Alastair Hall

Works (16)

2008 journal article

Entropy-based moment selection in the presence of weak identification

Econometric Reviews, 27(4-6), 398–427.

By: A. Hall, A. Inoue & C. Shin

Source: NC State University Libraries
Added: August 6, 2018

2007 journal article

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

Journal of Econometrics, 138(2), 488–512.

By: A. Hall, A. Inoue, K. Jana & C. Shin

Source: NC State University Libraries
Added: August 6, 2018

2007 article

The large sample behaviour of the generalized method of moments estimator in misspecified models (vol 114, pg 361, 2003)

Journal of Econometrics, Vol. 141, pp. 1418–1418.

By: A. Hall & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

Computer simulation study of molecular recognition in model DNA microarrays

Biophysical Journal, 91(6), 2227–2236.

By: A. Jayaraman, C. Hall & J. Genzer

Source: NC State University Libraries
Added: August 6, 2018

2006 journal article

The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution

Econometric Reviews, 25(1), 117–138.

By: F. Peixe, A. Hall & K. Kyriakoulis

Source: NC State University Libraries
Added: August 6, 2018

2005 book

Generalized method of moments

Oxford; New York: Oxford University Press.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

2003 journal article

Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability

Econometric Theory, 19(6), 962–983.

By: A. Hall, A. Inoue & F. Peixe

Source: NC State University Libraries
Added: August 6, 2018

2003 journal article

The large sample behaviour of the generalized method of moments estimator in misspecified models

Journal of Econometrics, 114(2), 361–394.

By: A. Hall & A. Inoue

Source: NC State University Libraries
Added: August 6, 2018

2001 journal article

Testing target-zone models using efficient method of moments - Coment

Journal of Business & Economic Statistics, 19(3), 269–271.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

2000 journal article

A nonparametric approach to stochastic discount factor estimation

Advances in Econometrics, 14(2000), 155–176.

By: F. Hu, A. Hall & D. Nychka

Source: NC State University Libraries
Added: August 6, 2018

2000 journal article

Covariance matrix estimation and the power of the overidentifying restrictions test

Econometrica, 68(6), 1517–1527.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

2000 journal article

Garp, separability, and the representative agent

Macroeconomic Dynamics, 4(3), 324–342.

By: A. Fleissig, A. Hall & J. Seater

Source: NC State University Libraries
Added: August 6, 2018

1999 journal article

Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997)

Journal of Econometrics, 90(2), 337–343.

By: E. Ghysels, A. Guay & A. Hall

Source: NC State University Libraries
Added: August 6, 2018

1999 journal article

Structural stability testing in models estimated by generalized method of moments

Journal of Business & Economic Statistics, 17(3), 335–348.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018

1998 journal article

Predictive tests for structural change with unknown breakpoint

Journal of Econometrics, 82(2), 209–233.

By: E. Ghysels, A. Guay & A. Hall

Source: NC State University Libraries
Added: August 6, 2018

1997 review

Periodicity and stochastic trends in economic time series. P H Franses

[Review of ]. Economic Journal, 107(444), 1602–1603.

By: A. Hall

Source: NC State University Libraries
Added: August 6, 2018