Alastair R Hall

Works (16)

Updated: March 10th, 2025 12:14

2008 article

Entropy-Based Moment Selection in the Presence of Weak Identification

Hall, A. R., Inoue, A., & Shin, C. (2008, May 15). Econometric Reviews.

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

author keywords: generalized method of moments; inference; moment selection; weak identification
topics (OpenAlex): Advanced Statistical Methods and Models; Statistical Methods and Inference; Control Systems and Identification
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Source: Web Of Science
Added: August 6, 2018

2007 article

Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models”

Hall, A. R., & Inoue, A. (2007, April 7). Corrigendum to: “The large sample behaviour of the generalized method of moments estimator in misspecified models.” Journal of Econometrics.

By: A. Hall n & A. Inoue n

topics (OpenAlex): Statistical Methods and Inference
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Source: Web Of Science
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 n, C. Hall n  & J. Genzer n 

MeSH headings : Computer Simulation; DNA, Single-Stranded / chemistry; Kinetics; Models, Chemical; Monte Carlo Method; Nucleic Acid Hybridization; Oligonucleotide Array Sequence Analysis / methods; Sensitivity and Specificity; Thermodynamics
topics (OpenAlex): Gene expression and cancer classification; Advanced Biosensing Techniques and Applications; Fractal and DNA sequence analysis
TL;DR: This work uses lattice Monte Carlo simulations to study the thermodynamics and kinetics of hybridization of single-stranded target genes in solution with complementary probe DNA molecules immobilized on a microarray surface and observes that probes 12-16 segments gave the highest specificity and sensitivity. (via Semantic Scholar)
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Sources: Web Of Science, Crossref, NC State University Libraries
Added: August 6, 2018

2006 article

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

Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2006, June 20). Journal of Econometrics.

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

author keywords: long run canonical correlations; efficiency; near redundancy; weak identification
topics (OpenAlex): Advanced Statistical Methods and Models; Statistical Methods and Inference; Statistical Distribution Estimation and Applications
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Source: Web Of Science
Added: August 6, 2018

2006 article

The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution

Peixe, F. P. M., Hall, A. R., & Kyriakoulis, K. (2006, March 13). Econometric Reviews.

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

topics (OpenAlex): Monetary Policy and Economic Impact; Financial Risk and Volatility Modeling; Advanced Statistical Methods and Models
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Source: Web Of Science
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 article

COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY

Hall, A. R., Inoue, A., & Peixe, F. P. M. (2003, September 24). Econometric Theory.

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

topics (OpenAlex): Monetary Policy and Economic Impact; Market Dynamics and Volatility; Financial Markets and Investment Strategies
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Source: Web Of Science
Added: August 6, 2018

2003 article

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

Hall, A. R., & Inoue, A. (2003, April 23). Journal of Econometrics.

By: A. Hall n & A. Inoue n

author keywords: misspecification; generalized method of moments; asymptotic distribution theory
topics (OpenAlex): Statistical Distribution Estimation and Applications; Advanced Statistical Methods and Models; Statistical Methods and Inference
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Source: Web Of Science
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 article

Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test

Hall, A. R. (2000, November 1). Econometrica.

By: A. Hall n

topics (OpenAlex): Monetary Policy and Economic Impact; Financial Risk and Volatility Modeling; Forecasting Techniques and Applications
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Source: Web Of Science
Added: August 6, 2018

2000 article

GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT

Fleissig, A. R., Hall, A. R., & Seater, J. J. (2000, September 1). Macroeconomic Dynamics.

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

author keywords: nonparametric; utility maximization; consumption data
topics (OpenAlex): Economics of Agriculture and Food Markets; Economic theories and models; Monetary Policy and Economic Impact
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Source: Web Of Science
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 article

Structural Stability Testing in Models Estimated by Generalized Method of Moments

Hall, A. R., & Sen, A. (1999, July 1). Journal of Business and Economic Statistics.

By: A. Hall* & A. Sen

author keywords: conditional capital asset pricing model; functional misspecification; identifying and overidentifying restrictions; parameter variation
topics (OpenAlex): Structural Health Monitoring Techniques; Soil, Finite Element Methods; Probabilistic and Robust Engineering Design
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Source: Web Of Science
Added: August 6, 2018

1998 article

Predictive tests for structural change with unknown breakpoint

Ghysels, E., Guay, A., & Hall, A. (1998, February 1). Journal of Econometrics.

By: E. Ghysels *, A. Guay & A. Hall n

author keywords: generalized method of moments; nonlinear models; structural stability testing; parameter variation; overidentifying restrictions
topics (OpenAlex): Monetary Policy and Economic Impact; Financial Risk and Volatility Modeling; Statistical Methods and Inference
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Source: Web Of Science
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

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