Alastair Hall
Datos Biográficos
| ID | 8920568 |
|---|---|
| NOMBRE | Alastair Hall |
| NOMBRES | Alastair |
| APELLIDO | Hall |
| FIRMA | HALL A |
| AFILIACIONES | North Carolina State University |
| VERIFICADO | No |
| TOTAL DE OBRAS | 4 |
| TOTAL DE CITAS | 3 |
| TOTAL COMO AUTOR | 4 |
| TOTAL COMO EDITOR | 0 |
| PRIMER AÑO DE PUBLICACIÓN | 1990 |
| AÑO MÁS RECIENTE DE PUBLICACIÓN | 2022 |
| ÍNDICE H | 1 |
The impacts of climate change on agriculture in sub-Saharan Africa
This paper reports estimates of the economic impact of changes in weather variables on sub-Saharan African pearl millet yield based on panel data for 1970–2016. We control for spatial effects in all the components of our exposure–response function, plus a lag in time of the covariates through spatio-temporal econometrics techniques. Our results indicate own-location weather variables have significant contemporaneous impacts on millet yield. Speci…
Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
In this article we examine the impact of data-based lag-length estimation on the behavior of the augmented Dickey–Fuller (ADF) test for a unit root. We derive conditions under which the ADF test converges to the distribution tabulated by Dickey and Fuller and verify that these conditions are satisfied by several commonly employed lag-selection strategies. Simulation evidence indicates that the performance of the ADF test is considerably improved …
Estimating the Speed of Adjustment in Partial Adjustment Models
We reexamine a recent controversy in the inventory literature regarding the impact of estimator choice on estimated speeds of adjustment in partial adjustment models. We compare the properties of two asymptotically equivalent estimators, the residual-adjusted Aitken (RAA) and nonlinear least squares (NLS) estimators. Our results indicate that (a) the RAA estimator is very sensitive to the quality of the instrument used in first-round estimation, …
Lagrange Multiplier Tests for Normality Against Seminonparametric Alternatives
In this article, I derive the Lagrange multiplier test of the null hypothesis that a stationary random vector has a (possibly heteroscedastic) normal distribution against the alternative that the distribution is a member of the family with seminonparametric probability density functions considered by Gallant and Tauchen (1989). The test is shown to contain special case of the moment tests proposed by Newey (1985) and Tauchen (1985). Evidence from…
The impacts of climate change on agriculture in sub-Saharan Africa
This paper reports estimates of the economic impact of changes in weather variables on sub-Saharan African pearl millet yield based on panel data for 1970–2016. We control for spatial effects in all the components of our exposure–response function, plus a lag in time of the covariates through spatio-temporal econometrics techniques. Our results indicate own-location weather variables have significant contemporaneous impacts on millet yield. Speci…
Lagrange Multiplier Tests for Normality Against Seminonparametric Alternatives
In this article, I derive the Lagrange multiplier test of the null hypothesis that a stationary random vector has a (possibly heteroscedastic) normal distribution against the alternative that the distribution is a member of the family with seminonparametric probability density functions considered by Gallant and Tauchen (1989). The test is shown to contain special case of the moment tests proposed by Newey (1985) and Tauchen (1985). Evidence from…
Estimating the Speed of Adjustment in Partial Adjustment Models
We reexamine a recent controversy in the inventory literature regarding the impact of estimator choice on estimated speeds of adjustment in partial adjustment models. We compare the properties of two asymptotically equivalent estimators, the residual-adjusted Aitken (RAA) and nonlinear least squares (NLS) estimators. Our results indicate that (a) the RAA estimator is very sensitive to the quality of the instrument used in first-round estimation, …
Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection
In this article we examine the impact of data-based lag-length estimation on the behavior of the augmented Dickey–Fuller (ADF) test for a unit root. We derive conditions under which the ADF test converges to the distribution tabulated by Dickey and Fuller and verify that these conditions are satisfied by several commonly employed lag-selection strategies. Simulation evidence indicates that the performance of the ADF test is considerably improved …
The impacts of climate change on agriculture in sub-Saharan Africa
This paper reports estimates of the economic impact of changes in weather variables on sub-Saharan African pearl millet yield based on panel data for 1970–2016. We control for spatial effects in all the components of our exposure–response function, plus a lag in time of the covariates through spatio-temporal econometrics techniques. Our results indicate own-location weather variables have significant contemporaneous impacts on millet yield. Speci…
Econometrics (4 obras) · Mathematics (3 obras) · Monetary Policy and Economic Impact (3 obras) · Statistics (3 obras) · Financial Risk and Volatility Modeling (2 obras) · Agricultural economics (1 obra) · Agricultural risk and resilience (1 obra) · Agriculture (1 obra) · Algorithm (1 obra) · Applied Mathematics (1 obra)