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Details about Grant H. Hillier

Workplace:Economics Division, University of Southampton, (more information at EDIRC)
Centre for Microdata Methods and Practice (CEMMAP), (more information at EDIRC)

Access statistics for papers by Grant H. Hillier.

Last updated 2011-04-05. Update your information in the RePEc Author Service.

Short-id: phi110


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Working Papers

2010

  1. Spatial circular matrices, with applications
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2008

  1. Computationally efficient recursions for top-order invariant polynomials with applications
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometric Theory (2009)
  2. Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)

2006

  1. Exact properties of the conditional likelihood ratio test in an IV regression model
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads View citations (1)
    See also Journal Article in Econometric Theory (2009)
  2. On the conditional likelihood ratio test for several parameters in IV regression
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometric Theory (2009)
  3. Spatial design matrices and associated quadratic forms: structure and properties
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) Downloads View citations (1)

    See also Journal Article in Journal of Multivariate Analysis (2006)

2005

  1. Ill-conditioned problems, Fisher information and weak instruments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

2004

  1. Ill-posed Problems and Instruments' Weakness
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads

1999

  1. Conditional inference for possibly unidentified structural equations
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences Downloads View citations (9)
    See also Journal Article in Econometric Theory (2003)
  2. The density of a quadratic form in a vector uniformly distributed on the n-sphere
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences Downloads View citations (13)

1996

  1. On the density of the maximum likelihood estimator
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (7)

1995

  1. Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
  2. The union of best critical regions: complete classes, p-values, and model curvature
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (1)

1994

  1. Quadratic forms: expansions, moments and applications to regression diagnostics
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

1987

  1. Joint Distribution Theory for Some Statistics Based on LIML and TSLS
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

1986

  1. Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

Journal Articles

2009

  1. COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
    Econometric Theory, 2009, 25, (01), 211-242 Downloads View citations (6)
    See also Working Paper (2008)
  2. EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
    Econometric Theory, 2009, 25, (04), 915-957 Downloads
    See also Working Paper (2006)
  3. ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
    Econometric Theory, 2009, 25, (02), 305-335 Downloads
    See also Working Paper (2006)

2006

  1. Spatial design matrices and associated quadratic forms: structure and properties
    Journal of Multivariate Analysis, 2006, 97, (1), 1-18 Downloads View citations (2)
    See also Working Paper (2006)
  2. YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
    Econometric Theory, 2006, 22, (05), 913-931 Downloads View citations (19)

2003

  1. CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
    Econometric Theory, 2003, 19, (05), 707-743 Downloads View citations (11)
    See also Working Paper (1999)

1999

  1. The Density of the Maximum Likelihood Estimator
    Econometrica, 1999, 67, (6), 1459-1470 View citations (8)

1996

  1. Interviewed by Grant H. Hillier and Christopher L. Skeels
    Econometric Theory, 1996, 12, (01), 155-185 Downloads

1991

  1. Editors' introduction: 40 years of diagnostic testing
    Journal of Econometrics, 1991, 47, (1), 1-4 Downloads
  2. On multiple diagnostic procedures for the linear model
    Journal of Econometrics, 1991, 47, (1), 47-66 Downloads View citations (3)

1990

  1. On the Normalization of Structural Equations: Properties of Direct Estimators
    Econometrica, 1990, 58, (5), 1181-94 Downloads View citations (18)

1987

  1. Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
    Econometric Theory, 1987, 3, (01), 1-44 Downloads View citations (14)

1986

  1. Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
    Econometric Theory, 1986, 2, (01), 66-74 Downloads View citations (1)
  2. Limited Information Estimation Solution
    Econometric Theory, 1986, 2, (02), 294-297 Downloads

1985

  1. On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
    Econometric Theory, 1985, 1, (01), 53-72 Downloads View citations (8)

1984

  1. Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
    Australian Economic Papers, 1984, 23, (43), 179-96
  2. On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
    Econometrica, 1984, 52, (1), 185-202 Downloads View citations (9)
 
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