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Alastair R. Hall · Study
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Author
Alastair R. Hall
20 works
· latest 2013
· 2 institutions
cluster: provisional
Works
20 shown
Inference on Structural Breaks using Information Criteria
Manchester School
·
2013
·
3 authors
·
Open access
36
citations
Information criteria for impulse response function matching estimation of DSGE models
Journal of Econometrics
·
2012
·
4 authors
·
Open access
88
citations
Inference regarding multiple structural changes in linear models with endogenous regressors
Journal of Econometrics
·
2012
·
3 authors
·
Open access
68
citations
Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS
Econometric Reviews
·
2011
·
3 authors
30
citations
Editors' Introduction to Twentieth Anniversary Commemorative Issue of theJournal of Business and Economic Statistics
Journal of Business and Economic Statistics
·
2002
·
2 authors
15
citations
Structural Stability Testing in Models Estimated by Generalized Method of Moments
Journal of Business and Economic Statistics
·
1999
·
2 authors
67
citations
Predictive tests for structural change with unknown breakpoint
Journal of Econometrics
·
1998
·
3 authors
86
citations
Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.
The Economic Journal
·
1996
·
4 authors
1,578
citations
Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
Journal of Business and Economic Statistics
·
1994
·
1 author
701
citations
Generalized Predictive Tests and Structural Change Analysis in Econometrics
International Economic Review
·
1994
·
3 authors
51
citations
Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection
Journal of Econometrics
·
1992
·
1 author
45
citations
JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
Journal of Time Series Analysis
·
1992
·
1 author
37
citations
Estimating the Speed of Adjustment in Partial Adjustment Models
Journal of Business and Economic Statistics
·
1991
·
2 authors
19
citations
Testing for unit roots in autoregressive moving average models
Journal of Econometrics
·
1991
·
2 authors
119
citations
Testing nonnested Euler conditions with quadrature-based methods of approximation
Journal of Econometrics
·
1990
·
2 authors
21
citations
Are consumption-based intertemporal capital asset pricing models structural?
Journal of Econometrics
·
1990
·
2 authors
75
citations
A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
International Economic Review
·
1990
·
2 authors
111
citations
'Testing for a unit root In the presence of moving average errors'
Biometrika
·
1990
·
1 author
92
citations
Testing for a Unit Root in the Presence of Moving Average Errors
Biometrika
·
1989
·
1 author
38
citations
Testing for a unit root in the presence of moving average errors
Biometrika
·
1989
·
1 author
83
citations