# Grant H. Hillier

## Personal Details

First Name: | Grant |

Middle Name: | H. |

Last Name: | Hillier |

Suffix: | |

RePEc Short-ID: | phi110 |

[This author has chosen not to make the email address public] | |

## Affiliation

#### (in no particular order)

### Economics Division

University of Southampton

Southampton, United Kingdomhttp://www.economics.soton.ac.uk/

(+44) 23 80592537

(+44) 23 80593858

Highfield, Southampton SO17 1BJ

RePEc:edi:desotuk (more details at EDIRC)

### Centre for Microdata Methods and Practice (CEMMAP)

United Kingdomhttp://www.cemmap.ac.uk/

+44 (0)20 7291 4800

+44 (0)20 7323 4780

Institute for Fiscal Studies, 7 Ridgmount Street, London WC1E 7AE

RePEc:edi:cmifsuk (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- 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. - 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. - 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.- 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.

- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
- 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.- 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.

- Hillier, Grant, 2009.
"
- 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.- 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.

- Hillier, Grant, 2009.
"
- 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. - Grant Hillier & Giovanni Forchini, 2004.
"
**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - 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.- 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.

- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany.

- Hillier, Grant & Martellosio, Federico, 2006.
"
- 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. - Hillier, Grant, 1986.
"
**Joint Tests for Zero Restrictions on Non-negative Regression Coefficients**," MPRA Paper 15804, University Library of Munich, Germany.

### Articles

- 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.- 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.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
- 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.- 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.

- Grant Hillier, 2006.
"
- 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.- 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.

- Grant Hillier, 2006.
"
- Hillier, Grant, 2006.
"
**Yet More On The Exact Properties Of Iv Estimators**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October. - 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.- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany. - 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.

- Hillier, Grant & Martellosio, Federico, 2006.
"
- Forchini, Giovanni & Hillier, Grant, 2003.
"
**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October. - Grant Hillier & Mark Armstrong, 1999.
"
**The Density of the Maximum Likelihood Estimator**," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November. - 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. - Hillier, Grant H., 1991.
"
**On multiple diagnostic procedures for the linear model**," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January. - 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. - Hillier, Grant H, 1990.
"
**On the Normalization of Structural Equations: Properties of Direct Estimators**," Econometrica, Econometric Society, vol. 58(5), pages 1181-1194, September. - 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. - Hillier, Grant H., 1986.
"
**Limited Information Estimation Solution**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 294-297, August. - 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. - 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. - 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 179-196, December. - 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.

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.### Working papers

- 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.Cited by:

- Christopher L. Skeels & Frank Windmeijer, 2016.
"
**On the Stock-Yogo Tables**," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.- Christopher L. Skeels & Frank Windmeijer, 2018.
"
**On the Stock–Yogo Tables**," Econometrics, MDPI, Open Access Journal, vol. 6(4), pages 1-23, November.

- Christopher L. Skeels & Frank Windmeijer, 2018.
"

- Christopher L. Skeels & Frank Windmeijer, 2016.
"
- 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.- 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.

Cited by:

- Bao, Yong & Kan, Raymond, 2013.
"
**On the moments of ratios of quadratic forms in normal random variables**," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 229-245. - Christopher L. Skeels & Frank Windmeijer, 2016.
"
**On the Stock-Yogo Tables**," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.- Christopher L. Skeels & Frank Windmeijer, 2018.
"
**On the Stock–Yogo Tables**," Econometrics, MDPI, Open Access Journal, vol. 6(4), pages 1-23, November.

- Christopher L. Skeels & Frank Windmeijer, 2018.
"
- Grant Hillier & Federico Martellosio, 2013.
"
**Properties of the maximum likelihood estimator in spatial autoregressive models**," CeMMAP working papers CWP44/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - 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. - Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009.
"

- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
- 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.- 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.

Cited by:

- Russell Davidson & James MacKinnon, 2006.
"
**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Departmental Working Papers 2006-21, McGill University, Department of Economics.- Russell Davidson & James Mackinnon, 2009.
"
**Bootstrap inference in a linear equation estimated by instrumental variables**," Working Papers halshs-00442713, HAL. - Russell Davidson & James G. MacKinnon, 2008.
"
**Bootstrap inference in a linear equation estimated by instrumental variables**," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November. - James G. MacKinnon & Russell Davidson, 2008.
"
**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Working Paper 1157, Economics Department, Queen's University. - James G. MacKinnon & Russell Davidson, 2006.
"
**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Working Paper 1024, Economics Department, Queen's University.

- Russell Davidson & James Mackinnon, 2009.
"
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019. - Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.

- Hillier, Grant, 2009.
"
- 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.- 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.

- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany.

Cited by:

- Genton, Mark G. & Ruiz-Gazen, Anne, 2009.
"
**Visualizing Influential Observations in Dependent Data**," TSE Working Papers 09-051, Toulouse School of Economics (TSE). - Reinaldo Arellano-Valle & Marc Genton, 2010.
"
**An invariance property of quadratic forms in random vectors with a selection distribution, with application to sample variogram and covariogram estimators**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(2), pages 363-381, April.

- Hillier, Grant & Martellosio, Federico, 2006.
"
- Hillier, Grant, 1986.
"
**Joint Tests for Zero Restrictions on Non-negative Regression Coefficients**," MPRA Paper 15804, University Library of Munich, Germany.Cited by:

- Donald W.K. Andrews, 1994.
"
**Hypothesis Testing with a Restricted Parameter Space**," Cowles Foundation Discussion Papers 1060R, Cowles Foundation for Research in Economics, Yale University.- Andrews, Donald W. K., 1998.
"
**Hypothesis testing with a restricted parameter space**," Journal of Econometrics, Elsevier, vol. 84(1), pages 155-199, May.

- Andrews, Donald W. K., 1998.
"
- Lu, Zeng-Hua, 2013.
"
**Halfline tests for multivariate one-sided alternatives**," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 479-490. - Yancey, T.A. & Judge, G.G. & Bohrer, Robert, 1988.
"
**Sampling Performance of Some Joint One-Sided Preliminary Test Estimators Under Square Error Loss**," CUDARE Working Papers 198472, University of California, Berkeley, Department of Agricultural and Resource Economics.

- Donald W.K. Andrews, 1994.
"

### Articles

- 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.See citations under working paper version above.- 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.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
- 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.See citations under working paper version above.- 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.

- Grant Hillier, 2006.
"
- Hillier, Grant, 2006.
"
**Yet More On The Exact Properties Of Iv Estimators**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October.Cited by:

- M.C. Medeiros & E. Mendes & Les Oxley, 2010.
"
**A Note on Nonlinear Cointegration, Misspecification and Bimodality**," Working Papers in Economics 10/01, University of Canterbury, Department of Economics and Finance.- Marcelo C. Medeiros & Eduardo Mendes & Les Oxley, 2014.
"
**A Note on Nonlinear Cointegration, Misspecification, and Bimodality**," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 713-731, October.

- Marcelo C. Medeiros & Eduardo Mendes & Les Oxley, 2014.
"
- Simon A. Broda & Raymond Kan, 2016.
"
**On distributions of ratios**," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.- Simon A. Broda & Raymond Kan, 2013.
"
**On Distributions of Ratios**," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics. - Simon A. Broda & Raymond Kan, 2014.
"
**On Distributions of Ratios**," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute.

- Simon A. Broda & Raymond Kan, 2013.
"
- Kiviet, Jan F. & Niemczyk, Jerzy, 2012.
"
**Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation**," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3567-3586. - Jan F. Kiviet, 2012.
"
**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.- Jan F. Kiviet, 2013.
"
**Identification and inference in a simultaneous equation under alternative information sets and sampling schemes**," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February. - Jan F. KIVIET, 2012.
"
**Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes**," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.

- Jan F. Kiviet, 2013.
"
- Forchini, G., 2006.
"
**On The Bimodality Of The Exact Distribution Of The Tsls Estimator**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 932-946, October.- Giovanni Forchini, 2005.
"
**On the Bimodality of the Exact Distribution of the TSLS Estimator**," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics.

- Giovanni Forchini, 2005.
"
- Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016. - Jan F. Kiviet & Jerzy Niemczyk, 2014.
"
**On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous**," Advances in Econometrics,in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490 Emerald Publishing Ltd.- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
"
**On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous**," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.

- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
"
- Peter C. B. Phillips, 2005.
"
**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2006.
"
**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.

- Phillips, Peter C.B., 2006.
"
- Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, January.- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
"
**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2004.
"
- Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016. - Giovanni Forchini, 2006.
"
**Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations**," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. - Kiviet, Jan F. & Niemczyk, Jerzy, 2007.
"
**The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations**," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3296-3318, April.- Jan F. Kiviet & Jerzy Niemczyk, 2006.
"
**The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations**," Tinbergen Institute Discussion Papers 06-078/4, Tinbergen Institute.

- Jan F. Kiviet & Jerzy Niemczyk, 2006.
"
- Forchini, Giovanni, 2007.
"
**The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation**," Economics Letters, Elsevier, vol. 95(1), pages 117-123, April. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.

- M.C. Medeiros & E. Mendes & Les Oxley, 2010.
"
- 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.See citations under working paper version above.- Hillier, Grant & Martellosio, Federico, 2006.
"
**Spatial design matrices and associated quadratic forms: structure and properties**," MPRA Paper 15807, University Library of Munich, Germany. - 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.

- Hillier, Grant & Martellosio, Federico, 2006.
"
- Forchini, Giovanni & Hillier, Grant, 2003.
"
**Conditional Inference For Possibly Unidentified Structural Equations**," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.Cited by:

- Forchini, G., 2006.
"
**On The Bimodality Of The Exact Distribution Of The Tsls Estimator**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 932-946, October.- Giovanni Forchini, 2005.
"
**On the Bimodality of the Exact Distribution of the TSLS Estimator**," Monash Econometrics and Business Statistics Working Papers 14/05, Monash University, Department of Econometrics and Business Statistics.

- Giovanni Forchini, 2005.
"
- Davy Paindaveine & Julien Remy & Thomas Verdebout, 2019.
"
**Sign Tests for Weak Principal Directions**," Working Papers ECARES 2019-01, ULB -- Universite Libre de Bruxelles. - Dufour, Jean-Marie & Taamouti, Mohamed, 2007.
"
**Further results on projection-based inference in IV regressions with weak, collinear or missing instruments**," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July. - Davy Paindaveine & Julien Remy & Thomas Verdebout, 2017.
"
**Testing for Principal Component Directions under Weak Identifiability**," Working Papers ECARES ECARES 2017-37, ULB -- Universite Libre de Bruxelles. - Grant Hillier & Giovanni Forchini, 2004.
"
**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - Russell Davidson & James G. MacKinnon, 2014.
"
**Confidence sets based on inverting Anderson–Rubin tests**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.- Russell Davidson & James G. Mackinnon, 2014.
"
**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Post-Print hal-01463107, HAL. - James G. MacKinnon & Russell Davidson, 2011.
"
**Confidence Sets Based On Inverting Anderson-rubin Tests**," Working Paper 1257, Economics Department, Queen's University.

- Russell Davidson & James G. Mackinnon, 2014.
"
- Poskitt, D.S. & Skeels, C.L., 2008.
"
**Conceptual frameworks and experimental design in simultaneous equations**," Economics Letters, Elsevier, vol. 100(1), pages 138-142, July.- C.L. Skeels, 2007.
"
**Conceptual Frameworks and Experimental Design in Simultaneous Equations**," Department of Economics - Working Papers Series 1020, The University of Melbourne.

- C.L. Skeels, 2007.
"
- Christopher L. Skeels & Frank Windmeijer, 2016.
"
**On the Stock-Yogo Tables**," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.- Christopher L. Skeels & Frank Windmeijer, 2018.
"
**On the Stock–Yogo Tables**," Econometrics, MDPI, Open Access Journal, vol. 6(4), pages 1-23, November.

- Christopher L. Skeels & Frank Windmeijer, 2018.
"
- Peter C.B. Phillips, 2003.
"
**Vision and Influence in Econometrics: John Denis Sargan**," Cowles Foundation Discussion Papers 1393, Cowles Foundation for Research in Economics, Yale University.- Phillips, Peter C.B., 2003.
"
**Vision And Influence In Econometrics: John Denis Sargan**," Econometric Theory, Cambridge University Press, vol. 19(03), pages 495-511, June.

- Phillips, Peter C.B., 2003.
"
- D.S. Poskitt & C.L. Skeels, 2002.
"
**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**," Department of Economics - Working Papers Series 862, The University of Melbourne. - John Chao & Norman R. Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.- John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management. - Chao, John & Swanson, Norman R., 2007.
"
**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman Swanson, 2003.
"
- Peter C.B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Cowles Foundation Discussion Papers 1397, Cowles Foundation for Research in Economics, Yale University.- Peter C. B. Phillips, 2003.
"
**Laws and Limits of Econometrics**," Economic Journal, Royal Economic Society, vol. 113(486), pages 26-52, March.

- Peter C. B. Phillips, 2003.
"
- Adrian Pagan, 2007.
"
**Weak Instruments: A Guide to the Literature**," NCER Working Paper Series 13, National Centre for Econometric Research.

- Forchini, G., 2006.
"
- Grant Hillier & Mark Armstrong, 1999.
"
**The Density of the Maximum Likelihood Estimator**," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November.Cited by:

- Solimene, L., 1994.
"
**Total factor productivity in the Italian telecommunications industry**," Discussion Paper Series In Economics And Econometrics 9401, Economics Division, School of Social Sciences, University of Southampton. - Ulph, A., 1997.
"
**Harmonisation, minimum standards and optimal international environmental policy under asymmetric information**," Discussion Paper Series In Economics And Econometrics 9701, Economics Division, School of Social Sciences, University of Southampton. - Ismail, A.G., 1993.
"
**Profit-sharing in the modelling of Islamic banks**," Discussion Paper Series In Economics And Econometrics 9301, Economics Division, School of Social Sciences, University of Southampton. - Hristos Tyralis & Demetris Koutsoyiannis & Stefanos Kozanis, 2013.
"
**An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters**," Computational Statistics, Springer, vol. 28(4), pages 1501-1527, August. - Beyer, A., 1995.
"
**The causal link between money and prices in Germany**," Discussion Paper Series In Economics And Econometrics 9501, Economics Division, School of Social Sciences, University of Southampton. - Dekel, E. & Piccione, M., 1998.
"
**On the equivalence of simulteneous and sequential binary elections**," Discussion Paper Series In Economics And Econometrics 9801, Economics Division, School of Social Sciences, University of Southampton.- Eddie Dekel & Michele Piccione, 1997.
"
**On the Equivalence of Simultaneous and Sequential Binary Elections**," Discussion Papers 1206, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Eddie Dekel & Michele Piccione, 1997.
"
- Blackburn, K. & Mongiardino, A. & Sola, M., 1992.
"
**Was there an "EMS Effect" in the European disinflation?**," Discussion Paper Series In Economics And Econometrics 9201, Economics Division, School of Social Sciences, University of Southampton. - Ulph, A. & Ulph, D., 1996.
"
**Global warming, irreversibility and learning**," Discussion Paper Series In Economics And Econometrics 9601, Economics Division, School of Social Sciences, University of Southampton.

- Solimene, L., 1994.
"
- Hillier, Grant H., 1991.
"
**On multiple diagnostic procedures for the linear model**," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January.Cited by:

- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000.
"
**Test for the Error Component Model in the Presence of Local Misspecification**," Department of Economics, Working Papers 022, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.- Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001.
"
**Tests for the error component model in the presence of local misspecification**," Journal of Econometrics, Elsevier, vol. 101(1), pages 1-23, March. - Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000.
"
**Tests for the Error Component Model in the Presence of Local Misspecification**," Econometric Society World Congress 2000 Contributed Papers 1888, Econometric Society.

- Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001.
"
- Deb, Partha & Sefton, Martin, 1996.
"
**The distribution of a Lagrange multiplier test of normality**," Economics Letters, Elsevier, vol. 51(2), pages 123-130, May. - Giovanni Forchini, "undated".
"
**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York.

- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000.
"
- Hillier, Grant H, 1990.
"
**On the Normalization of Structural Equations: Properties of Direct Estimators**," Econometrica, Econometric Society, vol. 58(5), pages 1181-1194, September.Cited by:

- Chao, John C. & Phillips, Peter C. B., 2002.
"
**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.- John C. Chao & Peter C.B. Phillips, 1998.
"
**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Peter C.B. Phillips, 1998.
"
- Jean-Marie Dufour, 2003.
"
**Identification, Weak Instruments and Statistical Inference in Econometrics**," CIRANO Working Papers 2003s-49, CIRANO.- Jean-Marie Dufour, 2003.
"
**Identification, weak instruments, and statistical inference in econometrics**," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November. - DUFOUR, Jean-Marie, 2003.
"
**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - DUFOUR, Jean-Marie, 2003.
"
**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques.

- Jean-Marie Dufour, 2003.
"
- Moral-Benito, Enrique & Bartolucci, Cristian, 2012.
"
**Income and democracy: Revisiting the evidence**," Economics Letters, Elsevier, vol. 117(3), pages 844-847.- Enrique Moral-Benito & Cristian Bartolucci, 2011.
"
**Income and Democracy: Revisiting the Evidence**," Carlo Alberto Notebooks 204, Collegio Carlo Alberto. - Enrique Moral-Benito & Cristian Bartolucci, 2011.
"
**Income and democracy: revisiting the evidence**," Working Papers 1115, Banco de España;Working Papers Homepage.

- Enrique Moral-Benito & Cristian Bartolucci, 2011.
"
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**The Limited Information Maximum Likelihood Estimator as an Angle**," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo. - Rodrigo Alfaro, 2008.
"
**Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator**," Working Papers Central Bank of Chile 500, Central Bank of Chile. - Dufour, Jean-Marie, 2001.
"
**Logique et tests d’hypothèses**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin. - 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.- 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.

- Grant Hillier, 2006.
"
- J. David López-Salido & Pilar Velilla, 2002.
"
**La dinámica de los márgenes en España. Una primera aproximación con datos agregados**," Investigaciones Economicas, Fundación SEPI, vol. 26(1), pages 59-85, January. - Andrew M. Jones & José M. Labeaga, 2003.
"
**Individual heterogeneity and censoring in panel data estimates of tobacco expenditure**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177. - Badi H. Baltagi & Chihwa Kao, 2000.
"
**Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey**," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. - Andrews, Donald W.K. & Moreira, Marcelo J. & Stock, James H., 2008.
"
**Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments**," Journal of Econometrics, Elsevier, vol. 146(2), pages 241-254, October. - Randolph G. K. Tan, 2000.
"
**Finite-Sample Optimality of Tests in a Structural Equation**," Econometric Society World Congress 2000 Contributed Papers 1853, Econometric Society. - Giovanni Forchini, 2006.
"
**Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations**," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. - Manresa, Elena & Peï¿½aranda, Francisco & Sentana, Enrique, 2017.
"
**Empirical Evaluation of Overspecified Asset Pricing Models**," CEPR Discussion Papers 12085, C.E.P.R. Discussion Papers.- Elena Manresa & Francisco Peñaranda & Enrique Sentana, 2017.
"
**Empirical Evaluation of Overspecified Asset Pricing Models**," Working Papers wp2017_1711, CEMFI.

- Elena Manresa & Francisco Peñaranda & Enrique Sentana, 2017.
"
- Marmer, Vadim & Sakata, Shinichi, 2011.
"
**Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction**," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011. - Imbens, Guido W., 2014.
"
**Instrumental Variables: An Econometrician's Perspective**," IZA Discussion Papers 8048, Institute of Labor Economics (IZA).- Guido Imbens, 2014.
"
**Instrumental Variables: An Econometrician's Perspective**," NBER Working Papers 19983, National Bureau of Economic Research, Inc.

- Guido Imbens, 2014.
"
- Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011.
"
**Issues and Models in Applied Econometrics: A partial survey**," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165. - Enrique Sentana, 2015.
"
**Finite Underidentification**," Working Papers wp2015_1508, CEMFI.

- Chao, John C. & Phillips, Peter C. B., 2002.
"
- 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.Cited by:

- Giovanni Forchini & Patrick Marsh, "undated".
"
**Exact Inference for the Unit Root Hypothesis**," Discussion Papers 00/54, Department of Economics, University of York. - 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.- 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.

- Grant Hillier, 2006.
"
- Begum, Nelufa & King, Maxwell L., 2005.
"
**Most mean powerful test of a composite null against a composite alternative**," Computational Statistics & Data Analysis, Elsevier, vol. 49(4), pages 1079-1104, June. - 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.- 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.

- Hillier, Grant, 2009.
"
- Kiviet, Jan F. & Dufour, Jean-Marie, 1997.
"
**Exact tests in single equation autoregressive distributed lag models**," Journal of Econometrics, Elsevier, vol. 80(2), pages 325-353, October.- Dufour, J.M. & Kiviet, J.F., 1995.
"
**Exact Tests in Single Equation Autoregressive Distributed Lag Models**," Cahiers de recherche 9549, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - Dufour, J.M. & Kiviet, J.F., 1995.
"
**Exact Tests in Single Equation Autoregressive Distributed Lag Models**," Cahiers de recherche 9549, Universite de Montreal, Departement de sciences economiques.

- Dufour, J.M. & Kiviet, J.F., 1995.
"
- Patrick Marsh, "undated".
"
**A Measure of Distance for the Unit Root Hypothesis**," Discussion Papers 05/02, Department of Economics, University of York. - G. Forchini, 2005.
"
**Some Properties of Tests for Possibly Unidentified Parameters**," Monash Econometrics and Business Statistics Working Papers 21/05, Monash University, Department of Econometrics and Business Statistics. - Giovanni Forchini, 2005.
"
**Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model**," Monash Econometrics and Business Statistics Working Papers 20/05, Monash University, Department of Econometrics and Business Statistics. - Patrick Marsh, 2007.
"
**Constructing Optimal tests on a Lagged dependent variable**," Journal of Time Series Analysis, Wiley Blackwell, vol. 28(5), pages 723-743, September.- Patrick Marsh, 2006.
"
**Constructing Optimal Tests on a Lagged Dependent Variable**," Discussion Papers 06/19, Department of Economics, University of York.

- Patrick Marsh, 2006.
"
- Forchini, Giovanni, 2005.
"
**Optimal weighted average power similar tests for the covariance structure in the linear regression model**," Journal of Econometrics, Elsevier, vol. 124(2), pages 253-267, February. - Martellosio, Federico, 2008.
"
**Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression**," MPRA Paper 7255, University Library of Munich, Germany. - Patrick Marsh, "undated".
"
**Nonparametric Likelihood Ratio Tests**," Discussion Papers 00/56, Department of Economics, University of York. - Maxwell L. King & Sivagowry Sriananthakumar, 2015.
"
**Point Optimal Testing: A Survey of the Post 1987 Literature**," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics. - Giovanni Forchini, "undated".
"
**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York.

- Giovanni Forchini & Patrick Marsh, "undated".
"
- 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.Cited by:

- 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.- 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.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"

- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
"
- 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.Cited by:

- Phillips, Peter C. B., 1988.
"
**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, vol. 38(3), pages 341-348, July.- Peter C.B. Phillips, 1987.
"
**Conditional and Unconditional Statistical Independence**," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.

- Peter C.B. Phillips, 1987.
"
- Grant Hillier & Giovanni Forchini, 2004.
"
**Ill-posed Problems and Instruments' Weakness**," Econometric Society 2004 Australasian Meetings 357, Econometric Society. - Joel L. Horowitz, 1996.
"
**Bootstrap Methods in Econometrics: Theory and Numerical Performance**," Econometrics 9602009, University Library of Munich, Germany, revised 05 Mar 1996. - Giovanni Forchini, 2006.
"
**The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation**," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.- Forchini, Giovanni, 2010.
"
**The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation**," Econometric Theory, Cambridge University Press, vol. 26(03), pages 917-930, June.

- Forchini, Giovanni, 2010.
"
- Giovanni Forchini, 2006.
"
**Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations**," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. - 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. - Pierre-Daniel G. Sarte, 1997.
"
**On the identification of structural vector autoregressions**," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-68. - 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.- 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.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"

- Phillips, Peter C. B., 1988.
"
- 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.Cited by:

- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015.
"
**Finite sample bias corrected IV estimation for weak and many instruments**," CeMMAP working papers CWP41/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Fernanda Peixe & Alastair Hall & Kostas Kyriakoulis, 2006.
"
**The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution**," Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 117-138. - Poskitt, D.S. & Skeels, C.L., 2007.
"
**Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small**," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July. - Christopher L. Skeels & Frank Windmeijer, 2016.
"
**On the Stock-Yogo Tables**," Bristol Economics Discussion Papers 16/679, Department of Economics, University of Bristol, UK, revised 25 Nov 2016.- Christopher L. Skeels & Frank Windmeijer, 2018.
"
**On the Stock–Yogo Tables**," Econometrics, MDPI, Open Access Journal, vol. 6(4), pages 1-23, November.

- Christopher L. Skeels & Frank Windmeijer, 2018.
"
- Skeels, Christopher L. & Taylor, Larry W., 1995.
"
**On a simultaneous equations pre-test estimator**," Journal of Econometrics, Elsevier, vol. 68(2), pages 269-286, August. - John Chao & Norman R. Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University.- John Chao & Norman Swanson, 2003.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John C. Chao & Norman Rasmus Swanson, 2004.
"
**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management. - Chao, John & Swanson, Norman R., 2007.
"
**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, vol. 137(2), pages 515-555, April.

- John Chao & Norman Swanson, 2003.
"
- D. S. Poskitt & C. L. Skeels, 2004.
"
**Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small**," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. - John Chao, 2000.
"
**On the Bias and MSE of the IV Estimator Under Weak Identification**," Econometric Society World Congress 2000 Contributed Papers 1622, Econometric Society. - 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.- 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.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
"
- Joe Hirschberg & Jenny Lye, 2017.
"
**Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares**," Department of Economics - Working Papers Series 2026, The University of Melbourne. - Keisuke Hirano & Jack R. Porter, 2015.
"
**Location Properties of Point Estimators in Linear Instrumental Variables and Related Models**," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 720-733, December.

- Matthew C. Harding & Jerry Hausman & Christopher Palmer, 2015.
"

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- 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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