| Year |
Citation |
Score |
| 2020 |
Dovonon P, Hall AR, Kleibergen F. Inference in second-order identified models Journal of Econometrics. 218: 346-372. DOI: 10.1016/J.Jeconom.2020.04.020 |
0.454 |
|
| 2019 |
Boldea O, Cornea-Madeira A, Hall AR. Bootstrapping structural change tests Journal of Econometrics. 213: 359-397. DOI: 10.1016/J.Jeconom.2019.05.019 |
0.775 |
|
| 2018 |
Dovonon P, Hall AR. The asymptotic properties of GMM and indirect inference under second-order identification Journal of Econometrics. 205: 76-111. DOI: 10.1016/J.Jeconom.2018.03.006 |
0.418 |
|
| 2017 |
Hall AR, Osborn DR, Sakkas N. The asymptotic behaviour of the residual sum of squares in models with multiple break points Econometric Reviews. 36: 667-698. DOI: 10.1080/07474938.2017.1307523 |
0.552 |
|
| 2016 |
Andrews M, Elamin O, Hall AR, Kyriakoulis K, Sutton M. Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England Econometric Reviews. 1-19. DOI: 10.1080/07474938.2016.1114205 |
0.659 |
|
| 2015 |
Hall AR, Osborn DR, Sakkas N. Structural Break Inference Using Information Criteria in Models Estimated by Two-Stage Least Squares Journal of Time Series Analysis. 36: 741-762. DOI: 10.1111/Jtsa.12107 |
0.458 |
|
| 2015 |
Hall AR. Econometricians Have Their Moments: GMM at 32 Economic Record. 91: 1-24. DOI: 10.1111/1475-4932.12188 |
0.463 |
|
| 2015 |
Hall AR, Li Y, Orme CD, Sinko A. Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach Econometric Reviews. 34: 286-327. DOI: 10.1080/07474938.2014.944477 |
0.513 |
|
| 2013 |
Hall AR, Osborn DR, Sakkas N. Inference on structural breaks using information criteria Manchester School. 81: 54-81. DOI: 10.1111/Manc.12017 |
0.446 |
|
| 2013 |
Boldea O, Hall AR. Estimation and inference in unstable nonlinear least squares models Journal of Econometrics. 172: 158-167. DOI: 10.1016/J.Jeconom.2012.09.004 |
0.763 |
|
| 2012 |
Hall AR, Han S, Boldea O. Inference regarding multiple structural changes in linear models with endogenous regressors. Journal of Econometrics. 170: 281-302. PMID 23805021 DOI: 10.1016/J.Jeconom.2012.05.006 |
0.75 |
|
| 2012 |
Dovonon P, Hall AR, Jana K. Inference about long run canonical correlations Journal of Time Series Analysis. 33: 665-683. DOI: 10.1111/J.1467-9892.2012.00798.X |
0.737 |
|
| 2012 |
Boldea O, Hall AR, Han S. Asymptotic distribution theory for break point estimators in models estimated via 2SLS Econometric Reviews. 31: 1-33. DOI: 10.1080/07474938.2011.607082 |
0.734 |
|
| 2012 |
Hall AR, Inoue A, Nason JM, Rossi B. Information criteria for impulse response function matching estimation of DSGE models Journal of Econometrics. 170: 499-518. DOI: 10.1016/J.Jeconom.2012.05.019 |
0.497 |
|
| 2011 |
Hall AR, Pelletier D. Nonnested testing in models estimated via generalized method of moments Econometric Theory. 27: 443-456. DOI: 10.1017/S0266466610000344 |
0.49 |
|
| 2009 |
Eryuruk G, Hall AR, Jana K. A comparative study of three data-based methods of instrument selection Economics Letters. 105: 280-283. DOI: 10.1016/J.Econlet.2009.08.022 |
0.413 |
|
| 2009 |
Eryuruk G, Hall AR, Jana K. Contemporaneous and long run canonical correlations in the linear IV model: Implications for instrument selection Economics Letters. 105: 83-85. DOI: 10.1016/J.Econlet.2009.06.009 |
0.642 |
|
| 2008 |
Hall AR, Inoue A, Shin C. Entropy-based moment selection in the presence of weak identification Econometric Reviews. 27: 398-427. DOI: 10.1080/07474930801960261 |
0.578 |
|
| 2007 |
Hall AR, Inoue A. Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models". [Journal of Econometrics 114 (2003) 361-394] (DOI:10.1016/S0304-4076(03)00089-7) Journal of Econometrics. 141: 1418. DOI: 10.1016/J.Jeconom.2007.02.006 |
0.459 |
|
| 2007 |
Hall AR, Inoue A, Jana K, Shin C. Information in generalized method of moments estimation and entropy-based moment selection Journal of Econometrics. 138: 488-512. DOI: 10.1016/J.Jeconom.2006.05.006 |
0.581 |
|
| 2006 |
Peixe FPM, Hall AR, Kyriakoulis K. The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution Econometric Reviews. 25: 117-138. DOI: 10.1080/07474930500545488 |
0.676 |
|
| 2003 |
Hall AR, Peixe FPM. A Consistent Method for the Selection of Relevant Instruments Econometric Reviews. 22: 269-287. DOI: 10.1081/Etc-120024752 |
0.427 |
|
| 2003 |
Hall AR, Inoue A, Peixe FPM. Covariance matrix estimation and the limiting behavior of the overidentifying restrictions test in the presence of neglected structural instability Econometric Theory. 19: 962-983. DOI: 10.1017/S0266466603196041 |
0.454 |
|
| 2003 |
Hall AR, Inoue A. The large sample behaviour of the generalized method of moments estimator in misspecified models Journal of Econometrics. 114: 361-394. DOI: 10.1016/S0304-4076(03)00089-7 |
0.515 |
|
| 2002 |
Ghysels E, Hall AR. Editors' introduction to JBES twentieth anniversary issue on the generalized method of moments Journal of Business and Economic Statistics. 20: 441. DOI: 10.1198/073500102288618568 |
0.305 |
|
| 2000 |
Hall AR. Covariance matrix estimation and the power of the overidentifying restrictions test Econometrica. 68: 1517-1527. DOI: 10.1111/1468-0262.00171 |
0.489 |
|
| 2000 |
Hall AR, Peixe FPM. Data mining and the selection of instruments Journal of Economic Methodology. 7: 265-277. DOI: 10.1080/13501780050045128 |
0.432 |
|
| 2000 |
Fleissig AR, Hall AR, Seater JJ. Garp, separability, and the representative agent Macroeconomic Dynamics. 4: 324-342. DOI: 10.1017/S1365100500016035 |
0.326 |
|
| 1999 |
Hall AR, Sen A. Structural stability testing in models estimated by generalized method of moments Journal of Business and Economic Statistics. 17: 335-348. DOI: 10.1080/07350015.1999.10524822 |
0.538 |
|
| 1999 |
Sen A, Hall A. Two further aspects of some new tests for structural stability Structural Change and Economic Dynamics. 10: 431-443. DOI: 10.1016/S0954-349X(99)00011-9 |
0.469 |
|
| 1998 |
Ghysels E, Guay A, Hall A. Predictive tests for structural change with unknown breakpoint Journal of Econometrics. 82: 209-233. DOI: 10.1016/S0304-4076(97)00057-2 |
0.461 |
|
| 1996 |
Hall AR, Rudebusch GD, Wilcox DW. Judging instrument relevance in instrumental variables estimation International Economic Review. 37: 283-298. DOI: 10.2307/2527324 |
0.401 |
|
| 1996 |
Ghysels E, Hall A, Lee HS. On periodic structures and testing for seasonal unit roots Journal of the American Statistical Association. 91: 1551-1559. DOI: 10.1080/01621459.1996.10476722 |
0.376 |
|
| 1996 |
Hall A, Lee TY. Instrumental variable based unit root tests when both ARMA (p, q) orders are chosen to be too large Economics Letters. 52: 247-255. DOI: 10.1016/S0165-1765(96)00862-2 |
0.421 |
|
| 1995 |
Hall A. Residual Autocovariances And Unit Root Tests Based On Instrumental Variable Estimators From Time Series Regression Models Journal of Time Series Analysis. 16: 555-569. DOI: 10.1111/J.1467-9892.1995.Tb00255.X |
0.477 |
|
| 1994 |
Dufour J, Ghysels E, Hall A. Generalized Predictive Tests and Structural Change Analysis in Econometrics International Economic Review. 35: 199. DOI: 10.2307/2527098 |
0.369 |
|
| 1994 |
Hall A. ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS Journal of Time Series Analysis. 15: 279-283. DOI: 10.1111/J.1467-9892.1994.Tb00193.X |
0.32 |
|
| 1994 |
Hall AR. Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection Journal of Business & Economic Statistics. 12: 461-470. DOI: 10.1080/07350015.1994.10524568 |
0.426 |
|
| 1994 |
Hall A. 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. 60: 321-321. DOI: 10.1016/0304-4076(94)90050-7 |
0.448 |
|
| 1992 |
Hall A. Joint Hypothesis Tests For A Random Walk Based On Instrumental Variable Estimators Journal of Time Series Analysis. 13: 29-45. DOI: 10.1111/J.1467-9892.1992.Tb00093.X |
0.483 |
|
| 1992 |
Hall A. Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection Journal of Econometrics. 54: 223-250. DOI: 10.1016/0304-4076(92)90107-3 |
0.405 |
|
| 1991 |
Hall A, Rossana RJ. Estimating the speed of adjustment in partial adjustment models Journal of Business and Economic Statistics. 9: 441-453. DOI: 10.1080/07350015.1991.10509871 |
0.482 |
|
| 1991 |
Pantula SG, Hall A. Testing for unit roots in autoregressive moving average models. An instrumental variable approach Journal of Econometrics. 48: 325-353. DOI: 10.1016/0304-4076(91)90067-N |
0.5 |
|
| 1991 |
Hall A, Hassett K. Instrument choice and tests for a unit root Economics Letters. 35: 161-165. DOI: 10.1016/0165-1765(91)90164-G |
0.369 |
|
| 1990 |
Ghysels E, Hall A. A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator International Economic Review. 31: 355. DOI: 10.2307/2526844 |
0.344 |
|
| 1990 |
Hall A. Lagrange multiplier tests for normality against seminonparametric alternatives Journal of Business and Economic Statistics. 8: 417-426. DOI: 10.1080/07350015.1990.10509812 |
0.426 |
|
| 1990 |
Ghysels E, Hall A. Are consumption-based intertemporal capital asset pricing models structural? Journal of Econometrics. 45: 121-139. DOI: 10.1016/0304-4076(90)90096-C |
0.492 |
|
| 1990 |
Ghysels E, Hall A. Testing nonnested Euler conditions with quadrature-based methods of approximation Journal of Econometrics. 46: 273-308. DOI: 10.1016/0304-4076(90)90011-H |
0.445 |
|
| 1989 |
Hall A. Testing for a unit root in the presence of moving average errors Biometrika. 76: 49-56. DOI: 10.1093/Biomet/77.1.235-T |
0.49 |
|
| 1989 |
Hall A. On the calculation of the information matrix test in the normal linear regression model Economics Letters. 29: 31-35. DOI: 10.1016/0165-1765(89)90169-9 |
0.449 |
|
| 1987 |
Hall A. The Information Matrix Test for the Linear Model The Review of Economic Studies. 54: 257. DOI: 10.2307/2297515 |
0.42 |
|
| 1986 |
Hall A. A simplified method of calculating the score test for serial correlation in multivariate models Economics Letters. 21: 159-161. DOI: 10.1016/0165-1765(86)90057-1 |
0.438 |
|
| 1985 |
Hall A. A simplified method of calculating the distribution free Cox test Economics Letters. 18: 149-151. DOI: 10.1016/0165-1765(85)90170-3 |
0.383 |
|
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