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 1 69
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 1 2 5 191
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 1 4 4 97
An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models 0 0 0 0 0 1 4 212
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 2 426
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 2 2 4 607
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 1 1 3,815
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 1 1 6 170
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 1 1 1 284
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 1 2 2 584
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 117 0 0 1 580
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 2 2 3 375
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 3 15 1,278
The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances 0 0 0 29 0 0 0 77
The estimation of simultaneous equation models under conditional heteroscedasticity 1 2 3 184 2 5 10 628
Total Working Papers 1 2 3 887 11 24 59 9,393

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 0 2 110
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 0 1 118 1 1 2 230
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 2 3 6 57
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 2 2 3 78
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 3 3 139
Alternative bias approximations in first-order dynamic reduced form models 0 0 2 53 0 2 5 132
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models 0 0 0 32 1 2 3 96
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 1 3 3 236
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 1 3 3 299
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 0 33 0 1 1 110
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 2 2 3 110
Bias assessment and reduction in linear error-correction models 0 0 0 69 1 2 3 258
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models 0 1 2 44 1 3 8 136
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 1 1 1 762
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 1 48 0 1 4 199
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 2 215
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 1 31 0 2 5 115
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 0 21 1 3 5 67
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 1 3 5 68
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 1 2 295
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 1 1 5 96
Recursions for the two-stage least-squares estimators 0 0 1 6 0 2 3 33
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 1 1 64 3 9 9 243
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 2 3 3 219
Testing for Serial Correlation after Three Stage Least Squares Estimation 0 0 0 0 0 0 0 78
Testing for Serial Correlation in Simultaneous Equation Models 0 0 0 56 3 3 4 202
Testing for heteroscedasticity in simultaneous equation models 0 0 0 66 1 2 6 160
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 1 1 2 66
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems 0 0 1 57 0 1 3 186
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 2 3 6 94
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 1 128 0 1 3 392
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 2 4 8 175
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 0 12 0 2 6 48
The independence of tests for structural change in regression models 0 0 0 16 1 1 4 61
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 1 2 4 45
Total Journal Articles 0 2 11 1,321 32 73 135 5,810

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Statistics updated 2025-12-06