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Number of items: 10.

Phillips, Garry D. A. and Liu-Evans, Gareth 2016. Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models. Computational Statistics and Data Analysis 100 , pp. 734-762. 10.1016/j.csda.2015.11.011

Kiviet, Jan and Phillips, Garry David Alan 2012. Higher-Order aymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. Journal of Computational Statistics and Data Analysis 56 (11) , pp. 3706-3729. 10.1016/j.csda.2010.07.013

Iglesias, Emma and Phillips, Garry David Alan 2012. Estimation, testing and finite sample properties in ARCH/GARCH models. Econometric Reviews 31 (5) , pp. 532-535.

Iglesias, Emma M. and Phillips, Garry David Alan 2012. Almost unbiased estimation in simultaneous equation models with strong and/or weak instruments. Journal of Business & Economic Statistics 30 (4) , pp. 505-520. 10.1080/07350015.2012.715959

Phillips, Garry and Liu-Evans, Gareth 2011. The robustness of the higher-order 2SLS and general k-class bias approximations to non-normal disturbances. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Iglesias, Emma and Phillips, Garry David Alan 2011. Small sample estimation bias in GARCH models with any number of exogenous variables in the mean equation. Econometric Reviews 30 (3) , pp. 306-336. 10.1080/07474930903562551

Iglesias, Emma M. and Phillips, Garry David Alan 2010. The bias to order T−2 for the general k-class estimator in a simultaneous equation model. Economics Letters 109 (1) , pp. 42-45. 10.1016/j.econlet.2010.07.011

Phillips, Garry David Alan and Iglesias, E. M. 2005. Bivariate ARCH Models: Finite-Sample Properties of QML Estimators and an Application to an LM-type test. Econometric Theory 21 (6) , pp. 1058-1086. 10.1017/S026646660505053X
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Phillips, Garry David Alan and Kiviet, J F 2005. Moment approximation for least-squares estimators in dynamic regression models with a unit root. The Econometrics Journal 8 (2) , pp. 115-142. 10.1111/j.1368-423X.2005.00156.x

Kiviet, Jan and Phillips, Garry David Allan 2000. Improved coefficient and variance estimation in stable first-order dynamic regression models. Journal of Computational Statistics and Data Analysis , pp. 424-448.
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