Access Statistics for Alastair Hall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Method for the Selection of Relevant Instruments 1 1 1 290 5 7 13 793
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 3 4 10 815
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 1 3 8 198
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 1 1 6 49
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 3 8 15 231
EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers 0 0 0 21 3 5 10 107
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 2 6 24 96
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 3 3 8 213
Estimation and inference in unstable nonlinear least squares models 0 0 1 54 4 4 22 169
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 1 12 396
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 1 2 8 120
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 3 6 10 155
Inference on Structural Breaks using Information Criteria 0 0 0 152 4 10 21 166
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 2 2 9 243
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 5 6 15 287
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 4 18 77
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 1 7 25 1,642
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 2 7 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 4 7 21 493
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 4 7 397
Judging instrument relevance in instrumental variables estimation 0 0 0 1 1 1 7 606
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 1 279 2 5 20 899
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 0 0 6 374
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 0 25 3 4 12 148
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 1 1 3 140
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 4 5 8 688
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 3 5 8 162
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 3 4 10 89
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 3 205
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 3 3 4 182
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 2 4 15 162
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 4 5 10 1,127
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 6 7 28 363
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 2 3 65 248
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 2 2 7 113
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 3 4 7 133
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 2 2 8 75
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 5 6 15 78
The Information Matrix Test for the Linear Model 0 0 0 8 2 5 12 312
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 5 9 20 996
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 2 3 10 211
Total Working Papers 1 1 6 2,637 105 175 551 14,143

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Method for the Selection of Relevant Instruments 1 1 2 76 6 9 19 246
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 1 2 7 879
A comparative study of three data-based methods of instrument selection 0 0 0 14 0 0 9 59
A simplified method of calculating the distribution free Cox test 0 0 0 7 2 2 6 43
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 0 0 1 132
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 0 11 1 3 10 62
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 0 1 6 325
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY 0 0 0 3 0 0 2 83
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 1 7 51
Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] 0 0 0 43 4 5 35 320
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 1 1 6 529
Data mining and the selection of instruments 0 1 1 7 2 3 6 52
Economic Time Series: Modeling and Seasonality 0 0 0 29 3 5 7 67
Editors Report 2003 0 0 0 2 1 2 4 27
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 2 2 18
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 5 5 6 107
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 0 4 139
Estimation and inference in unstable nonlinear least squares models 0 1 1 50 2 4 15 223
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 2 3 7 55
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 2 4 18 485
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 2 2 3 22
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 2 2 5 85
Inference about long run canonical correlations 0 0 0 3 1 1 2 24
Inference on Structural Breaks using Information Criteria 0 0 0 6 2 3 7 55
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 24 2 3 6 143
Information criteria for impulse response function matching estimation of DSGE models 0 1 2 81 2 5 17 302
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 1 4 12 267
Instrument choice and tests for a unit root 0 0 1 12 3 4 7 46
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 2 3 9 60
Interview with Christopher A. Sims 0 0 0 0 1 2 6 285
Interview with Lars Peter Hansen 0 0 0 0 0 1 6 565
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 1 3 10 901
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 1 1 3 205
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 3 10 92
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 1 1 5 46
Predictive tests for structural change with unknown breakpoint 0 0 0 45 3 4 11 180
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 1 7 358
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 2 2 6 67
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 5 8 19 1,416
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 1 2 11 139
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) 0 0 1 35 1 2 8 92
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 0 0 60 2 2 5 148
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 22 2 3 5 106
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 3 4 7 149
The Oxford Handbook of Economic Forecasts 0 0 0 14 2 2 2 66
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 1 4 277 2 5 24 700
Two further aspects of some new tests for structural stability 0 0 0 13 0 7 12 74
Total Journal Articles 1 5 13 1,506 77 132 402 10,495

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generalized Method of Moments 0 0 0 0 3 4 8 190
Total Books 0 0 0 0 3 4 8 190

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Statistics updated 2026-05-06