The following pages link to Garry D. A. Phillips (Q235796):
Displaying 38 items.
- (Q374831) (redirect page) (← links)
- The independence of tests for structural change in regression models (Q374833) (← links)
- A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models (Q374948) (← links)
- The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model (Q613421) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Testing for heteroscedasticity in simultaneous equation models (Q1154208) (← links)
- Testing for serial correlation in simultaneous equation models. Some further results (Q1164366) (← links)
- Recursions for the two-stage least-squares estimators (Q1247154) (← links)
- The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients (Q1274712) (← links)
- The accuracy of the higher order bias approximation for the 2SLS estimator (Q1285517) (← links)
- Alternative bias approximations in first-order dynamic reduced form models (Q1292222) (← links)
- Bias assessment and reduction in linear error-correction models (Q1341210) (← links)
- The bias of the ordinary least squares estimator in simultaneous equation models (Q1392157) (← links)
- An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
- The bias of the 2SLS variance estimator (Q1606275) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
- A comparison of the power of some tests for heteroskedasticity in the general linear model (Q1847125) (← links)
- The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence (Q1934780) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation (Q3168912) (← links)
- BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
- Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation (Q3552847) (← links)
- Some applications for Basil's independence theorem in testing econometric models (Q3814626) (← links)
- Testing for Serial Correlation in Simultaneous Equation Models (Q3870188) (← links)
- (Q3900875) (← links)
- All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model (Q3902376) (← links)
- (Q3943865) (← links)
- A Simple Test for Serial Correlation in Regression Analysis (Q4049963) (← links)
- The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems (Q4127844) (← links)
- Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models (Q4415854) (← links)
- Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models (Q4928553) (← links)
- Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models (Q5080157) (← links)
- Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model (Q5111850) (← links)
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222) (← links)
- Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models (Q5958363) (← links)
