method of calculating the distribution free Cox test (RePEc:eee:ecolet:v:18:y:1985:i:2-3:p:149-151)
  by Hall, Alastair
• A simplified method of calculating the score test for serial correlation in multivariate models (RePEc:eee:ecolet:v:21:y:1986:i:2:p:159-161)
  by Hall, Alastair
• On the calculation of the information matrix test in the normal linear regression model (RePEc:eee:ecolet:v:29:y:1989:i:1:p:31-35)
  by Hall, Alastair
• Instrument choice and tests for a unit root (RePEc:eee:ecolet:v:35:y:1991:i:2:p:161-165)
  by Hall, Alastair & Hassett, Kevin
• Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large (RePEc:eee:ecolet:v:52:y:1996:i:3:p:247-255)
  by Hall, Alastair & Lee, Tae Yoon
• The large sample behaviour of the generalized method of moments estimator in misspecified models (RePEc:eee:econom:v:114:y:2003:i:2:p:361-394)
  by Hall, Alastair R. & Inoue, Atsushi
• Information in generalized method of moments estimation and entropy-based moment selection (RePEc:eee:econom:v:138:y:2007:i:2:p:488-512)
  by Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock
• Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] (RePEc:eee:econom:v:141:y:2007:i:2:p:1418-1417)
  by Hall, Alastair R. & Inoue, Atsushi
• Inference regarding multiple structural changes in linear models with endogenous regressors (RePEc:eee:econom:v:170:y:2012:i:2:p:281-302)
  by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
• Information criteria for impulse response function matching estimation of DSGE models (RePEc:eee:econom:v:170:y:2012:i:2:p:499-518)
  by Hall, Alastair R. & Inoue, Atsushi & Nason, James M. & Rossi, Barbara
• Estimation and inference in unstable nonlinear least squares models (RePEc:eee:econom:v:172:y:2013:i:1:p:158-167)
  by Boldea, Otilia & Hall, Alastair R.
• Are consumption-based intertemporal capital asset pricing models structural? (RePEc:eee:econom:v:45:y:1990:i:1-2:p:121-139)
  by Ghysels, Eric & Hall, Alastair
• Testing nonnested Euler conditions with quadrature-based methods of approximation (RePEc:eee:econom:v:46:y:1990:i:3:p:273-308)
  by Ghysels, Eric & Hall, Alastair
• Testing for unit roots in autoregressive moving average models : An instrumental variable approach (RePEc:eee:econom:v:48:y:1991:i:3:p:325-353)
  by Pantula, Sastry G. & Hall, Alastair
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (RePEc:eee:econom:v:54:y:1992:i:1-3:p:223-250)
  by Hall, Alastair
• Induced seasonality and production-smoothing models of inventory behavior (RePEc:eee:econom:v:55:y:1993:i:1-2:p:169-172)
  by Hall, Alastair
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) (RePEc:eee:econom:v:60:y:1994:i:1-2:p:321-321)
  by Hall, Alastair
• Predictive tests for structural change with unknown breakpoint (RePEc:eee:econom:v:82:y:1998:i:2:p:209-233)
  by Ghysels, Eric & Guay, Alain & Hall, Alastair
• Two further aspects of some new tests for structural stability (RePEc:eee:streco:v:10:y:1999:i:3-4:p:431-443)
  by Sen, Amit & Hall, Alastair
• Information criteria for impulse response function matching estimation of DSGE models (RePEc:fip:fedawp:2007-10)
  by Alastair R. Hall & Atsushi Inoue & James M. Nason & Barbara Rossi
• Judging instrument relevance in instrumental variables estimation (RePEc:fip:fedgfe:94-3)
  by Alastair R. Hall & Glenn D. Rudebusch & David W. Wilcox
• A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator (RePEc:ier:iecrev:v:31:y:1990:i:2:p:355-64)
  by Ghysels, Eric & Hall, Alastair
• Generalized Predictive Tests and Structural Change Analysis in Econometrics (RePEc:ier:iecrev:v:35:y:1994:i:1:p:199-229)
  by Dufour, Jean-Marie & Ghysels, Eric & Hall, Alastair
• Judging Instrument Relevance in Instrumental Variables Estimation (RePEc:ier:iecrev:v:37:y:1996:i:2:p:283-98)
  by Hall, Alastair R & Rudebusch, Glenn D & Wilcox, David W
• Inference regarding multiple structural changes in linear models with endogenous regressors (RePEc:man:cgbcrp:125)
  by Alastair R. Hall & Sanggohn Han & Otilia Boldea
• Estimation and Inference in Unstable Nonlinear Least Squares Models (RePEc:man:cgbcrp:126)
  by Otilia Boldea & Alastair R. Hall
• Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (RePEc:man:cgbcrp:127)
  by Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi
• Inference on Structural Breaks using Information Criteria (RePEc:man:cgbcrp:173)
  by Alastair R. Hall & Denise R. Osborn & Nikolaos D. Sakkas
• Estimation and Inference in Unstable Nonlinear Least Squares Models (RePEc:man:cgbcrp:174)
  by Otilia Boldea & Alastair R. Hall
• Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach (RePEc:man:sespap:1205)
  by Alastair R. Hall & Yuyi Li & Chris D. Orme
• Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach (RePEc:man:sespap:1326)
  by Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko
• Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares (RePEc:man:sespap:1328)
  by Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas
• Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation (RePEc:mtl:montde:8703)
  by Ghysels, E. & Hall, A.
• Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory (RePEc:mtl:montde:8724)
  by Ghysels, E. & Hall, A.
• On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency (RePEc:mtl:montde:8933)
  by Ghysels, E. & Hall, A.
• An Extension of Quadrature-Based Methods for Solving Euler Conditions (RePEc:mtl:montde:9029)
  by Ghysels, E. & Hall, A.
• Generalized Predictive Tests and Structural Change Analysis in Econometrics (RePEc:mtl:montde:9223)
  by Dufour, J.M. & Ghysels, E. & Hall, A.
• On Periodic Structures and Testing for Seasonal Unit Roots (RePEc:mtl:montde:9518)
  by Ghysels, E. & Hall, A. & Lee, H.S.
• Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:mtl:montde:9524)
  by Ghysels, E. & Guay, A. & Hall, A.
• A Test For Structural Stability Of Euler Conditions Parameters Estimated Via The Generalized Methods Of Moments Estimators (RePEc:mtl:montec:8837)
  by Ghysels, E & Hall, A.
• On Generalized Method Od Moments, Maximum Likelihood And Asymptotic Efficiency (RePEc:mtl:montec:8933)
  by Ghysels, E. & Hall, A.
• An Extension Of Quadrature-Based Methods For Solving Euler Conditions (RePEc:mtl:montec:9029)
  by Ghysels, E. & Hall, A.
• Generalized Predictive Tests and Structural Change Analysis in Econometrics (RePEc:mtl:montec:9223)
  by Dufour, J.M. & Ghysels, E. & Hall, A.
• The Periodic Time Series and Testing the Unit Root Hypothesis (RePEc:mtl:montec:9325)
  by Ghysels, E. & Hall, A.
• On Periodic Time Series and Testing the Unit Root Hypothesis (RePEc:mtl:montec:9333)
  by Ghysels, E. & Hall, A.
• On Periodic Structures and Testing for Seasonal Unit Roots (RePEc:mtl:montec:9518)
  by Ghysels, E. & Hall, A. & Lee, H.S.
• Predictive Tests for Structural Change with Unknown Breakpoint (RePEc:mtl:montec:9524)
  by Ghysels, E. & Guay, A. & Hall, A.
• Non-Nested Testing in Models Estimated via Generalized Method of Moments (RePEc:ncs:wpaper:011)
  by Alastair R. Hall & Denis Pelletier
• Generalized Method of Moments (RePEc:oxp:obooks:9780198775201)
  by Hall, Alastair R.
• Estimation and inference in unstable nonlinear least squares models (RePEc:pra:mprapa:23150)
  by Boldea, Otilia & Hall, Alastair R.
• Inference regarding multiple structural changes in linear models estimated via two stage least squares (RePEc:pra:mprapa:9251)
  by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
• Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS (RePEc:pra:mprapa:9472)
  by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
• Information Criteria for Impulse Response Function Matching Estimation (RePEc:red:sed007:293)
  by Jim Nason & Barbara Rossi & Atsushi Inoue & Alastair Hall
• A Consistent Method for the Selection of Relevant Instruments (RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287)
  by Alastair R. Hall & Fernanda P. M. Peixe
• The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (RePEc:taf:emetrv:v:25:y:2006:i:1:p:117-138)
  by Fernanda Peixe & Alastair Hall & Kostas Kyriakoulis
• Entropy-Based Moment Selection in the Presence of Weak Identification (RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:398-427)
  by Alastair Hall & Atsushi Inoue & Changmock Shin
• Data mining and the selection of instruments (RePEc:taf:jecmet:v:7:y:2001:i:2:p:265-277)
  by Alastair Hall & Fernanda Peixe
• The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (RePEc:wpa:wuwpem:0505002)
  by Alastair R. Hall & Atsushi Inoue
• The Information Matrix Test for the Linear Model (RePEc:wrk:warwec:250)
  by Hall, A.R.