Alastair R. Hall

North Carolina State University - Department of Economics

Professor of Economics

Raleigh, NC 27695-8110

United States

University of Manchester

Oxford Road

Manchester, M13 9PL

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

233

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Top 19,269

in Total Papers Citations

16

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Scholarly Papers (7)

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

FRB of Atlanta Working Paper No. 2007-10a
Number of pages: 41 Posted: 25 May 2007 Last Revised: 06 Jul 2014
Alastair R. Hall, Atsushi Inoue, James M. Nason and Barbara Rossi
North Carolina State University - Department of Economics, Southern Methodist University, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 110 (245,188)

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impulse response function, matching estimator, redundant selection criterion

Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

Economic Research Initiatives at Duke (ERID) Working Paper No. 29
Number of pages: 53 Posted: 13 Nov 2009 Last Revised: 06 Jul 2014
Alastair R. Hall, Atsushi Inoue, James M. Nason and Barbara Rossi
North Carolina State University - Department of Economics, Southern Methodist University, North Carolina State University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 92 (277,076)

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2.

Long Run Canonical Correlations: Estimation and Inference

Number of pages: 33 Posted: 05 Nov 2009
Prosper Dovonon, Alastair R. Hall and Kalidas Jana
Barclays Wealth, North Carolina State University - Department of Economics and affiliation not provided to SSRN
Downloads 30 (458,745)

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Long Run Canonical Correlations, Canonical Coherences, Asymptotic Independence of Partial Sums, Cointegration

3.

Inference About Long Run Canonical Correlations

Journal of Time Series Analysis, Vol. 33, Issue 4, pp. 665-683, 2012
Number of pages: 19 Posted: 15 Jun 2012
Prosper Dovonon, Alastair R. Hall and Kalidas Jana
Barclays Wealth, North Carolina State University - Department of Economics and affiliation not provided to SSRN
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Long run canonical correlations, canonical coherences, asymptotic independence of standardized sums, cointegration, inference about and based on moment conditions

4.

Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares

Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 741-762, 2015
Number of pages: 22 Posted: 28 Jul 2015
Alastair R. Hall, Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics, University of Manchester - School of Social Sciences and University of Bath
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structural breaks, information criteria, instrumental variables estimation, JEL

5.

Econometricians Have Their Moments: GMM at 32

Economic Record, Vol. 91, pp. 1-24, 2015
Number of pages: 24 Posted: 05 Jun 2015
Alastair R. Hall
North Carolina State University - Department of Economics
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6.

Inference on Structural Breaks Using Information Criteria

The Manchester School, Vol. 81, pp. 54-81, 2013
Number of pages: 28 Posted: 31 Oct 2013
Alastair R. Hall, Denise R. Osborn and Nikolaos Sakkas
North Carolina State University - Department of Economics, University of Manchester - School of Social Sciences and University of Bath
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7.

Judging Instrument Relevance in Instrumental Variables Estimation

Posted: 22 Oct 2000
Alastair R. Hall, Glenn D. Rudebusch and David W. Wilcox
North Carolina State University - Department of Economics, Federal Reserve Bank of San Francisco and Federal Reserve Board - Division of Research and Statistics

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