Details about Grant H. Hillier

Access statistics for papers by Grant H. Hillier.

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

Short-id: phi110

Working Papers

2010

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

2008

2. 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 COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS, Econometric Theory, Cambridge University Press (2009) View citations (10) (2009)
3. 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 (3)

2006

4. 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 (3)
   See also Journal Article EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL, Econometric Theory, Cambridge University Press (2009) View citations (4) (2009)
5. 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 ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION, Econometric Theory, Cambridge University Press (2009) View citations (2) (2009)
6. 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 Spatial design matrices and associated quadratic forms: structure and properties, Journal of Multivariate Analysis, Elsevier (2006) View citations (2) (2006)

2005

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

2004

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

1987

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

1986

10. Joint Tests for Zero Restrictions on Non-negative Regression Coefficients
    MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2009

1. COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
   Econometric Theory, 2009, 25, (1), 211-242 View citations (10)
   See also Working Paper Computationally efficient recursions for top-order invariant polynomials with applications, CeMMAP working papers (2008) (2008)
2. EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
   Econometric Theory, 2009, 25, (4), 915-957 View citations (4)
   See also Working Paper Exact properties of the conditional likelihood ratio test in an IV regression model, CeMMAP working papers (2006) View citations (3) (2006)
3. ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
   Econometric Theory, 2009, 25, (2), 305-335 View citations (2)
   See also Working Paper On the conditional likelihood ratio test for several parameters in IV regression, CeMMAP working papers (2006) (2006)

2006

4. Spatial design matrices and associated quadratic forms: structure and properties
   Journal of Multivariate Analysis, 2006, 97, (1), 1-18 View citations (2)
   See also Working Paper Spatial design matrices and associated quadratic forms: structure and properties, MPRA Paper (2006) View citations (2) (2006)
5. YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
   Econometric Theory, 2006, 22, (5), 913-931 View citations (20)

2003

6. CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
   Econometric Theory, 2003, 19, (5), 707-743 View citations (16)

1999

7. The Density of the Maximum Likelihood Estimator
   Econometrica, 1999, 67, (6), 1459-1470 View citations (10)

1991

8. Editors' introduction: 40 years of diagnostic testing
   Journal of Econometrics, 1991, 47, (1), 1-4
9. On multiple diagnostic procedures for the linear model
   Journal of Econometrics, 1991, 47, (1), 47-66 View citations (6)

1990

10. On the Normalization of Structural Equations: Properties of Direct Estimators
    Econometrica, 1990, 58, (5), 1181-94 View citations (23)

1987

11. Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
    Econometric Theory, 1987, 3, (1), 1-44 View citations (15)

1986

12. Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
    Econometric Theory, 1986, 2, (1), 66-74 View citations (1)

1985

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

1984

14. Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice
    Australian Economic Papers, 1984, 23, (43), 179-96 View citations (1)
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 (16)