Alastair Hall

Statistics

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.

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

Economic Journal.

By: A. Hall

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