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 1 290 1 3 16 796
A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS 0 0 0 0 0 1 11 816
AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS 0 0 0 0 0 1 9 199
An Extension of Quadrature-Based Methods for Solving Euler Conditions 0 0 0 0 0 1 7 50
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS 0 0 0 54 0 2 17 233
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 0 10 107
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 70 0 0 8 213
Estimation and Inference in Unstable Nonlinear Least Squares Models 0 0 0 11 0 0 24 96
Estimation and inference in unstable nonlinear least squares models 0 0 1 54 0 0 22 169
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 1 0 0 8 120
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 0 1 1 10 397
INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS 0 0 0 17 1 2 12 157
Inference on Structural Breaks using Information Criteria 0 0 0 152 0 0 20 166
Inference regarding multiple structural changes in linear models estimated via two stage least squares 1 1 1 81 1 3 12 246
Inference regarding multiple structural changes in linear models with endogenous regressors 0 0 0 80 0 1 16 288
Information Criteria for Impulse Response Function Matching Estimation 0 0 0 0 1 4 21 81
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 34 0 0 11 185
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 0 0 102 0 0 21 493
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models 0 1 3 462 0 2 22 1,644
Information criteria for impulse response function matching estimation of DSGE models 0 0 0 107 0 1 7 398
Judging instrument relevance in instrumental variables estimation 0 0 0 1 0 1 8 607
Non-Nested Testing in Models Estimated via Generalized Method of Moments 0 0 0 279 0 0 19 899
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 0 2 14 150
On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency 0 0 0 0 0 1 4 141
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 0 0 1 9 163
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 6 0 1 10 90
On Periodic Structures and Testing for Seasonal Unit Roots 0 0 0 82 0 0 8 688
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 0 1 5 183
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 0 0 3 31 366
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 20 0 0 15 162
Predictive Tests for Structural Change with Unknown Breakpoint 0 0 0 173 0 1 11 1,128
Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I: Theory 0 0 0 42 0 0 65 248
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares 0 0 0 49 1 1 8 114
Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation 0 0 0 0 1 1 8 134
Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach 0 0 0 9 0 1 9 76
Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach 0 0 0 26 0 1 16 79
The Information Matrix Test for the Linear Model 0 0 0 8 0 1 13 313
The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models 0 0 1 341 0 1 21 997
The Periodic Time Series and Testing the Unit Root Hypothesis 0 0 0 0 0 0 10 211
Total Working Papers 1 2 7 2,639 7 39 577 14,182

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 2 76 0 1 20 247
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator 0 0 0 159 1 2 9 881
A comparative study of three data-based methods of instrument selection 0 0 0 14 1 1 8 60
A simplified method of calculating the distribution free Cox test 0 0 0 7 0 0 5 43
A simplified method of calculating the score test for serial correlation in multivariate models 0 0 0 17 1 1 1 133
Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks 0 0 0 11 0 1 10 63
Are consumption-based intertemporal capital asset pricing models structural? 0 0 0 106 0 0 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 1 2 4 85
Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection 0 0 0 10 0 1 5 52
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 0 0 35 320
Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test 0 0 0 0 1 1 7 530
Data mining and the selection of instruments 0 0 1 7 1 1 7 53
Economic Time Series: Modeling and Seasonality 0 0 0 29 0 0 7 67
Editors Report 2003 0 0 0 2 2 2 6 29
Editors' Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy 0 0 0 1 0 0 2 18
Entropy-Based Moment Selection in the Presence of Weak Identification 0 0 0 33 0 0 6 107
Estimating the Speed of Adjustment in Partial Adjustment Models 0 0 0 0 1 1 5 140
Estimation and inference in unstable nonlinear least squares models 0 0 1 50 0 2 15 225
GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT 0 0 0 14 1 1 7 56
Generalized Predictive Tests and Structural Change Analysis in Econometrics 0 0 0 86 0 2 16 487
INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES 0 0 0 1 2 2 5 24
Induced seasonality and production-smoothing models of inventory behavior 0 0 0 23 0 1 4 86
Inference about long run canonical correlations 0 0 0 3 0 1 2 25
Inference on Structural Breaks using Information Criteria 0 0 0 6 0 2 9 57
Inference regarding multiple structural changes in linear models with endogenous regressors 1 1 1 25 1 3 7 146
Information criteria for impulse response function matching estimation of DSGE models 0 1 3 82 0 1 17 303
Information in generalized method of moments estimation and entropy-based moment selection 0 0 0 107 1 1 13 268
Instrument choice and tests for a unit root 0 0 0 12 0 0 6 46
Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large 0 0 0 8 0 0 8 60
Interview with Christopher A. Sims 0 0 0 0 0 0 6 285
Interview with Lars Peter Hansen 0 0 0 0 0 0 6 565
Judging Instrument Relevance in Instrumental Variables Estimation 0 0 0 2 0 0 10 901
Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives 0 0 0 0 0 0 3 205
NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS 0 0 0 28 0 0 10 92
On the calculation of the information matrix test in the normal linear regression model 0 0 0 10 0 0 4 46
Predictive tests for structural change with unknown breakpoint 0 0 0 45 0 1 11 181
Structural Stability Testing in Models Estimated by Generalized Method of Moments 0 0 0 0 0 2 9 360
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 0 5 67
Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection 0 0 0 0 2 6 24 1,422
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection 0 0 0 51 0 0 10 139
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 0 0 7 92
Testing for unit roots in autoregressive moving average models: An instrumental variable approach 0 0 0 60 1 2 7 150
Testing nonnested Euler conditions with quadrature-based methods of approximation 0 0 0 22 0 1 6 107
The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution 0 0 0 16 0 2 8 151
The Oxford Handbook of Economic Forecasts 0 0 0 14 0 0 2 66
The large sample behaviour of the generalized method of moments estimator in misspecified models 0 0 2 277 3 7 27 707
Two further aspects of some new tests for structural stability 0 0 0 13 1 2 14 76
Total Journal Articles 1 2 11 1,508 21 53 421 10,548

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 0 1 5 191
Total Books 0 0 0 0 0 1 5 191

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Statistics updated 2026-08-07