Alastair Hall : Citation Profile


Are you Alastair Hall?

University of Manchester

17

H index

21

i10 index

1504

Citations

RESEARCH PRODUCTION:

47

Articles

40

Papers

1

Books

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 51
   Journals where Alastair Hall has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 27 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha402
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

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 (31)

Ghysels, Eric (30)

Torgler, Benno (28)

Dufour, Jean-Marie (27)

Osborn, Denise (26)

Boldea, Otilia (26)

Narayan, Paresh (26)

Lee, Seojeong (23)

Perron, Pierre (20)

Kim, Hyeongwoo (18)

Smyth, Russell (18)

Cites to:

Andrews, Donald (25)

Bai, Jushan (22)

Perron, Pierre (18)

Hansen, Lars (15)

Ghysels, Eric (9)

Osborn, Denise (9)

Boldea, Otilia (9)

Peixe, Fernanda (9)

Inoue, Atsushi (8)

Hansen, Bruce (8)

Qu, Zhongjun (7)

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
International Economic Review3
Econometric Reviews3
Journal of Time Series Analysis3
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 (2024 and 2023)


YearTitle of citing document
2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2024Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720.

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2023Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models. (2023). Gafarov, Bulat. In: Papers. RePEc:arx:papers:2304.07331.

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2023Convexity Not Required: Estimation of Smooth Moment Condition Models. (2023). Zhong, Liang ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2304.14386.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2023.

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2023.

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2024Does informal governance matter to institutional investors? Evidence from social capital. (2024). Shang, Chenguang ; Huang, Kershen. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:433-457.

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2023What Does Dynamic Panel Analysis Tell Us About Life Satisfaction?. (2023). Piper, Alan. In: Review of Income and Wealth. RePEc:bla:revinw:v:69:y:2023:i:2:p:376-394.

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2024Climate change and the US wheat commodity market. (2024). Agnolucci, Paolo ; de Lipsis, Vincenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000150.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744.

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2023A GMM approach to estimate the roughness of stochastic volatility. (2023). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:745-778.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2024Cross-section bootstrap for CCE regressions. (2024). Stauskas, Ovidijus ; de Vos, Ignace. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003640.

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2024One instrument to rule them all: The bias and coverage of just-ID IV. (2024). Kolesar, Michal ; Angrist, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623000295.

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2023The impact of different types of NHS expenditure on health: Marginal cost per QALY estimates for England for 2016/17. (2023). Claxton, Karl ; Martin, Stephen ; Longo, Francesco ; Lomas, James. In: Health Policy. RePEc:eee:hepoli:v:132:y:2023:i:c:s0168851023000854.

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2023Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets. (2023). Dungey, Mardi ; Gajurel, Dinesh. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262.

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2023Investigating the Nexus between Energy Consumption and Financial Development via Considering Structural Breaks: Empirical Evidence from Argentina. (2023). Taspinar, Nigar ; Ozatac, Nesrin ; Abdelhamid, Abdelati. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8482-:d:1153859.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2023Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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2023Spotlight on researcher decisions: Infrastructure evaluation, instrumental variables, and specification screening. (2023). Vance, Colin ; Bensch, Gunther ; Ankel-Peters, Jorg. In: Ruhr Economic Papers. RePEc:zbw:rwirep:991.

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2023.

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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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paper0
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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paper3
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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paper6
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. In: Journal of Business & Economic Statistics.
[Citation analysis]
article379
1999Structural Stability Testing in Models Estimated by Generalized Method of Moments. In: Journal of Business & Economic Statistics.
[Citation analysis]
article36
2001Testing Target-Zone Models Using Efficient Method of Moments: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2002Interview with Lars Peter Hansen. In: Journal of Business & Economic Statistics.
[Citation analysis]
article10
2002Interview with Christopher A. Sims. In: Journal of Business & Economic Statistics.
[Citation analysis]
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]
article2
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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article1
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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article17
2012Inference on Structural Breaks using Information Criteria.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has nother version. Agregated cites: 17
paper
2013Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks In: Journal of Econometric Methods.
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article8
1995Predictive Tests for Structural Change with Unknown Breakpoint In: CIRANO Working Papers.
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paper48
1998Predictive tests for structural change with unknown breakpoint.(1998) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 48
article
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 48
paper
1995Predictive Tests for Structural Change with Unknown Breakpoint..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 48
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots In: CIRANO Working Papers.
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paper7
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 7
paper
1995On Periodic Structures and Testing for Seasonal Unit Roots..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2003COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY In: Econometric Theory.
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article6
2011NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS In: Econometric Theory.
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article15
2000GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT In: Macroeconomic Dynamics.
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article8
2007Information Criteria for Impulse Response Function Matching Estimation of DSGE Models In: Working Papers.
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paper86
2009INFORMATION CRITERIA FOR IMPULSE RESPONSE FUNCTION MATCHING ESTIMATION OF DSGE MODELS.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 86
paper
2010Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 86
paper
2012Information criteria for impulse response function matching estimation of DSGE models.(2012) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 86
article
2007Information criteria for impulse response function matching estimation of DSGE models.(2007) In: FRB Atlanta Working Paper.
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This paper has nother version. Agregated cites: 86
paper
2009Information Criteria for Impulse Response Function Matching Estimation of DSGE Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has nother version. Agregated cites: 86
paper
2000Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test In: Econometrica.
[Citation analysis]
article42
2000A Consistent Method for the Selection of Relevant Instruments In: Econometric Society World Congress 2000 Contributed Papers.
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paper95
2003A Consistent Method for the Selection of Relevant Instruments.(2003) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 95
article
2009Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection In: Economics Letters.
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article0
2009A comparative study of three data-based methods of instrument selection In: Economics Letters.
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article1
1985A simplified method of calculating the distribution free Cox test In: Economics Letters.
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article0
1986A simplified method of calculating the score test for serial correlation in multivariate models In: Economics Letters.
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article0
1989On the calculation of the information matrix test in the normal linear regression model In: Economics Letters.
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article2
1991Instrument choice and tests for a unit root In: Economics Letters.
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article1
1996Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large In: Economics Letters.
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article0
2003The large sample behaviour of the generalized method of moments estimator in misspecified models In: Journal of Econometrics.
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article103
2005The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models.(2005) In: Econometrics.
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This paper has nother version. Agregated cites: 103
paper
2007Information in generalized method of moments estimation and entropy-based moment selection In: Journal of Econometrics.
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article46
2007Corrigendum to: The large sample behaviour of the generalized method of moments estimator in misspecified models: [Journal of Econometrics 114 (2003) 361-394] In: Journal of Econometrics.
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article0
2012Inference regarding multiple structural changes in linear models with endogenous regressors In: Journal of Econometrics.
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article59
2009Inference regarding multiple structural changes in linear models with endogenous regressors.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has nother version. Agregated cites: 59
paper
2013Estimation and inference in unstable nonlinear least squares models In: Journal of Econometrics.
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article12
2009Estimation and Inference in Unstable Nonlinear Least Squares Models.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has nother version. Agregated cites: 12
paper
2012Estimation and Inference in Unstable Nonlinear Least Squares Models.(2012) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
2010Estimation and inference in unstable nonlinear least squares models.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 12
paper
1990Are consumption-based intertemporal capital asset pricing models structural? In: Journal of Econometrics.
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article44
1990Testing nonnested Euler conditions with quadrature-based methods of approximation In: Journal of Econometrics.
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article6
1987Testing Non-Nested Euler Conditions with Quadrature-Based Methods of Approximation.(1987) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1991Testing for unit roots in autoregressive moving average models : An instrumental variable approach In: Journal of Econometrics.
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article9
1992Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection In: Journal of Econometrics.
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article5
1993Induced seasonality and production-smoothing models of inventory behavior In: Journal of Econometrics.
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article2
1994Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) In: Journal of Econometrics.
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article4
1999Two further aspects of some new tests for structural stability In: Structural Change and Economic Dynamics.
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article1
1994Judging instrument relevance in instrumental variables estimation In: Finance and Economics Discussion Series.
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paper206
1996Judging Instrument Relevance in Instrumental Variables Estimation..(1996) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 206
article
1990A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator. In: International Economic Review.
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article62
1988A TEST FOR STRUCTURAL STABILITY OF EULER CONDITIONS PARAMETERS ESTIMATED VIA THE GENERALIZED METHODS OF MOMENTS ESTIMATORS..(1988) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 62
paper
1994Generalized Predictive Tests and Structural Change Analysis in Econometrics. In: International Economic Review.
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article26
1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
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paper
1992Generalized Predictive Tests and Structural Change Analysis in Econometrics..(1992) In: Cahiers de recherche.
[Citation analysis]
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paper
2012Testing for Structural Instability in Moment Restriction Models: an Info?metric Approach In: Economics Discussion Paper Series.
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paper4
2013Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach.(2013) In: Economics Discussion Paper Series.
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This paper has nother version. Agregated cites: 4
paper
2013Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares In: Economics Discussion Paper Series.
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paper2
1987Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory In: Cahiers de recherche.
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paper0
1989On Generalized Method Od Moments, Maximum Likelihood and Asymptotic Efficiency. In: Cahiers de recherche.
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paper0
1989ON GENERALIZED METHOD OD MOMENTS, MAXIMUM LIKELIHOOD AND ASYMPTOTIC EFFICIENCY..(1989) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1990An Extension of Quadrature-Based Methods for Solving Euler Conditions. In: Cahiers de recherche.
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paper0
1990AN EXTENSION OF QUADRATURE-BASED METHODS FOR SOLVING EULER CONDITIONS..(1990) In: Cahiers de recherche.
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This paper has nother version. Agregated cites: 0
paper
1993The Periodic Time Series and Testing the Unit Root Hypothesis. In: Cahiers de recherche.
[Citation analysis]
paper1
1993On Periodic Time Series and Testing the Unit Root Hypothesis..(1993) In: Cahiers de recherche.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2004Generalized Method of Moments In: OUP Catalogue.
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book72
2008Inference regarding multiple structural changes in linear models estimated via two stage least squares In: MPRA Paper.
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paper1
2008Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS In: MPRA Paper.
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paper21
2007Information Criteria for Impulse Response Function Matching Estimation In: 2007 Meeting Papers.
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paper27
2006The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution In: Econometric Reviews.
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article0
2008Entropy-Based Moment Selection in the Presence of Weak Identification In: Econometric Reviews.
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article0
2001Data mining and the selection of instruments In: Journal of Economic Methodology.
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article0
1984The Information Matrix Test for the Linear Model In: The Warwick Economics Research Paper Series (TWERPS).
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paper1

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