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Grant H. Hillier

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Personal Details

First Name: Grant
Middle Name: H.
Last Name: Hillier
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RePEc Short-ID: phi110

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Affiliation

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Works

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Working papers

  1. Grant Hillier & Federico Martellosio, 2010. "Spatial circular matrices, with applications," CeMMAP working papers CWP06/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  2. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Grant Hillier, 2006. "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  5. Grant Hillier, 2006. "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  7. Grant Hillier & Giovanni Forchini, 2004. "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings 357, Econometric Society.
  8. Grant Hillier & Federico Martellosio, 2004. "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers CWP16/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  9. Forchini, G. & Hillier, G.H., 1999. "Conditional inference for possibly unidentified structural equations," Discussion Paper Series In Economics And Econometrics 9906, Economics Division, School of Social Sciences, University of Southampton.
  10. Hillier, G.H., 1999. "The density of a quadratic form in a vector uniformly distributed on the n-sphere," Discussion Paper Series In Economics And Econometrics 9902, Economics Division, School of Social Sciences, University of Southampton.
  11. Hillier, G. & Armstrong, M., 1996. "On the density of the maximum likelihood estimator," Discussion Paper Series In Economics And Econometrics 9645, Economics Division, School of Social Sciences, University of Southampton.
  12. Hillier, G. & Forchini, G., 1995. "Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics," Discussion Paper Series In Economics And Econometrics 9511, Economics Division, School of Social Sciences, University of Southampton.
  13. Hillier, G.H., 1995. "The union of best critical regions: complete classes, p-values, and model curvature," Discussion Paper Series In Economics And Econometrics 9503, Economics Division, School of Social Sciences, University of Southampton.
  14. Hillier, G., 1994. "Quadratic forms: expansions, moments and applications to regression diagnostics," Discussion Paper Series In Economics And Econometrics 9420, Economics Division, School of Social Sciences, University of Southampton.
  15. Grant H. Hillier, 1987. "Joint Distribution Theory for Some Statistics Based on LIML and TSLS," Cowles Foundation Discussion Papers 840, Cowles Foundation for Research in Economics, Yale University.
  16. Hillier, Grant, 1986. "Joint Tests for Zero Restrictions on Non-negative Regression Coefficients," MPRA Paper 15804, University Library of Munich, Germany.

Articles

  1. Hillier, Grant, 2009. "On The Conditional Likelihood Ratio Test For Several Parameters In Iv Regression," Econometric Theory, Cambridge University Press, vol. 25(02), pages 305-335, April.
  2. Hillier, Grant, 2009. "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August.
  3. Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009. "Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications," Econometric Theory, Cambridge University Press, vol. 25(01), pages 211-242, February.
  4. Hillier, Grant & Martellosio, Federico, 2006. "Spatial design matrices and associated quadratic forms: structure and properties," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 1-18, January.
  5. Hillier, Grant, 2006. "Yet More On The Exact Properties Of Iv Estimators," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October.
  6. Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.
  7. Grant Hillier & Mark Armstrong, 1999. "The Density of the Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November.
  8. James, A.T., 1996. "Interviewed by Grant H. Hillier and Christopher L. Skeels," Econometric Theory, Cambridge University Press, vol. 12(01), pages 155-185, March.
  9. Hillier, Grant H., 1991. "On multiple diagnostic procedures for the linear model," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January.
  10. Hillier, Grant H. & King, Maxwell L., 1991. "Editors' introduction: 40 years of diagnostic testing," Journal of Econometrics, Elsevier, vol. 47(1), pages 1-4, January.
  11. Hillier, Grant H, 1990. "On the Normalization of Structural Equations: Properties of Direct Estimators," Econometrica, Econometric Society, vol. 58(5), pages 1181-94, September.
  12. Hillier, Grant H., 1987. "Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems," Econometric Theory, Cambridge University Press, vol. 3(01), pages 1-44, February.
  13. Hillier, Grant H., 1986. "Limited Information Estimation Solution," Econometric Theory, Cambridge University Press, vol. 2(02), pages 294-297, August.
  14. Hillier, G. H. & Satchell, S. E., 1986. "Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model," Econometric Theory, Cambridge University Press, vol. 2(01), pages 66-74, April.
  15. Hillier, Grant H., 1985. "On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation," Econometric Theory, Cambridge University Press, vol. 1(01), pages 53-72, April.
  16. Hillier, Grant H & Giles, David E A, 1984. "Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice," Australian Economic Papers, Wiley Blackwell, vol. 23(43), pages 179-96, December.
  17. Hillier, Grant H & Kinal, Terrence W & Srivastava, V K, 1984. "On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation," Econometrica, Econometric Society, vol. 52(1), pages 185-202, January.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2004-04-11 2004-10-30 2005-06-14 2007-02-24 2007-02-24 2008-03-08 2008-08-21 2010-06-11. Author is listed

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