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 0 0 0 289 1 5 8 788
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 0 4 7 812
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 3 7 197
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 4 5 48
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 1 11 13 228
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 0 5 7 104
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 0 2 5 210
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 1 15 23 94
Estimation and inference in unstable nonlinear least squares models 0 0 1 54 0 9 18 165
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 3 7 119
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 0 1 11 395
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 0 5 7 152
Inference on Structural Breaks using Information Criteria 0 0 0 152 2 8 17 162
Inference regarding multiple structural changes in linear models estimated via two stage least squares 0 0 0 80 0 3 7 241
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 1 5 10 282
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 2 11 16 75
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 1 9 18 489
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 2 461 2 13 29 1,641
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 2 8 9 183
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 2 4 7 397
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 2 6 605
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 3 279 2 5 20 897
ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY 0 0 0 0 0 4 6 374
ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS 0 0 0 25 0 7 9 145
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 0 1 2 139
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 4 5 159
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 1 4 7 86
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 0 3 4 684
On Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 1 3 205
On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations 0 0 0 42 0 0 1 179
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 19 22 357
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 1 7 13 160
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 5 6 1,123
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 1 23 63 246
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 0 2 5 111
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 1 2 4 130
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 2 6 73
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 6 10 73
The Information Matrix Test for the Linear Model 0 0 0 8 1 5 10 310
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 1 1 341 2 6 15 991
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 1 4 8 209
Total Working Papers 0 1 7 2,636 25 240 456 14,038

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 0 0 1 75 0 8 13 240
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 0 5 6 878
A comparative study of three data-based methods of instrument selection 0 0 0 14 0 4 9 59
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 3 4 41
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 0 8 11 61
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 1 4 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 1 3 83
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 1 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 1 9 31 316
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 0 2 5 528
Data mining and the selection of instruments 1 1 1 7 1 3 4 50
Economic Time Series: Modeling and Seasonality 0 0 0 29 1 4 4 64
Editors Report 2003 0 0 0 2 1 1 4 26
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 1 2 2 18
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 1 102
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 0 3 4 139
Estimation and inference in unstable nonlinear least squares models 0 1 1 50 1 6 13 221
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 1 1 5 53
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 1 6 16 483
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 0 0 1 20
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 0 3 83
Inference about long run canonical correlations 0 0 0 3 0 0 1 23
Inference on Structural Breaks using Information Criteria 0 0 0 6 0 2 5 53
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 1 24 1 1 4 141
Information criteria for impulse response function matching estimation of DSGE models 0 1 2 81 1 8 15 300
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 1 8 11 266
Instrument choice and tests for a unit root 0 0 1 12 1 1 4 43
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 0 5 7 58
Interview with Christopher A. Sims 0 0 0 0 1 3 5 284
Interview with Lars Peter Hansen 0 0 0 0 0 2 6 565
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 1 5 9 900
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 1 2 204
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 1 5 9 91
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 0 1 4 45
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 1 8 177
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 1 3 9 358
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 2 4 65
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 2 6 16 1,411
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 0 7 10 138
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 3 7 91
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 0 0 60 0 0 4 146
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 22 0 3 3 104
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 1 2 4 146
The Oxford Handbook of Economic Forecasts 0 0 0 14 0 0 0 64
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 1 5 277 1 11 24 698
Two further aspects of some new tests for structural stability 0 0 0 13 0 11 12 74
Total Journal Articles 1 4 13 1,505 23 162 336 10,418

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 1 1 6 187
Total Books 0 0 0 0 1 1 6 187

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Statistics updated 2026-04-09