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 0 0 4 73
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 4 4 16 203
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 3 5 15 108
An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models 0 0 0 0 2 3 8 218
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 1 3 5 430
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 3 3 9 612
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 3 3 9 3,823
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 2 9 174
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 6 9 12 295
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 2 7 589
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 117 2 4 12 591
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 4 5 10 383
The Bias of the 2SLS Variance Estimator 0 0 0 3 5 5 17 1,291
The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances 0 0 0 29 0 3 5 82
The estimation of simultaneous equation models under conditional heteroscedasticity 0 0 2 184 2 2 11 633
Total Working Papers 0 0 2 887 36 53 149 9,505

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 1 4 6 116
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 0 1 118 3 5 8 236
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 1 1 11 63
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 1 4 10 85
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 1 2 54 0 1 10 138
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models 0 0 0 32 2 4 13 106
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 2 3 11 244
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 6 6 15 311
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 1 34 1 2 7 116
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 1 2 9 117
Bias assessment and reduction in linear error-correction models 0 0 0 69 3 3 8 263
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models 0 0 2 44 3 5 16 146
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 3 6 13 774
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 0 48 5 7 13 210
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 3 4 11 225
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 0 31 10 21 28 141
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 2 3 12 75
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 3 3 13 76
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 6 6 11 305
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 1 1 6 97
Recursions for the two-stage least-squares estimators 0 0 0 6 1 2 6 37
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 1 64 6 16 28 262
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 2 2 6 222
Testing for Serial Correlation after Three Stage Least Squares Estimation 0 0 0 0 2 3 6 84
Testing for Serial Correlation in Simultaneous Equation Models 0 0 0 56 2 3 8 207
Testing for heteroscedasticity in simultaneous equation models 0 0 0 66 0 0 6 162
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 2 4 8 73
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems 0 0 1 57 1 1 9 193
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 2 2 11 100
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 4 8 15 404
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 4 6 18 187
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 1 13 2 3 12 55
The independence of tests for structural change in regression models 0 0 0 16 0 0 6 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 3 4 17 59
Total Journal Articles 0 1 10 1,324 88 145 390 6,094

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Statistics updated 2026-05-06