Alastair R. Hall

发表

Efficient and Effective Implementation of New Data Sets into the Distributed Active Archive Center, a Land Processes Perspective

Jeanne Behnke, C. J. Doescher, T. Sohre, 2010 .

The Asymptotic Properties of GMM and Indirect Inference under Second Inference

Alastair R. Hall, Prosper Donovon, 2017 .

Testing structural stability in macroeconometric models

Alastair R. Hall, Otilia Boldea, O. Boldea, 2013 .

Generalized Method of Moments

Alastair R. Hall, A. Hall, A. Hall, 2005 .

Generalized Predictive Tests and Structural Change Analysis in Econometrics

Jean-Marie Dufour, Eric Ghysels, Alastair R. Hall, 1994 .

The asymptotic properties of GMM and indirect inference under second-order identification

Alastair R. Hall, Prosper Dovonon, P. Dovonon, 2018, Journal of Econometrics.

Foundations of info-metrics: modeling, inference and imperfect information

Alastair R. Hall, 2020 .

Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach

Alastair R. Hall, Chris D. Orme, C. Orme, 2015 .

Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250)

Alastair R. Hall, 1994 .

Generalized Method of Moments (Advanced Texts in Econometrics Series, Oxford University Press)

Alastair R. Hall, 2005 .

Interview With Lars Peter Hansen

Eric Ghysels, Alastair R. Hall, A. Hall, 2002 .

On Periodic Structures and Testing for Seasonal Unit Roots

Eric Ghysels, Alastair R. Hall, Hahn Shik Lee, 1995 .

A simplified method of calculating the distribution free Cox test

Alastair R. Hall, A. Hall, 1985 .

Testing for a unit root in the presence of moving average errors

Alastair R. Hall, A. Hall, 1989 .

Estimating the Speed of Adjustment in Partial Adjustment Models

Alastair R. Hall, A. Hall, Robert J. Rossana, 1991 .

The Information Matrix Test for the Linear Model

Alastair R. Hall, A. Hall, A. Hall, 1987 .

Generalized Method of Moments (GMM)

Alastair R. Hall, A. Hall, 2010 .

Lagrange Multiplier Tests for Normality Against Seminonparametric Alternatives

Alastair R. Hall, A. Hall, 1990 .

Information in generalized method of moments estimation and entropy-based moment selection

Alastair R. Hall, Atsushi Inoue, Kalidas Jana, 2007 .

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Methods of Moments Estimators

Eric Ghysels, Alastair R. Hall, A. Hall, 1990 .

Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection

Alastair R. Hall, A. Hall, A. Hall, 1992 .

Predictive Tests for Structural Change with Unknown Breakpoint

Eric Ghysels, Alain Guay, Alastair R. Hall, 1995 .

GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT

Alastair R. Hall, John J. Seater, A. Hall, 2000, Macroeconomic Dynamics.

Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS

Alastair R. Hall, Otilia Boldea, A. Hall, 2012 .

Editorial Announcement

Eric Ghysels, Alastair R. Hall, E. Ghysels, 2004 .

Editors' Introduction to Twentieth Anniversary Commemorative Issue of the Journal of Business and Economic Statistics

Eric Ghysels, Alastair R. Hall, 2002 .

Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test

Alastair R. Hall, A. Hall, 2000 .

Inference regarding multiple structural changes in linear models with endogenous regressors☆

Alastair R. Hall, Otilia Boldea, A. Hall, 2012, Journal of econometrics.

The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models

Alastair R. Hall, Atsushi Inoue, A. Inoue, 2003 .

Corrigendum to “Information criteria for impulse response function matching estimation of DSGE models” [J. Econom. 170 (2012) 499–518]

Alastair R. Hall, Barbara Rossi, James M. Nason, 2014 .

Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection

Alastair R. Hall, A. Hall, A. Hall, 1994 .

Testing for unit roots in autoregressive moving average models: An instrumental variable approach

Sastry G. Pantula, Alastair R. Hall, 1991 .