Alastair Hall

Hall, A. R., Inoue, A., & Shin, C. (2008). Entropy-based moment selection in the presence of weak identification. ECONOMETRIC REVIEWS, Vol. 27, pp. 398–427. https://doi.org/10.1080/07474930801960261

Hall, A. R., Inoue, A., Jana, K., & Shin, C. (2007). Information in generalized method of moments estimation and entropy-based moment selection. JOURNAL OF ECONOMETRICS, 138(2), 488–512. https://doi.org/10.1016/j.jeconom.2006.05.006

Hall, A. R., & Inoue, A. (2007, December). 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. https://doi.org/10.1016/j.jeconom.2007.02.006

Jayaraman, A., Hall, C. K., & Genzer, J. (2006). Computer Simulation Study of Molecular Recognition in Model DNA Microarrays. Biophysical Journal, 91(6), 2227–2236. https://doi.org/10.1529/biophysj.106.086173

Peixe, F. P. M., Hall, A. R., & Kyriakoulis, K. (2006). The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution. ECONOMETRIC REVIEWS, 25(1), 117–138. https://doi.org/10.1080/07474930500545488

Hall, A. R. (2005). Generalized method of moments. Oxford; New York: Oxford University Press.

Hall, A. R., Inoue, A., & Peixe, F. P. M. (2003). 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. https://doi.org/10.1017/S0266466603196041

Hall, A. R., & Inoue, A. (2003). The large sample behaviour of the generalized method of moments estimator in misspecified models. JOURNAL OF ECONOMETRICS, 114(2), 361–394. https://doi.org/10.1016/S0304-4076(03)00089-7

Hall, A. R. (2001). Testing target-zone models using efficient method of moments - Coment. Journal of Business & Economic Statistics, 19(3), 269–271.

Hu, F., Hall, A. R., & Nychka, D. (2000). A nonparametric approach to stochastic discount factor estimation. Advances in Econometrics, 14(2000), 155–176.

Hall, A. R. (2000). Covariance matrix estimation and the power of the overidentifying restrictions test. ECONOMETRICA, 68(6), 1517–1527. https://doi.org/10.1111/1468-0262.00171

Fleissig, A. R., Hall, A. R., & Seater, J. J. (2000). Garp, separability, and the representative agent. MACROECONOMIC DYNAMICS, 4(3), 324–342. https://doi.org/10.1017/S1365100500016035

Ghysels, E., Guay, A., & Hall, A. (1999). Predictive tests for structural change with unknown breakpoint (vol 82, pg 209, 1997). Journal of Econometrics, 90(2), 337–343.

Hall, A. R. (1999). Structural stability testing in models estimated by generalized method of moments. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 17(3), 335–348. https://doi.org/10.2307/1392291

Ghysels, E., Guay, A., & Hall, A. (1998). Predictive tests for structural change with unknown breakpoint. JOURNAL OF ECONOMETRICS, 82(2), 209–233. https://doi.org/10.1016/S0304-4076(97)00057-2

Hall, A. R. (1997). [Review of Periodicity and stochastic trends in economic time series. P H Franses]. Economic Journal, 107(444), 1602–1603.