Loading...

← Back to Leaderboard

Alastair Hall

Global rank #2563 97%

Institution: University of Manchester

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1985

Most Recent: 2013

RePEc ID: pha402 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 14.41 1.68 0.00 35.19

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 25.58

Publications (22)

Year Article Journal Tier Authors
2013 Estimation and inference in unstable nonlinear least squares models Journal of Econometrics A 2
2012 Inference regarding multiple structural changes in linear models with endogenous regressors Journal of Econometrics A 3
2012 Information criteria for impulse response function matching estimation of DSGE models Journal of Econometrics A 4
2011 NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS Econometric Theory B 2
2009 Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection Economics Letters C 3
2009 A comparative study of three data-based methods of instrument selection Economics Letters C 3
2007 Information in generalized method of moments estimation and entropy-based moment selection Journal of Econometrics A 4
2007 Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394] Journal of Econometrics A 2
2003 COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY Econometric Theory B 3
2003 The large sample behaviour of the generalized method of moments estimator in misspecified models Journal of Econometrics A 2
1998 Predictive tests for structural change with unknown breakpoint Journal of Econometrics A 3
1996 Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large Economics Letters C 2
1994 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (vol. 54 (1992) pp. 223-250) Journal of Econometrics A 1
1993 Induced seasonality and production-smoothing models of inventory behavior Journal of Econometrics A 1
1992 Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection Journal of Econometrics A 1
1991 Instrument choice and tests for a unit root Economics Letters C 2
1991 Testing for unit roots in autoregressive moving average models : An instrumental variable approach Journal of Econometrics A 2
1990 Are consumption-based intertemporal capital asset pricing models structural? Journal of Econometrics A 2
1990 Testing nonnested Euler conditions with quadrature-based methods of approximation Journal of Econometrics A 2
1989 On the calculation of the information matrix test in the normal linear regression model Economics Letters C 1
1986 A simplified method of calculating the score test for serial correlation in multivariate models Economics Letters C 1
1985 A simplified method of calculating the distribution free Cox test Economics Letters C 1