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Publications

by members of

Cardiff University → Cardiff Business School → Julian Hodge Institute of Applied Macroeconomics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Minford, Patrick & Zhu, Zheyi, 2026, "A heterogeneous-agent model of growth and inequality for the UK - what has caused the UK's growth collapse since 2008?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2026/6, Jun.

2019

  1. Minford, Patrick & Ou, Zhirong & Zhu, Zheyi, 2019, "Can a small New Keynesian model of the world economy with risk-pooling match the facts?," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/10, Apr.

2016

  1. Giorgio Calcagnini & Germana Giombini & Francesco Perugini, 2016, "Bank Foundations, Social Capital, and the Growth of Italian Provinces," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 131, Nov.
  2. Germana Giombini & Francesco Perugini & Giuseppe Travaglini, 2016, "The productivity slowdown puzzle of European countries: a focus on Italy," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1606, revised 2016.
  3. Giorgio Calcagnini & Francesco Perugini, 2016, "A Well-Being Indicator for the Italian Provinces a," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1608, revised 2016.
  4. Phillip, Garry & Xu, Yongdeng, 2016, "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2016/10, Oct.

2015

  1. Naveen Srinivasan & Vidya Mahambare & Francesco Perugini, 2015, "Monetary Policy Credibility: Is there a Magic Bullet?," Working Papers, Madras School of Economics,Chennai,India, number 2015-108, Jun.

2014

  1. Giorgio Calacagnini & Ilario Favaretto & Germana Giombini & Francesco Perugini & Rosalba Rombaldoni, 2014, "The role of universities in the location of innovative start-upsa," Working Papers, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, number 1409, revised 2014.

2012

  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, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1206, Jun.
  2. Scheffel, Eric Michael, 2012, "Political uncertainty in a data-rich environment," MPRA Paper, University Library of Munich, Germany, number 37318, Mar.

2011

  1. 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, Cardiff University, Cardiff Business School, Economics Section, number E2011/19, Aug.
  2. 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, Cardiff University, Cardiff Business School, Economics Section, number E2011/20, Aug.

2010

  1. James FOREMAN-PECK & Laurian LUNGU, 2010, "A Supply-Side Regional Econometric Model of Wales," EcoMod2004, EcoMod, number 330600053, Jan.

2009

  1. Daniel Daianu & Laurian Lungu, 2009, "The Monetary Union: The Decade Ahead. The Case of Non-Member States," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp947, Jan.

2008

  1. Scheffel, Eric, 2008, "A Credit-Banking Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/30, Dec.
  2. Scheffel, Eric, 2008, "Consumption Velocity in a Cash Costly-Credit Model," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/31, Dec.

2005

  1. Daniel Daianu & Laurian Lungu, 2005, "Inflation Targeting, Between Rhetoric and Reality. The Case of Transition Economies," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp743, Jan.
  2. Minford, Patrick & Lungu, Laurian, 2005, "Explaining The Equity Risk Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 5017, Apr.
  3. Foreman-Peck, James & Lungu, Laurian, 2005, "Fiscal Devolution and Dependency," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2005/8, Dec.

2004

  1. 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, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-09, Feb.
  2. Garry Phillips & Emma Iglesias, 2004, "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings, Econometric Society, number 91, Aug.
  3. Garry Phillips & Emma Iglesias, 2004, "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 567, Aug.

2002

  1. L. Lungu & K. G. P. Matthews, 2002, "Partial Current Information and Signal Extraction in a Rational Expectations Macroeconomic Model: A Computational Solution," Computing in Economics and Finance 2002, Society for Computational Economics, number 115, Jul.

2001

  1. Minford, Patrick & Srinivasan, Naveen & Perugini, Francesco, 2001, "The Observational Equivalence of Taylor Rule and Taylor-Type Rules," CEPR Discussion Papers, Centre for Economic Policy Research, number 2959, Sep.

2000

  1. James Foreman-Peck & Laurian Lungu & Patrick Minford, 2000, "Fiscal Devolution in a Small Open Regional Economy," Regional and Urban Modeling, EcoMod, number 283600029, Jan.
  2. 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, Econometric Society, number 0631, Aug.

1999

  1. 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, University of Exeter, Department of Economics, number 9903.
  2. Kiviet, J.F. & Phillips, G.D.A., 1999, "The Bias of the 2SLS Variance Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9904.
  3. Liang, Qi & Phillips, Garry, 1999, "A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996," Discussion Papers, University of Exeter, Department of Economics, number 9901.
  4. Phillips, G.D.A., 1999, "An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models," Discussion Papers, University of Exeter, Department of Economics, number 9905.
  5. Hadri, K. & Phillips, G.D.A., 1999, "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9906.

1998

  1. Kiviet, J.F. & Phillips, G.D.A., 1998, "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers, University of Exeter, Department of Economics, number 9909.

1988

  1. 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, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics, number ae_11-88.

Journal articles

2024

  1. Perugini, Francesco, 2024, "Local government efficiency and economic growth: The Italian case," Socio-Economic Planning Sciences, Elsevier, volume 91, issue C, DOI: 10.1016/j.seps.2023.101775.

2023

  1. Ma, Wei & Naraidoo, Ruthira & Perugini, Francesco, 2023, "Computation of spatial equilibria in the Ottaviano–Tabuchi–Thisse model," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110986.
  2. Iacobucci, Donato & Perugini, Francesco, 2023, "Innovation performance in traditional industries: Does proximity to universities matter," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122340.
  3. Francesco Perugini, 2023, "Space–time analysis of entrepreneurial ecosystems," The Journal of Technology Transfer, Springer, volume 48, issue 1, pages 240-291, February, DOI: 10.1007/s10961-021-09906-w.

2022

  1. Peiró-Palomino, Jesús & Perugini, Francesco, 2022, "Regional innovation disparities in Italy: The role of governance," Economic Systems, Elsevier, volume 46, issue 4, DOI: 10.1016/j.ecosys.2022.101009.
  2. Diego D’Adda & Donato Iacobucci & Francesco Perugini, 2022, "Smart Specialisation Strategy in practice: have regions changed the allocation of Structural Funds?," Regional Studies, Taylor & Francis Journals, volume 56, issue 1, pages 155-170, January, DOI: 10.1080/00343404.2021.1890326.
  3. Zhang, Xuan & Zhang, Yongmin & Scheffel, Eric & Zhao, Yang, 2022, "A key driver for the mixed relationship between loan risk premiums and collateral: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102206.

2021

  1. Calcagnini, Giorgio & Marin, Giovanni & Perugini, Francesco, 2021, "Labour flexibility, internal migration and productivity in Italian regions," Structural Change and Economic Dynamics, Elsevier, volume 57, issue C, pages 308-320, DOI: 10.1016/j.strueco.2021.04.004.
  2. Donato Iacobucci & Francesco Perugini, 2021, "Entrepreneurial ecosystems and economic resilience at local level," Entrepreneurship & Regional Development, Taylor & Francis Journals, volume 33, issue 9-10, pages 689-716, October, DOI: 10.1080/08985626.2021.1888318.

2020

  1. Donato Iacobucci & Francesco Perugini, 2020, "Entrepreneurial Ecosystems in Italy," L'industria, Società editrice il Mulino, issue 2, pages 239-267.
  2. Xiaoying Zhai & Yahui Hao & Eric M. Scheffel & Yongmin Zhang, 2020, "Investor Disagreement, Government Subsidies and the Abnormal Day-one Returns of IPOs: Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 56, issue 14, pages 3522-3550, November, DOI: 10.1080/1540496X.2019.1661836.

2019

  1. Calcagnini, Giorgio & Perugini, Francesco, 2019, "Social capital and well-being in the Italian provinces," Socio-Economic Planning Sciences, Elsevier, volume 68, issue C, DOI: 10.1016/j.seps.2018.11.005.
  2. Giorgio Calcagnini & Francesco Perugini, 2019, "A Well-Being Indicator for the Italian Provinces," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 142, issue 1, pages 149-177, February, DOI: 10.1007/s11205-018-1888-1.
  3. Jesús Peiró-Palomino & Francesco Perugini & Andrés J Picazo-Tadeo, 2019, "Well-being and the Great Recession in Spain," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 15, pages 1279-1284, September, DOI: 10.1080/13504851.2018.1545076.
  4. Giorgio Calcagnini & Francesco Perugini, 2019, "Income distribution dynamics among Italian provinces. The role of Bank Foundations," Applied Economics, Taylor & Francis Journals, volume 51, issue 29, pages 3198-3211, June, DOI: 10.1080/00036846.2019.1572866.
  5. Valentina Giannini & Donato Iacobucci & Francesco Perugini, 2019, "Local variety and innovation performance in the EU textile and clothing industry," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 28, issue 8, pages 841-857, November, DOI: 10.1080/10438599.2019.1571668.
  6. Zhang, Yongmin & Ding, Shusheng & Scheffel, Eric M., 2019, "A key determinant of commodity price Co-movement: The role of daily market liquidity," Economic Modelling, Elsevier, volume 81, issue C, pages 170-180, DOI: 10.1016/j.econmod.2019.01.004.

2018

  1. Donato Iacobucci & Francesco Perugini, 2018, "Changing Models of Innovation in the EU Textile and Clothing Industry," L'industria, Società editrice il Mulino, issue 2, pages 173-194.
  2. Yongmin Zhang & Shusheng Ding & Eric Scheffel, 2018, "Policy impact on volatility dynamics in commodity futures markets: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1227-1245, October, DOI: 10.1002/fut.21905.

2017

  1. Germana Giombini & Francesco Perugini & Giuseppe Travaglini, 2017, "The productivity slowdown puzzle of European countries: a focus on Italy," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 6, issue 6, pages 1-20, January-A, DOI: 10.14276/1971-8357.644.

2016

  1. Giorgio Calcagnini & Ilario Favaretto & Germana Giombini & Francesco Perugini & Rosalba Rombaldoni, 2016, "The role of universities in the location of innovative start-ups," The Journal of Technology Transfer, Springer, volume 41, issue 4, pages 670-693, August, DOI: 10.1007/s10961-015-9396-9.
  2. Michael C. Hatcher & Eric M. Scheffel, 2016, "Solving the Incomplete Markets Model in Parallel Using GPU Computing and the Krusell–Smith Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 48, issue 4, pages 569-591, December, DOI: 10.1007/s10614-015-9537-0.
  3. Eric M. Scheffel, 2016, "Accounting for the Political Uncertainty Factor," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1048-1064, September.

2012

  1. Daianu, Daniel & Kallai, Ella & Lungu, Laurian, 2012, "Tax Policy under the Curse of Low Revenues: The Case of Romania (Part I)," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 156-186, March.
  2. 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, volume 56, issue 11, pages 3705-3729, DOI: 10.1016/j.csda.2010.07.013.
  3. 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, volume 31, issue 5, pages 532-557, September, DOI: 10.1080/07474938.2011.608007.
  4. 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., volume 27, issue 3, pages 474-499, April.
  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, volume 4, issue 2, pages 1-35, November, DOI: 10.1515/1941-1928.1122.
  6. 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, volume 30, issue 4, pages 505-520, June, DOI: 10.1080/07350015.2012.715959.

2011

  1. Laurian LUNGU, 2011, "The Romanian economy - four years after the EU accession," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, volume 2, pages 31-48, December.
  2. 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, volume 30, issue 3, pages 303-336, DOI: 10.1080/07474930903562551.
  3. Eric Scheffel & Andrew Thomas, 2011, "Employment and intangible spending in the UK's creative industries - A view from the micro data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 1, pages 79-104, January.
  4. Tullio Buccellato & Eric Scheffel, 2011, "The impact of the recession on different sized firms ‐ A view from the micro‐data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 2, pages 32-44, February.
  5. Tullio Buccellato & Eric Scheffel & Andrew Thomas, 2011, "Profits from UK Foreign Direct Investment ‐ A view from the micro‐data," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 4, pages 108-117, April.
  6. Pete Brodie & Tullio Buccellato & Eric Scheffel, 2011, "Assessing the accuracy of business‐level forecasts," Economic & Labour Market Review, Palgrave Macmillan;Office for National Statistics, volume 5, issue 4, pages 119-134, April.

2010

  1. 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, volume 109, issue 1, pages 42-45, October.

2009

  1. James Foreman-Peck & Laurian Lungu, 2009, "Fiscal devolution and dependency," Applied Economics, Taylor & Francis Journals, volume 41, issue 7, pages 815-828, DOI: 10.1080/00036840601019182.

2008

  1. Lungu, L. & Matthews, K.G.P. & Minford, A.P.L., 2008, "Partial current information and signal extraction in a rational expectations macroeconomic model: A computational solution," Economic Modelling, Elsevier, volume 25, issue 2, pages 255-273, March.
  2. Daianu, Daniel & Lungu, Laurian, 2008, "Why Is This Financial Crisis Occurring? How To Respond To It?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 4, pages 59-87, December.
  3. 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, volume 29, issue 4, pages 719-737, July, DOI: 10.1111/j.1467-9892.2008.00582.x.
  4. Iglesias, Emma M. & Phillips, Garry D.A., 2008, "Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence," Economics Letters, Elsevier, volume 99, issue 2, pages 393-397, May.

2007

  1. Daniel Daianu & Laurian Lungu, 2007, "Inflation Targeting, Between Rhetoric and Reality. The Case of Transition Economies," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 4, issue 1, pages 39-64, June.

2006

  1. Laurian Lungu & Patrick Minford, 2006, "Explaining The Equity Risk Premium," Manchester School, University of Manchester, volume 74, issue 6, pages 670-700, December, DOI: 10.1111/j.1467-9957.2006.00522.x.

2005

  1. 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, volume 21, issue 6, pages 1058-1086, December.
  2. Emma Iglesias & Garry Phillips, 2005, "Analysing one-month Euro-market interest rates by fractionally integrated models," Applied Financial Economics, Taylor & Francis Journals, volume 15, issue 2, pages 95-106, DOI: 10.1080/0960310042000293155.
  3. 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, volume 8, issue 2, pages 115-142, July.

2003

  1. Patrick Minford & Francesco Perugini & Naveen Srinivasan, 2003, "How Different are Money Supply Rules from Taylor Rules?," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 38, issue 2, pages 157-166, July.
  2. 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, volume 20, issue 4, pages 777-789, July.

2002

  1. Minford, Patrick & Perugini, Francesco & Srinivasan, Naveen, 2002, "Are interest rate regressions evidence for a Taylor rule?," Economics Letters, Elsevier, volume 76, issue 1, pages 145-150, June.

2001

  1. Iglesias, Emma M. & Phillips, Garry D. A., 2001, "Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models," Economics Letters, Elsevier, volume 74, issue 1, pages 21-24, December.

2000

  1. Phillips, Garry D. A., 2000, "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 345-364, August.

1999

  1. 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, volume 23, issue 7, pages 909-928, June.
  2. Hadri, Kaddour & Phillips, Garry D. A., 1999, "The accuracy of the higher order bias approximation for the 2SLS estimator," Economics Letters, Elsevier, volume 62, issue 2, pages 167-174, February.

1998

  1. 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, volume 1, issue RegularPa, pages 44-70.
  2. 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, volume 60, issue 3, pages 303-310, September.

1996

  1. Kiviet, Jan F. & Phillips, Garry D. A., 1996, "The bias of the ordinary least squares estimator in simultaneous equation models," Economics Letters, Elsevier, volume 53, issue 2, pages 161-167, November.

1995

  1. 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, volume 69, issue 1, pages 241-266, September.

1994

  1. Kiviet, Jan F. & Phillips, Garry D. A., 1994, "Bias assessment and reduction in linear error-correction models," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 215-243, July.

1993

  1. Kiviet, Jan F. & Phillips, Garry D.A., 1993, "Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable," Econometric Theory, Cambridge University Press, volume 9, issue 1, pages 62-80, January.

1992

  1. 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, volume 54, issue 3, pages 349-367, August.

1989

  1. Phillips, G D A & McCabe, B P M, 1989, "A Sequential Approach to Testing for Structural Change in Econometric Models," Empirical Economics, Springer, volume 14, issue 2, pages 151-165.

1988

  1. Phillips, Garry D A, 1988, "Testing for Serial Correlation after Three Stage Least Squares Estimation," Bulletin of Economic Research, Wiley Blackwell, volume 40, issue 2, pages 145-151, April.

1984

  1. 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, volume 15, issue 3-4, pages 301-307.

1983

  1. Phillips, G. D. A. & McCabe, B. P., 1983, "The independence of tests for structural change in regression models," Economics Letters, Elsevier, volume 12, issue 3-4, pages 283-287.

1982

  1. 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, volume 34, issue 2, pages 79-91, November.

1981

  1. Harvey, A. C. & Phillips, G. D. A., 1981, "Testing for heteroscedasticity in simultaneous equation models," Journal of Econometrics, Elsevier, volume 15, issue 3, pages 311-340, April.
  2. Harvey, A. C. & Phillips, G. D. A., 1981, "Testing for serial correlation in simultaneous equation models : Some further results," Journal of Econometrics, Elsevier, volume 17, issue 1, pages 99-105, September.

1980

  1. Harvey, A C & Phillips, G D A, 1980, "Testing for Serial Correlation in Simultaneous Equation Models," Econometrica, Econometric Society, volume 48, issue 3, pages 747-759, April.

1977

  1. 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, volume 18, issue 1, pages 219-228, February.
  2. Phillips, Garry D. A., 1977, "Recursions for the two-stage least-squares estimators," Journal of Econometrics, Elsevier, volume 6, issue 1, pages 65-77, July.

1974

  1. 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, volume 2, issue 4, pages 307-316, December.

Books

2012

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

2007

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

Chapters

2024

  1. Donato Iacobucci & Francesco Perugini, 2024, "Measuring entrepreneurial ecosystems," Chapters, Edward Elgar Publishing, chapter 27, in: James A. Cunningham & Matthias Menter & Conor O’Kane & Marco Romano, "Research Handbook on Entrepreneurial Ecosystems".

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