Alastair R. Hall

North Carolina State University — United States

Economics, Econometrics and Finance · Social Sciences

28h-index3.5kcitations145works0.02yr avg
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Research Topics

Monetary Policy and Economic Impact(66), Financial Risk and Volatility Modeling(30), Statistical Methods and Inference(28), Market Dynamics and Volatility(19), Advanced Statistical Methods and Models(19)

Publications145 total

Generalized Method of Moments
Elsevier eBooks·2025
Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments
SSRN Electronic Journal·2025Open Access
The impacts of climate change on agriculture in sub-Saharan Africa: A spatial panel data approach
World Development·2022· 82 citedOpen Access
Info-metric Methods for the Estimation of Models with Group-Specific Moment Conditions
2020
Inference in second-order identified models
Journal of Econometrics·2020· 9 citedOpen Access
Foundations of info-metrics: modeling, inference and imperfect information
Econometric Reviews·2019· 22 cited
Bootstrapping structural change tests
Journal of Econometrics·2019· 12 citedOpen Access
The Asymptotic Properties of GMM and Indirect Inference under Second-order Identi?cation
RePEc: Research Papers in Economics·2018· 3 cited
The asymptotic properties of GMM and indirect inference under second-order identification
Journal of Econometrics·2018· 24 citedOpen Access
Bootstrapping Structural Change Tests
White Rose Research Online (University of Leeds, The University of Sheffield, University of York)·2018· 1 citedOpen Access
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Econometric Reviews·2017· 8 citedOpen Access
The Asymptotic Properties of GMM and Indirect Inference under Second Inference
RePEc: Research Papers in Economics·2017
Inference in Second-Order Identified Models
RePEc: Research Papers in Economics·2017· 1 cited
Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
Econometric Reviews·2015· 41 cited
Econometricians Have Their Moments: GMM at 32
Economic Record·2015· 31 cited
Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares
Journal of Time Series Analysis·2015· 7 citedOpen Access
GMM and Indirect Inference - an appraisal of their connections and new results on their properties under second order identification
Research Explorer (The University of Manchester)·2015· 1 citedOpen Access
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points
RePEc: Research Papers in Economics·2015Open Access
Generalized Method‐of‐Moments Estimation
Wiley StatsRef: Statistics Reference Online·2014· 19 cited
Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach
Econometric Reviews·2014· 6 citedOpen Access
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Frequent Co-authors

Éric Ghysels(6), Atsushi Inoue(4), Otilia Boldea(4), Amit Sen(2), Sanggohn Han(2), Fernanda P. M. Peixe(2), Prosper Dovonon(2), Glenn D. Rudebusch(1), David Wilcox(1), Sastry G. Pantula(1), Lotanna Emediegwu(1), Ada Wossink(1), Kalidas Jana(1), Changmock Shin(1), James M. Nason(1), Barbara Rossi(1), Martyn Andrews(1), Obbey Elamin(1), Kostas Kyriakoulis(1), Matt Sutton(1)