Garry D. A. Phillips

Available identifiers

zbMath Open phillips.garry-d-aMaRDI QIDQ235796

List of research outcomes

Publication	Date of Publication	Type
Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models	2022-05-31	Paper
Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model	2020-05-27	Paper
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models	2018-11-23	Paper
Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models	2018-08-15	Paper
The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models	2017-10-10	Paper
The independence of tests for structural change in regression models	2013-10-24	Paper
A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models	2013-10-24	Paper
Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models	2013-06-14	Paper
Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence	2013-01-29	Paper
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models	2012-12-30	Paper
Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation	2011-04-27	Paper
The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model	2010-12-20	Paper
Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation	2010-04-22	Paper
BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST	2006-03-22	Paper
Moment approximation for least‐squares estimators in dynamic regression models with a unit root	2005-11-08	Paper
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models	2003-08-07	Paper
The bias of the 2SLS variance estimator	2002-07-24	Paper
Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models	2002-03-03	Paper
An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models	2001-09-17	Paper
Alternative bias approximations in first-order dynamic reduced form models	1999-06-20	Paper
The accuracy of the higher order bias approximation for the 2SLS estimator	1999-04-28	Paper
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients	1999-01-12	Paper
The bias of the ordinary least squares estimator in simultaneous equation models	1998-07-23	Paper
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models	1996-11-12	Paper
Bias assessment and reduction in linear error-correction models	1995-03-01	Paper
Some applications for Basil's independence theorem in testing econometric models	1988-01-01	Paper
Testing strategies for model specification	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3943865	1982-01-01	Paper
Testing for heteroscedasticity in simultaneous equation models	1981-01-01	Paper
Testing for serial correlation in simultaneous equation models. Some further results	1981-01-01	Paper
Testing for Serial Correlation in Simultaneous Equation Models	1980-01-01	Paper
All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3900875	1979-01-01	Paper
Recursions for the two-stage least-squares estimators	1977-01-01	Paper
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems	1977-01-01	Paper
A comparison of the power of some tests for heteroskedasticity in the general linear model	1974-01-01	Paper
A Simple Test for Serial Correlation in Regression Analysis	1974-01-01	Paper

Research outcomes over time

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