Alastair Hall : Citation Profile


Are you Alastair Hall?

University of Manchester

15

H index

17

i10 index

1157

Citations

RESEARCH PRODUCTION:

47

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 39
   Journals where Alastair Hall has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 27 (2.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha402
   Updated: 2019-10-21    RAS profile: 2014-03-19    
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Relations with other researchers


Works with:

Osborn, Denise (3)

Orme, Chris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alastair Hall.

Is cited by:

Guay, Alain (32)

Ghysels, Eric (30)

Torgler, Benno (28)

Osborn, Denise (24)

Dufour, Jean-Marie (24)

Perron, Pierre (21)

Narayan, Paresh (19)

Ravn, Morten (17)

Nelson, Charles (16)

Lee, Seojeong (14)

Boldea, Otilia (14)

Cites to:

Andrews, Donald (23)

Bai, Jushan (16)

Perron, Pierre (15)

Hansen, Lars (14)

Peixe, Fernanda (9)

Boldea, Otilia (8)

Inoue, Atsushi (8)

Ghysels, Eric (8)

Osborn, Denise (7)

Fafchamps, Marcel (6)

Qu, Zhongjun (6)

Main data


Where Alastair Hall has published?


Journals with more than one article published# docs
Journal of Econometrics13
Journal of Business & Economic Statistics8
Economics Letters7
Journal of Time Series Analysis3
Econometric Reviews3
International Economic Review3
Econometric Theory2
Manchester School2

Working Papers Series with more than one paper published# docs
Working Papers / Duke University, Department of Economics3
MPRA Paper / University Library of Munich, Germany3

Recent works citing Alastair Hall (2018 and 2017)


YearTitle of citing document
2019Relevant moment selection under mixed identification strength. (2019). Dovonon, Prosper ; Doko Tchatoka, Firmin ; Aguessy, Michael. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-04.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2019Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2018Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2019Continuous Record Asymptotics for Structural Change Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Sensitivity of Regular Estimators. (2018). Mukhin, Yaroslav. In: Papers. RePEc:arx:papers:1805.08883.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01457.

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2018Cross Validation Based Model Selection via Generalized Method of Moments. (2018). Komiyama, Junpei ; Shimao, Hajime . In: Papers. RePEc:arx:papers:1807.06993.

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2018Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2018An Investigation of China†U.S. Bilateral Trade and Exchange Rate Changes Using the Autoregressive Distributed Lag Model. (2018). Hurley, Dene T ; Papanikolaou, Nikolaos. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:2:p:162-179.

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2017Detecting at-Most-m Changes in Linear Regression Models. (2017). Wang, Shixuan ; Pouliot, William ; Horvath, Lajos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590.

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2018Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862.

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2017Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164.

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2017Continuous Record Asymptotics for Structural Change Models. (2017). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-010.

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2017Linear Model IV Estimation When Instruments Are Many or Weak. (2017). Murray, Michael ; Michael, Murray . In: Journal of Econometric Methods. RePEc:bpj:jecome:v:6:y:2017:i:1:p:22:n:1.

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2018The small sample properties of Indirect Inference in testing and estimating DSGE models. (2018). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/7.

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2018Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect. (2018). Otsu, Taisuke ; Qiu, Chen . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:595.

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2018Robust Estimation with Exponentially Tilted Hellinger Distance. (2018). Antoine, Bertille ; Dovonon, Prosper. In: CIRANO Working Papers. RePEc:cir:cirwor:2018s-38.

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2019Consumption, Leisure, and Money. (2019). Serletis, Apostolos ; Xu, Lobo. In: Working Papers. RePEc:clg:wpaper:2019-08.

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2019Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13597.

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2017The Eurozone Convergence through Crises and Structural Changes. (2017). Uctum, Remzi ; Vijverberg, Chu-Ping C. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-38.

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2017What is the globalisation of inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:1-27.

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2018Uncertainty-dependent effects of monetary policy shocks: A new-Keynesian interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:277-296.

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2017Inflation-targeting and real interest rate parity: A bias correction approach. (2017). Kim, Jaebeom ; Ding, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:132-137.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2017Impulse response matching estimators for DSGE models. (2017). Kilian, Lutz ; Inoue, Atsushi ; Guerron, Pablo ; Guerron-Quintana, Pablo. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:144-155.

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2017Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares. (2017). Lye, Jeanette ; Hirschberg, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:173-183.

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2017Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:169-180.

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2018Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Efficient estimation with time-varying information and the New Keynesian Phillips Curve. (2018). Boldea, Otilia ; Antoine, Bertille. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:268-300.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2019Asymptotic theory for clustered samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:268-290.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2019On the structure of IV estimands. (2019). Andrews, Isaiah. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:294-307.

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2019Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95.

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2019A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2019Asset pricing factors and bank CDS spreads. (2019). Koutmos, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:19-41.

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2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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2017The Ethiopian Commodity Exchange and spatial price dispersion. (2017). Andersson, Camilla ; Mannberg, Andrea ; Bezabih, Mintewab . In: Food Policy. RePEc:eee:jfpoli:v:66:y:2017:i:c:p:1-11.

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2019Investigating detrended fluctuation analysis with structural breaks. (2019). Portela, Sofia ; Oliveira, alvaro ; Menezes, Rui . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:331-342.

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2019European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21.

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2017GMM gradient tests for spatial dynamic panel data models. (2017). Tapinar, Suleyman ; Bera, Anil K ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:65:y:2017:i:c:p:65-88.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2017Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test. (2017). Tiwari, Aviral ; Kyophilavong, Phouphet ; Bolat, Suleyman . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1089-1095.

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2017Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan. (2017). Lubik, Thomas ; Lecznar, Jonathan . In: Working Paper. RePEc:fip:fedrwp:17-08.

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2017Selecting the Lag Length for the M GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations. (2017). Rodríguez, Gabriel ; Quineche, Ricardo ; Rodriguez, Gabriel. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:17-:d:95932.

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2018Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392.

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2018Are These Shocks for Real? Sensitivity Analysis of the Significance of the Wavelet Response to Some CKLS Processes. (2018). Kokabisaghi, Somayeh ; Dorsman, Andre B ; van Meulder, Katrien ; Pauwels, Eric J. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:76-:d:167325.

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2017Confidence Sets for the Date of a Mean Shift at the End of a Sample. (2017). Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-06.

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2019A TEST OF THE EFFICIENCY OF THE FOREIGN EXCHANGE MARKET IN INDONESIA. (2019). Iyke, Bernard Njindan. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp1:p:1-26.

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2019Testing DSGE Models by Indirect Inference: a Survey of Recent Findings. (2019). Xu, Yongdeng ; Wickens, Michael ; Minford, Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:3:d:10.1007_s11079-019-09526-w.

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2019Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Bouri, Elie ; Hussain, Syed Jawad ; Roubaud, David ; Raza, Naveed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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2018Metropolitan size and the impacts of telecommuting on personal travel. (2018). Zhu, Pengyu ; Zhou, Jiangping ; Jiang, Yanpeng ; Wang, Liping. In: Transportation. RePEc:kap:transp:v:45:y:2018:i:2:d:10.1007_s11116-017-9846-3.

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2018Rate Optimal Specification Test When the Number of Instruments is Large. (2018). Hitomi, Kohtaro ; Nishiyama, Yoshihiko ; Iwasawa, Masamune . In: KIER Working Papers. RePEc:kyo:wpaper:986.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2018Structural Breaks in International Inflation Linkages for OECD Countries. (2018). Bratsiotis, George ; Osborn, Denise R ; Becker, Ralf ; Altansukh, Gantungalag. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:240.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2017Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares.. (2017). Lye, Jeanette ; Hirschberg, Joseph. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2026.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2018Uncertainty-dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation. (2018). Pellegrino, Giovanni ; Castelnuovo, Efrem. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0219.

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2017The Impact of Leverage Variances on Growth: A Longitudinal Study of Pakistan’s Corporate Sector. (2017). Amjed, Sohail ; Amir, S M. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article27winvi.

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2018INDIRECT TAXES AND ECONOMIC GROWTH: An Empirical Analysis of Pakistan. (2018). Ahmad, Shahzad ; Sial, Maqbool H. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article28sumv.

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2018About Local Projection Impulse Response Function Reliability. (2018). Brugnolini, Luca. In: CEIS Research Paper. RePEc:rtv:ceisrp:440.

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2018Bootstrap inference for misspecified moment condition models. (2018). Giurcanu, Mihai ; Presnell, Brett. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:70:y:2018:i:3:d:10.1007_s10463-017-0604-2.

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2018Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?. (2018). Koutmos, Dimitrios. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-018-2788-0.

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2018Robust estimation and moment selection in dynamic fixed-effects panel data models. (2018). Iek, P ; Aquaro, M. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0782-7.

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2018Inference for Iterated GMM Under Misspecification and Clustering. (2018). Lee, Seojeong ; Hansen, Bruce E. In: Discussion Papers. RePEc:swe:wpaper:2018-07.

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2017Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England. (2017). Andrews, Martyn ; Sutton, Matthew ; Kyriakoulis, Kostas ; Hall, Alastair R ; Elamin, Obbey . In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:23-41.

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2017The asymptotic behaviour of the residual sum of squares in models with multiple break points. (2017). Osborn, Denise ; Sakkas, Nikolaos ; Hall, Alastair R. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:667-698.

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2018Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models. (2018). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:7:p:695-718.

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2018Generalized Autoregressive Method of Moments. (2018). Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew ; Zamojski, Marcin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150138.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2017Simple and Trustworthy Cluster-Robust GMM Inference. (2017). Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2017-19.

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2017El esquema de objetivos de inflación: Evidencia para América Latina (1999-2015). (2017). Barros-Campello, Esther ; Pateiro-Lopez, Carlos ; Salcines-Cristal, Venancio J ; Pateiro-Rodriguez, Carlos. In: Estudios de Economia. RePEc:udc:esteco:v:44:y:2017:i:2:p:223-250.

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2017REAL EXCHANGE RATE AND ECONOMIC GROWTH IN EAST ASIAN COUNTRIES: THE ROLE OF FINANCIAL INTEGRATION. (2017). Van Dai, Pham ; Cottrell, Simon ; Delpachitra, Sarath. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:01:n:s0217590816500168.

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2019An Asymptotic F Test for Uncorrelatedness in the Presence of Time Series Dependence. (2019). Wang, Xuexin ; Sun, Yixiao. In: Working Papers. RePEc:wyi:wpaper:002407.

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2017What is the Globalisation of Inflation?. (2017). Osborn, Denise ; Bratsiotis, George ; Altansukh, Gantungalag ; Becker, Ralf. In: EconStor Open Access Articles. RePEc:zbw:espost:171324.

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Works by Alastair Hall:


YearTitleTypeCited
2005EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers In: 2005 Annual meeting, July 24-27, Providence, RI.
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2011ON THE ROLE OF THE BROKERAGE INSTITUTION IN THE DEVELOPMENT OF ETHIOPIAN AGRICULTURAL MARKETS In: 85th Annual Conference, April 18-20, 2011, Warwick University, Coventry, UK.
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paper1
2005On- and Off-Farm Labour Supply of Dutch Dairy Farmers: Estimation and Policy Simulations In: 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark.
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paper3
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics.
[Citation analysis]
article280
1999Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]
article31
2001Testing Target-Zone Models Using Efficient Method of Moments: Comment. In: Journal of Business & Economic Statistics.
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article0
2002Interview with Lars Peter Hansen. In: Journal of Business & Economic Statistics.
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article8
2002Interview with Christopher A. Sims. In: Journal of Business & Economic Statistics.
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article2
2004Editors Report 2003 In: Journal of Business & Economic Statistics.
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article0
1990Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives. In: Journal of Business & Economic Statistics.
[Citation analysis]
article1
1991Estimating the Speed of Adjustment in Partial Adjustment Models. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
1958INSTITUTIONAL INVESTMENT IN LISTED COMPANY SECURITIES In: The Economic Record.
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article0
2012The Oxford Handbook of Economic Forecasts In: Journal of Time Series Analysis.
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article0
2012Inference about long run canonical correlations In: Journal of Time Series Analysis.
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article2
2013Economic Time Series: Modeling and Seasonality In: Journal of Time Series Analysis.
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article0
2013Editors Introduction to Special Issue of the Manchester School on Structural Breaks and Monetary Policy In: Manchester School.
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article0
2013Inference on Structural Breaks using Information Criteria In: Manchester School.
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