The following pages link to Garry D. A. Phillips (Q235796):
Displaying 4 items.
- 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)
- 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)
