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Garry David Alan Phillips

Global rank #3337 96%

Institution: Cardiff University

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1974

Most Recent: 2012

RePEc ID: pph80 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 9.72 4.69 0.00 28.65

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 23.56

Publications (22)

Year Article Journal Tier Authors
2012 Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments Journal of Business & Economic Statistics A 2
2012 Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances Journal of Applied Econometrics B 2
2010 The bias to order T- 2 for the general k-class estimator in a simultaneous equation model Economics Letters C 2
2008 Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence Economics Letters C 2
2005 BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST Econometric Theory B 2
2003 Another look about the evolution of the risk premium: a VAR-GARCH-M model Economic Modeling C 2
2001 Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models Economics Letters C 2
2000 An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models Journal of Econometrics A 1
1999 The accuracy of the higher order bias approximation for the 2SLS estimator Economics Letters C 2
1999 Alternative bias approximations in first-order dynamic reduced form models Journal of Economic Dynamics and Control B 3
1998 The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients Economics Letters C 2
1996 The bias of the ordinary least squares estimator in simultaneous equation models Economics Letters C 2
1995 The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models Journal of Econometrics A 3
1994 Bias assessment and reduction in linear error-correction models Journal of Econometrics A 2
1993 Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable Econometric Theory B 2
1992 Exact Similar Tests for Unit Roots and Cointegration. Oxford Bulletin of Economics and Statistics B 2
1984 A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models Economics Letters C 2
1983 The independence of tests for structural change in regression models Economics Letters C 2
1981 Testing for heteroscedasticity in simultaneous equation models Journal of Econometrics A 2
1981 Testing for serial correlation in simultaneous equation models : Some further results Journal of Econometrics A 2
1977 Recursions for the two-stage least-squares estimators Journal of Econometrics A 1
1974 A comparison of the power of some tests for heteroskedasticity in the general linear model Journal of Econometrics A 2