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Garry David Alan Phillips

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Personal Details

First Name: Garry
Middle Name: David Alan
Last Name: Phillips
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RePEc Short-ID: pph80

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Affiliation

Julian Hodge Institute of Applied Macroeconomics
Cardiff Business School
Cardiff University
Location: Cardiff, United Kingdom
Homepage: http://business.cardiff.ac.uk/julian-hodge-institute-applied-macroeconomics
Email:
Phone: +44(0)29 2087 5728
Fax: +44 (0)29 2087 4419
Postal: Aberconway Building, Colum Drive, CARDIFF, CF10 3EU
Handle: RePEc:edi:jhiamuk (more details at EDIRC)

Works

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Working papers

  1. Jan F. KIVIET & Garry D.A. PHILLIPS, 2012. "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth centre Working Paper Series 1206, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
  2. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
  3. Phillips, Garry D.A. & Liu-Evans, Gareth, 2011. "The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances," Cardiff Economics Working Papers E2011/20, Cardiff University, Cardiff Business School, Economics Section.
  4. Garry Phillips & Emma Iglesias, 2004. "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings 91, Econometric Society.
  5. Garry Phillips & Emma Iglesias, 2004. "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings 567, Econometric Society.
  6. Emma M. Iglesias & Garry D.A. Phillips, 2004. "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD 2004-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  7. Jan F. Kiviet & Garry D.A. Phillips, 2001. "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers 01-118/4, Tinbergen Institute.
  8. Jan F. Kiviet & Garry D. A. Phillips, 2000. "Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models," Econometric Society World Congress 2000 Contributed Papers 0631, Econometric Society.
  9. Phillips, G.D.A., 1999. "An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models," Discussion Papers 9905, Exeter University, Department of Economics.
  10. Liang, Qi & Phillips, Garry, 1999. "A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996," Discussion Papers 9901, Exeter University, Department of Economics.
  11. Kiviet, J.F. & Phillips, G.D.A., 1999. "The Bias of the 2SLS Variance Estimator," Discussion Papers 9904, Exeter University, Department of Economics.
  12. Hadri, K. & Phillips, G.D.A., 1999. "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers 9906, Exeter University, Department of Economics.
  13. Kiviet, J.F. & Phillips, G.D.A., 1999. "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers 9903, Exeter University, Department of Economics.
  14. Kiviet, J.F. & Phillips, G.D.A., 1988. "Bias Reduction In A Dynamic Regression Model: A Comparison Of Jacknifed And Bias Corrected Least Squares Estimators," Papers ae_11-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.

Articles

  1. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 532-557, September.
  2. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 474-499, 04.
  3. Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
  4. Emma M. Iglesias & Garry D. A. Phillips, 2012. "Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
  5. Liu-Evans Gareth D. & Phillips Garry D. A., 2012. "Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November.
  6. Emma Iglesias & Garry Phillips, 2011. "Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 303-336.
  7. Iglesias, Emma M. & Phillips, Garry D.A., 2010. "The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October.
  8. Iglesias, Emma M. & Phillips, Garry D.A., 2008. "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May.
  9. Emma M. Iglesias & Garry D. A. Phillips, 2008. "Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 719-737, 07.
  10. Emma Iglesias & Garry Phillips, 2005. "Analysing one-month Euro-market interest rates by fractionally integrated models," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 95-106.
  11. Jan F. Kiviet & Garry D. A. Phillips, 2005. "Moment approximation for least-squares estimators in dynamic regression models with a unit root *," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 115-142, 07.
  12. Iglesias, Emma M. & Phillips, Garry D.A., 2005. "Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1058-1086, December.
  13. Iglesias, Emma M. & Phillips, Garry D. A., 2003. "Another look about the evolution of the risk premium: a VAR-GARCH-M model," Economic Modelling, Elsevier, vol. 20(4), pages 777-789, July.
  14. Iglesias, Emma M. & Phillips, Garry D. A., 2001. "Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models," Economics Letters, Elsevier, vol. 74(1), pages 21-24, December.
  15. Phillips, Garry D. A., 2000. "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.
  16. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1999. "Alternative bias approximations in first-order dynamic reduced form models," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 909-928, June.
  17. Hadri, Kaddour & Phillips, Garry D. A., 1999. "The accuracy of the higher order bias approximation for the 2SLS estimator," Economics Letters, Elsevier, vol. 62(2), pages 167-174, February.
  18. Jan F. Kiviet & Garry D.A. Phillips, 1998. "Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 44-70.
  19. Cheung Ip, Wai & Phillips, Garry D. A., 1998. "The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients," Economics Letters, Elsevier, vol. 60(3), pages 303-310, September.
  20. Kiviet, Jan F. & Phillips, Garry D. A., 1996. "The bias of the ordinary least squares estimator in simultaneous equation models," Economics Letters, Elsevier, vol. 53(2), pages 161-167, November.
  21. Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1995. "The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models," Journal of Econometrics, Elsevier, vol. 69(1), pages 241-266, September.
  22. Kiviet, Jan F. & Phillips, Garry D. A., 1994. "Bias assessment and reduction in linear error-correction models," Journal of Econometrics, Elsevier, vol. 63(1), pages 215-243, July.
  23. Kiviet, Jan F. & Phillips, Garry D.A., 1993. "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, vol. 9(01), pages 62-80, January.
  24. Kiviet, Jan F & Phillips, Garry D A, 1992. "Exact Similar Tests for Unit Roots and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 349-67, August.
  25. Phillips, G D A & McCabe, B P M, 1989. "A Sequential Approach to Testing for Structural Change in Econometric Models," Empirical Economics, Springer, vol. 14(2), pages 151-65.
  26. Phillips, Garry D A, 1988. "Testing for Serial Correlation after Three Stage Least Squares Estimation," Bulletin of Economic Research, Wiley Blackwell, vol. 40(2), pages 145-51, April.
  27. Phillips, G. D. A. & Harvey, A. C., 1984. "A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models," Economics Letters, Elsevier, vol. 15(3-4), pages 301-307.
  28. Phillips, G. D. A. & McCabe, B. P., 1983. "The independence of tests for structural change in regression models," Economics Letters, Elsevier, vol. 12(3-4), pages 283-287.
  29. Harvey, Andrew C & Phillips, Garry D A, 1982. "Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations," Bulletin of Economic Research, Wiley Blackwell, vol. 34(2), pages 79-91, November.
  30. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for heteroscedasticity in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 15(3), pages 311-340, April.
  31. Harvey, A. C. & Phillips, G. D. A., 1981. "Testing for serial correlation in simultaneous equation models : Some further results," Journal of Econometrics, Elsevier, vol. 17(1), pages 99-105, September.
  32. Harvey, A C & Phillips, G D A, 1980. "Testing for Serial Correlation in Simultaneous Equation Models," Econometrica, Econometric Society, vol. 48(3), pages 747-59, April.
  33. Phillips, Garry D A & Hale, C, 1977. "The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 219-28, February.
  34. Phillips, Garry D. A., 1977. "Recursions for the two-stage least-squares estimators," Journal of Econometrics, Elsevier, vol. 6(1), pages 65-77, July.
  35. Harvey, A. C. & Phillips, G. D. A., 1974. "A comparison of the power of some tests for heteroskedasticity in the general linear model," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.

Books

  1. Phillips,Garry D. A. & Tzavalis,Elias (ed.), 2012. "The Refinement of Econometric Estimation and Test Procedures," Cambridge Books, Cambridge University Press, number 9781107406247, April.
  2. Phillips,Garry D. A. & Tzavalis,Elias (ed.), 2007. "The Refinement of Econometric Estimation and Test Procedures," Cambridge Books, Cambridge University Press, number 9780521870535, April.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (5) 2002-02-14 2004-10-30 2011-08-22 2011-08-22 2013-01-07. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2002-02-10 2013-01-07. Author is listed

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