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 1 4 5 73
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 5 9 12 199
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 2 7 10 103
An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models 0 0 0 0 2 3 6 215
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 1 2 427
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 4 6 609
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 4 5 6 3,820
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 2 3 8 172
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 1 3 3 286
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 3 4 5 587
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 117 5 7 8 587
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 1 5 6 378
The Bias of the 2SLS Variance Estimator 0 0 0 3 5 8 15 1,286
The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances 0 0 0 29 1 2 2 79
The estimation of simultaneous equation models under conditional heteroscedasticity 0 1 3 184 2 5 12 631
Total Working Papers 0 1 3 887 35 70 106 9,452

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 0 2 3 112
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 0 1 118 0 2 3 231
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 4 7 11 62
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 2 5 6 81
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 0 3 139
Alternative bias approximations in first-order dynamic reduced form models 0 0 2 53 5 5 10 137
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models 0 0 0 32 5 7 9 102
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 4 6 8 241
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 4 7 9 305
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 1 1 1 34 4 4 5 114
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 4 7 8 115
Bias assessment and reduction in linear error-correction models 0 0 0 69 1 3 5 260
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models 0 0 2 44 5 6 13 141
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 2 7 7 768
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 1 48 4 4 8 203
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 4 6 8 221
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 1 31 1 5 9 120
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 4 6 10 72
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 2 6 10 73
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 2 4 5 299
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 0 1 5 96
Recursions for the two-stage least-squares estimators 0 0 0 6 0 2 4 35
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 1 64 2 6 12 246
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 1 3 4 220
Testing for Serial Correlation after Three Stage Least Squares Estimation 0 0 0 0 3 3 3 81
Testing for Serial Correlation in Simultaneous Equation Models 0 0 0 56 0 5 6 204
Testing for heteroscedasticity in simultaneous equation models 0 0 0 66 1 3 8 162
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 3 4 5 69
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems 0 0 1 57 4 6 9 192
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 4 6 10 98
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 4 4 7 396
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 5 8 14 181
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 1 1 1 13 2 4 9 52
The independence of tests for structural change in regression models 0 0 0 16 2 6 8 66
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 8 11 13 55
Total Journal Articles 2 2 12 1,323 96 171 267 5,949

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Statistics updated 2026-02-12