Prof Alastair Hall

Professor of Econometrics

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Research interests

  • Theoretical econometrics and statistical inference
  • Moment-based estimation methods such as Generalized Method of Moments, Generalized Empirical Likelihood and Indirect Inference
  • Estimation and inference in models with structural change

Current Research projects:

  • Inference on structural breaks in macroeconometric models (project with Denise Osborn and Nikolaos Sakkas)
  • Bootstrap-based tests for multiple structural changes in linear models with endogenous regressors (project with Otilia Boldea and Adriana Cornea)
  • Applications of moment-based methods to estimation of the impact of physical activity on health (project with Brenda Gannon)
  • The properties of GMM and Indirect Inference estimators in models with second-order identification (project with Prosper Dovonon)
  • Inference in models with second-order identification (project with Prosper Dovonon and Frank Kleibergen)
  • Estimation and inference of econometric models based on grouped data using Generalized Empirical Likelihood (project with Martyn Andrews, Rabeya Khatoon and James Lincoln)


Research and projects

No current projects are available for public display