Details about Grant H. Hillier
Access statistics for papers by Grant H. Hillier.
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Shortid: phi110
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Working Papers
2010
 Spatial circular matrices, with applications
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2008
 Computationally efficient recursions for toporder invariant polynomials with applications
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
See also Journal Article in Econometric Theory (2009)
 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 View citations (1)
2006
 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 View citations (1)
See also Journal Article in Econometric Theory (2009)
 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
See also Journal Article in Econometric Theory (2009)
 Spatial design matrices and associated quadratic forms: structure and properties
MPRA Paper, University Library of Munich, Germany View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004) View citations (1)
See also Journal Article in Journal of Multivariate Analysis (2006)
2005
 Illconditioned problems, Fisher information and weak instruments
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
2004
 Illposed Problems and Instruments' Weakness
Econometric Society 2004 Australasian Meetings, Econometric Society
1999
 Conditional inference for possibly unidentified structural equations
Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (9)
See also Journal Article in Econometric Theory (2003)
 The density of a quadratic form in a vector uniformly distributed on the nsphere
Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (13)
1996
 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
 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
 The union of best critical regions: complete classes, pvalues, and model curvature
Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences View citations (1)
1994
 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
 Joint Distribution Theory for Some Statistics Based on LIML and TSLS
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
1986
 Joint Tests for Zero Restrictions on Nonnegative Regression Coefficients
MPRA Paper, University Library of Munich, Germany View citations (2)
Journal Articles
2009
 COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOPORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
Econometric Theory, 2009, 25, (01), 211242 View citations (6)
See also Working Paper (2008)
 EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
Econometric Theory, 2009, 25, (04), 915957
See also Working Paper (2006)
 ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
Econometric Theory, 2009, 25, (02), 305335
See also Working Paper (2006)
2006
 Spatial design matrices and associated quadratic forms: structure and properties
Journal of Multivariate Analysis, 2006, 97, (1), 118 View citations (2)
See also Working Paper (2006)
 YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
Econometric Theory, 2006, 22, (05), 913931 View citations (20)
2003
 CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
Econometric Theory, 2003, 19, (05), 707743 View citations (11)
See also Working Paper (1999)
1999
 The Density of the Maximum Likelihood Estimator
Econometrica, 1999, 67, (6), 14591470 View citations (8)
1996
 Interviewed by Grant H. Hillier and Christopher L. Skeels
Econometric Theory, 1996, 12, (01), 155185
1991
 Editors' introduction: 40 years of diagnostic testing
Journal of Econometrics, 1991, 47, (1), 14
 On multiple diagnostic procedures for the linear model
Journal of Econometrics, 1991, 47, (1), 4766 View citations (3)
1990
 On the Normalization of Structural Equations: Properties of Direct Estimators
Econometrica, 1990, 58, (5), 118194 View citations (18)
1987
 Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
Econometric Theory, 1987, 3, (01), 144 View citations (14)
1986
 FiniteSample Properties of a TwoStage Single Equation Estimator in the SUR Model
Econometric Theory, 1986, 2, (01), 6674 View citations (1)
 Limited Information Estimation Solution
Econometric Theory, 1986, 2, (02), 294297
1985
 On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
Econometric Theory, 1985, 1, (01), 5372 View citations (8)
1984
 Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
Australian Economic Papers, 1984, 23, (43), 17996
 On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
Econometrica, 1984, 52, (1), 185202 View citations (10)

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