Details about Grant H. Hillier

Access statistics for papers by Grant H. Hillier.

Last updated 2009-10-02. Update your information in the RePEc Author Service.

Short-id: phi110

Working Papers

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
   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

2006

3. 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
   See also Journal Article in Econometric Theory (2009)
4. 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)
5. Spatial design matrices and associated quadratic forms: structure and properties
   MPRA Paper, University Library of Munich, Germany
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004)
   See also Journal Article in Journal of Multivariate Analysis (2006)

2005

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

2004

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

1999

8. 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
   See also Journal Article in Econometric Theory (2003)
9. Exact Properties of the Maximum Likelihood Estimator in Exponential Regression Models: A Differential Geometry Approach
   Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences
10. 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
    See also Journal Article in Econometric Theory (2001)

1996

11. On the Density of the Maximum Likelihood Estimator
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences

1995

12. 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
13. 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

1994

14. 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

15. Joint Distribution Theory for Some Statistics Based on LIML and TSLS
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University

1986

16. Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2009

1. COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
   Econometric Theory, 2009, 25, (01), 211-242 View citations
   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
   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
   See also Working Paper (2006)

2006

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

2003

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

2001

7. THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
   Econometric Theory, 2001, 17, (01), 1-28 View citations
   See also Working Paper (1999)

1999

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

1996

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

1991

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

1990

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

1987

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

1984

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