Alastair R Hall

Biographic Data

ID6457348
NAMEAlastair R Hall
GIVEN NAMESAlastair R
FAMILY NAMEHall
SIGNATUREHALL A R
AFFILIATIONSNorth Carolina State University
VERIFIEDNo
TOTAL WORKS8
TOTAL CITATIONS3
AUTHOR COUNT8
EDITOR COUNT0
FIRST PUBLICATION YEAR1990
LATEST PUBLICATION YEAR2022
H-INDEX1

  • The impacts of climate change on agriculture in sub-Saharan Africa

    Open AccessLotanna E Emediegwu, Ada Wossink et al.ARTICLEWorld Development2022Cited by: 3References: 5

    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…

  • Editors' Report 2003

    Éric Ghysels, Alastair R HallARTICLEJournal of Business and Economic…2004

  • Editors' Report 2002

    Éric Ghysels, Alastair R HallARTICLEJournal of Business and Economic…2003

  • Editors' Report 2001

    Éric Ghysels, Alastair R HallARTICLEJournal of Business and Economic…2002

  • Structural Stability Testing in Models Estimated by Generalized Method of Moments

    Alastair R Hall, Amit SenARTICLEJournal of Business and Economic…1999

    This article proposes a new methodology for testing structural stability in models estimated via generalized method of moments. Like most previous studies of this general problem, attention is focused on the case in which some aspect of the model potentially changes at a single point in the sample, known as the “breakpoint.” Unlike this earlier work, however, our approach is based on a decomposition of the null hypothesis into two components invo…

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

    Alastair R Hall, Alastair HallARTICLEJournal of Business and Economic…1994

    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

    Alastair R Hall, Alastair Hall et al.ARTICLEJournal of Business and Economic…1991

    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

    Alastair R Hall, Alastair HallARTICLEJournal of Business and Economic…1990

    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…