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

- Forchini, Giovanni & Hillier, Grant, 2003.
"
- 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. - 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. - 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. - 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. - 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.- 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.

- Forchini, G. & Hillier, G.H., 1999.
"
- 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, 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. - 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. - Russell Davidson & James G. MacKinnon, 2008.
"
**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**," Working Papers 1157, Queen's University, Department of Economics. - Russell Davidson & James G. MacKinnon, 2006.
"
**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**," Working Papers 1024, Queen's University, Department of Economics.

- Russell Davidson & James Mackinnon, 2009.
"

- 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, 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.Cited by:

- Giovanni Forchini & Patrick Marsh, "undated".
"
**Exact Inference for the Unit Root Hypothesis**," Discussion Papers 00/54, Department of Economics, University of York. - Robinson, Peter M. & Rossi, Francesca, 2012.
"
**Improved tests for spatial correlation**," MPRA Paper 41835, University Library of Munich, Germany.- Peter M Robinson & Francesca Rossi, 2013.
"
**Improved Tests for Spatial Correlation**," STICERD - Econometrics Paper Series 565, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Robinson, Peter M. & Rossi, Francesca, 2013.
"
**Improved tests for spatial correlation**," LSE Research Online Documents on Economics 58092, London School of Economics and Political Science, LSE Library.

- Peter M Robinson & Francesca Rossi, 2013.
"
- 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 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. - Aman Ullah & Yong Bao & Yun Wang, 2014.
"
**Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process**," Working Papers 201413, University of California at Riverside, Department of Economics. - Giovanni Forchini, "undated".
"
**The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables**," Discussion Papers 01/12, Department of Economics, University of York. - 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.
"
- Zeng-Hua Lu & Maxwell King, 2002.
"
**Improving The Numerical Technique For Computing The Accumulated Distribution Of A Quadratic Form In Normal Variables**," Econometric Reviews, Taylor & Francis Journals, vol. 21(2), pages 149-165. - Lu, Zeng-Hua, 2006.
"
**The numerical evaluation of the probability density function of a quadratic form in normal variables**," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1986-1996, December.

- Giovanni Forchini & Patrick Marsh, "undated".
"
- 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.- 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.
"
- Frank Kleibergen & Eric Zivot, 2003.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics.- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics.

- Kleibergen, Frank & Zivot, Eric, 2003.
"
- 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. - Russell Davidson & James G. MacKinnon, 2011.
"
**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Working Papers 1257, Queen's University, Department of Economics.

- 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.
"
- 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, Giovanni & Hillier, Grant, 2003.
"
- 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.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. - 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, 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.Cited by:

- Giovanni Forchini, "undated".
"
**The Geometry of Similar Tests for Structural Change**," Discussion Papers 00/55, Department of Economics, University of York.

- Giovanni Forchini, "undated".
"
- 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.

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

- Forchini, G. & Hillier, G.H., 1999.
"
- 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. - 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 for the Study of Labor (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. - 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. - Patrick Marsh, 2006.
"
**Constructing Optimal Tests on a Lagged Dependent Variable**," Discussion Papers 06/19, 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, EconWPA, 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. - 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. - 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.

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

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### Rankings

This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Record of graduates

### Co-authorship network on CollEc

### NEP Fields

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

## Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Grant H. Hillier should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.