Alastair R. Hall
Adjunct Professor
Graduate faculty
Ph.D., University of Warwick-England, 1985
Office Location: Nelson (Economics Wing)
Telephone Number: 919.515.3274
Fax Number: 919.515.5613
Email
Visit Alastair Hall's Personal Web Page
Research Specialties
Econometrics
Selected Recent Publications
Generalized Method of Moments, Oxford University Press, 2004.
Hall, Alastair R. "Covariance Matrix Estimation and the Limiting Behaviour of the Overidentifying Restrictions Test in the Presence of Structural Instability," Econometric Theory, December 2003, 962-983 (with Atsushi Inoue and Fernanda Peixe).
Hall, Alastair R. "A Consistent Method for the Selection of Relevant Instruments," Econometric Reviews, August 2003, 269-288 (with Fernanda Peixe).
Hall, Alastair R. "The Large Sample Behaviour of the GMM Estimator in Misspecified Models," Journal of Econometrics, June 2003, 361-394 (with Atsushi Inoue).
Hall, Alastair R. "Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test," Econometrica, November 2000, 1517-1527.
Hall, Alastair R. "GARP, Separability and the Representative Agent," Macroeconomic Dynamics, September 2000, 324- 342 (with Adrian Fleissig and John Seater).
Hall, Alastair R. and Amit Sen, "Structural Stability Testing Based on Generalized Method of Moments Estimators," Journal of Business and Economic Statistics, July 1999, 335-348.
Hall, Alastair R., Glenn Rudebusch, and David Wilcox, "Judging Instrument Relevance in Instrumental Variables Estimation," International Economic Review, May 1996, 283-298.
Hall, Alastair R., Eric Ghysels and Hahn Shik Lee, "On Periodic Structures and Testing for Seasonal Unit Roots," Journal of the American Statistical Association, 1996, 91: 1551-1559.