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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 68
Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments 0 0 0 70 1 2 9 186
Almost Unbiased Variance Estimation in Simultaneous Equation Models 0 0 0 102 0 0 3 93
An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models 0 0 0 0 0 0 0 208
BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS 0 0 0 1 0 0 0 424
Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models 0 0 0 1 0 0 2 603
Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models 0 0 0 270 0 0 2 3,814
Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models 0 0 0 47 0 0 0 164
MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 62 0 0 0 283
Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root 0 0 0 1 0 0 0 582
Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances 0 0 0 117 1 1 2 579
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator 0 0 0 0 0 0 0 372
The Bias of the 2SLS Variance Estimator 0 0 0 3 0 0 1 1,263
The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances 0 0 2 29 0 0 5 77
The estimation of simultaneous equation models under conditional heteroscedasticity 0 0 0 181 0 0 3 618
Total Working Papers 0 0 2 884 2 3 28 9,334

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 1 108
A comparison of the power of some tests for heteroskedasticity in the general linear model 0 1 3 117 0 1 4 228
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models 0 0 0 14 0 0 0 51
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments 0 0 0 18 1 1 4 75
Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable 0 0 0 61 0 0 0 136
Alternative bias approximations in first-order dynamic reduced form models 0 0 0 51 0 0 0 127
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models 0 0 0 32 0 0 1 93
Analysing one-month Euro-market interest rates by fractionally integrated models 0 0 0 40 0 0 0 233
Another look about the evolution of the risk premium: a VAR-GARCH-M model 0 0 0 112 0 0 0 296
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence 0 0 0 33 0 0 0 109
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST 0 0 0 28 0 0 0 107
Bias assessment and reduction in linear error-correction models 0 0 0 69 0 1 1 255
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models 0 0 0 42 0 0 0 128
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models 0 0 0 0 0 0 1 761
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models 0 0 0 47 0 0 2 195
Exact Similar Tests for Unit Roots and Cointegration 0 0 0 0 0 0 0 213
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation 0 0 0 30 0 0 0 110
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models 0 0 1 21 0 0 1 62
Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances 0 0 0 0 0 0 1 63
Moment approximation for least-squares estimators in dynamic regression models with a unit root &ast 0 0 0 74 0 1 1 293
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models 0 0 0 41 0 0 1 91
Recursions for the two-stage least-squares estimators 0 0 0 5 0 0 1 30
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation 0 0 0 63 0 0 1 234
Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations 0 0 0 0 0 0 0 216
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 0 0 0 198
Testing for heteroscedasticity in simultaneous equation models 0 0 0 66 0 0 4 154
Testing for serial correlation in simultaneous equation models: Some further results 0 0 0 23 0 1 1 64
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems 1 1 3 56 1 2 7 183
The accuracy of the higher order bias approximation for the 2SLS estimator 0 0 0 18 0 0 0 88
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models 0 0 0 127 0 0 1 389
The bias of the ordinary least squares estimator in simultaneous equation models 0 0 0 36 0 0 0 167
The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model 0 0 0 12 0 0 0 42
The independence of tests for structural change in regression models 0 0 0 16 1 1 1 57
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 0 1 41
Total Journal Articles 1 2 7 1,310 3 8 35 5,675

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Statistics updated 2024-12-04