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Disambiguation of "Phillips, Garry D. A."

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The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients

, and . Economics Letters, 60 (3): 303--310 (Sep 1, 1998)

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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)An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models. Journal of Econometrics, 97 (2): 345--364 (August 2000)Bias assessment and reduction in linear error-correction models, and . Journal of Econometrics, 63 (1): 215--243 (July 1994)Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models, and . Economics Letters, 74 (1): 21--24 (Dec 20, 2001)Another look about the evolution of the risk premium: a VAR-GARCH-M model, and . Economic Modelling, 20 (4): 777--789 (July 2003)Alternative bias approximations in first-order dynamic reduced form models, , and . Journal of Economic Dynamics and Control, 23 (7): 909--928 (June 1999)The bias of the 2SLS variance estimator, and . Economics Letters, 66 (1): 7--15 (January 2000)