Prof Alastair Hall

Professor of Econometrics

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Alastair received a BA (first class honours) in economics from Warwick University in 1981 and then went on to pursue postgraduate studies, first at Southampton University (MSc Economics and Econometrics, 1983) and then back at Warwick (PhD Economics, 1985).

Alastair joined Manchester in January 2007. He previously worked at North Carolina State University, where he was appointed full professor in 1992, and as a research associate on a project funded by American Statistical Association at the Bureau of the Census, U.S. Department of Commerce, Washington, DC. He has held visiting positions at the University of Pennsylvania, University of Wisconsin-Madison and Birmingham University, and is currently a distinguished adjunct professor at American University in Washington, DC. In addition, he has given a number of invited short courses on Generalized Method of Moments at universities in North America and Europe.

Alastair has published in many of the leading econometrics and statistics journals including Econometrica, the Journal of the American Statistical Association, the Journal of Econometrics, Econometric Theory, the Review of Economic Studies, the International Economic Review, the Journal of Business and Economic Statistics and Biometrika. In 2005, his book entitled Generalized Method of Moments was published by Oxford University press in their Advanced Texts in Econometrics series.

Alastair is currently an associate editor of Econometric Reviews. He served as: co-editor of Journal of Business of Economics and Statistics 2001-2003, an associate editor of the same journal 1992-2000, an associate editor of the Journal of Financial Econometrics 2001-2015; and an associate editor of Journal of Econometric Methods 2010-2017.

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Areas of supervision for potential PhD students:

  • Inference based on moment-based methods of estimation such as Generalized Method of Moments, Generalized Empirical Likelihood and Indirect Inference - both theory and applications
  • Structural stability testing and inference in models with parameter variation 

Current PhD Students at Manchester: 

  • Lotanna Emediegwu, "Essays on Climate Chnage and Food Security in Sub-Saharan Africa" (co-supervision with Ada Wossink)

Some Recent PhD students I supervised at Manchester:

  • James Lincoln (PhD Economics 2018) "The Generalized Empirical Estimator with Grouped Data; Bias Correction in Linked Employer-Employee Models" (co-supervision with Martyn Andrews)
  • Odaro Augustine-Ohwo (PhD Economics 2016), "Estimating Break Points in Linear Models: a GMM Approach" (co-supervision with Arthur Sinko)
  • Rabeya Khatoon (PhD Economics 2014), "Estimation and Inference of Microeconometric Models based on Moment Condition Models" (co-supervised with Martyn Andrews)
  • Maria Quattri (PhD Economics 2012), "On Making Agricultural Markets Work for the Poor: New Evidence from Ethiopia" (co-supervision with Adam Ozanne and Xioabing Wang) 
  • Yuyi Li (PhD Economics 2011) , "Empirical Likelihood with Applications in Time Series" (co-supervised with Chris Orme & Simon Peters)
  • Wasel Bin Shadat (PhD Economics 2011), "Some Misspecification Tests in Econometrics" (co-supervised with Chris Orme and Len Gill)

Some PhD students I supervised at North Carolina State University:

  • Otilia Boldea (PhD Economics, 2008), "Nonlinear Regression Models with Multiple Change Points: Estimation and Inference"
  • Konstantinos (Kostas) Kyriakoulis, (PhD Economics, 2006), "Second Order Approximations to GMM Statistics"
  • Sanggohn Han (Ph.D. Economics and Statistics, 2006), "Inference Regarding Multiple Structural Changes in Linear Models Estimated via Two Stage Least Squares"
  • Changmock Shin (Ph.D. Economics, 2005), "Entropy Based Moment Selection in Generalized Method of Moments"

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