Concepedia

Alastair R. Hall

AR

42

Publications

2.9K

Citations

25

H-Index

1980

Active since

Affiliations

North Carolina State University(Current)

University of Manchester

Tilburg University

Alastair R. Hall is an author at North Carolina State University specializing in statistics, engineering, and econometrics.

Top concepts

StatisticsEngineeringBusinessEconomicsEconometricsStatistical InferenceEconomic AnalysisEstimation TheoryFinanceMacroeconomics

Publications per year

1980–2022

42

Publications

42

Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection

Alastair R. Hall · Journal of Business and Economic Statistics · 1994 · 671 citations

Economics, Adf Test, Engineering +11

Judging Instrument Relevance in Instrumental Variables Estimation

Alastair R. Hall, Glenn D. Rudebusch, David Wilcox · International Economic Review · 1996 · 339 citations

Econometric Model, Economics, Applied Economics +10

Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection

Alastair R. Hall · Journal of Business and Economic Statistics · 1994 · 243 citations

Engineering, Backtesting, Financial Time Series Analysis +5

The large sample behaviour of the generalized method of moments estimator in misspecified models

Alastair R. Hall, Atsushi Inoue · Journal of Econometrics · 2003 · 176 citations

Parameter Estimation, Engineering, Estimation Statistic +8

Testing for unit roots in autoregressive moving average models

Sastry G. Pantula, Alastair R. Hall · Journal of Econometrics · 1991 · 123 citations

Unit Roots, Macroeconomics, Business +5

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