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Disambiguation of "Phillips, Garry D. A."

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An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models

. Journal of Econometrics, 97 (2): 345--364 (August 2000)

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D A Nowak

Garry Smith

Garry Brindley

Oliver Phillips

Joseph Phillips

 

Other publications of authors with the same name

The bias of the ordinary least squares estimator in simultaneous equation models, and . Economics Letters, 53 (2): 161--167 (November 1996)The accuracy of the higher order bias approximation for the 2SLS estimator, and . Economics Letters, 62 (2): 167--174 (Feb 1, 1999)Recursions for the two-stage least-squares estimators. Journal of Econometrics, 6 (1): 65--77 (July 1977)The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models, , and . Journal of Econometrics, 69 (1): 241--266 (September 1995)Bias assessment and reduction in linear error-correction models, and . Journal of Econometrics, 63 (1): 215--243 (July 1994)An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models. Journal of Econometrics, 97 (2): 345--364 (August 2000)Another look about the evolution of the risk premium: a VAR-GARCH-M model, and . Economic Modelling, 20 (4): 777--789 (July 2003)Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models, and . Economics Letters, 74 (1): 21--24 (Dec 20, 2001)The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models., and . Monte Carlo Methods Appl., 23 (3): 159 (2017)Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models., and . Comput. Stat. Data Anal., (2014)