Access Statistics for Garry David Alan Phillips

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996 0 0 0 0 4 4 8 77
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 2 2 16 206
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 4 5 17 113
An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models 0 0 0 0 4 4 11 223
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 1 5 431
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 2 2 9 614
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 2 11 3,826
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 1 1 6 175
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 1 1 13 296
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 2 2 8 591
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 117 0 0 11 591
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 2 13 386
The Bias of the 2SLS Variance Estimator 0 0 0 3 2 3 19 1,297
The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances 0 0 0 29 1 3 8 85
The estimation of simultaneous equation models under conditional heteroscedasticity 0 0 1 184 0 2 11 637
Total Working Papers 0 0 1 887 24 34 166 9,548

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sequential Approach to Testing for Structural Change in Econometric Models 0 0 0 0 4 50 56 166
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 0 0 118 2 2 11 240
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 2 3 11 66
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 1 1 11 87
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 2 2 3 142
Alternative bias approximations in first-order dynamic reduced form models 1 1 2 55 2 2 9 141
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models 0 1 1 33 0 3 16 111
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 1 1 11 246
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 0 0 13 311
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 1 34 1 2 10 120
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 0 0 9 117
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 0 6 263
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models 0 0 0 44 2 2 14 149
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 2 4 19 780
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 1 1 1 49 4 5 16 215
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 2 2 12 227
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 0 31 2 2 32 147
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 1 22 3 3 13 79
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 3 3 12 79
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 0 10 305
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 4 4 7 102
Recursions for the two-stage least-squares estimators 0 0 0 6 2 2 6 39
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 0 64 1 2 27 267
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 2 2 7 224
Testing for Serial Correlation after Three Stage Least Squares Estimation 0 0 0 0 2 2 9 87
Testing for Serial Correlation in Simultaneous Equation Models 0 0 0 56 0 1 9 208
Testing for heteroscedasticity in simultaneous equation models 1 1 1 67 2 2 6 165
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 1 1 9 74
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems 1 1 1 58 4 8 21 207
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 1 2 11 103
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 129 0 0 14 406
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 2 2 18 191
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 1 13 0 1 9 57
The independence of tests for structural change in regression models 0 0 0 16 3 5 11 71
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients 0 0 0 2 0 1 17 61
Total Journal Articles 4 5 10 1,331 57 122 475 6,253

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Statistics updated 2026-11-12