ORCA
Online Research @ Cardiff

Browse by Current Cardiff authors

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.

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

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.

This list was generated on Sat Dec 21 05:26:27 2024 GMT.