# Grant H. Hillier

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## Personal Details

(in no particular order)

Southampton, United Kingdom

http://www.economics.soton.ac.uk/

(+44) 23 80592537

(+44) 23 80593858

Highfield, Southampton SO17 1BJ

RePEc:edi:desotuk (more details at EDIRC)

http://www.economics.soton.ac.uk/

(+44) 23 80592537

(+44) 23 80593858

Highfield, Southampton SO17 1BJ

RePEc:edi:desotuk (more details at EDIRC)

United Kingdom

http://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)

http://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)

- 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.- Hillier, Grant & Kan, Raymond & Wang, Xiaoulu, 2009.
"
**Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors**," Discussion Paper Series In Economics And Econometrics 0918, Economics Division, School of Social Sciences, University of Southampton.

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

- 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 & 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 & 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.- 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**," MPRA Paper 15807, University Library of Munich, Germany.

- Grant Hillier & Federico Martellosio, 2004.
"
- Hillier, Grant, 2006.
"
**Yet More On The Exact Properties Of Iv Estimators**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 913-931, October. - 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. & 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., 1991.
"
**On multiple diagnostic procedures for the linear model**," Journal of Econometrics, Elsevier, vol. 47(1), pages 47-66, January. - Hillier, Grant H, 1990.
"
**On the Normalization of Structural Equations: Properties of Direct Estimators**," Econometrica, Econometric Society, vol. 58(5), pages 1181-94, 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 & 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. - Hillier, Grant H & Giles, David E A, 1984.
"
**Estimation in Equilibrium Models Involving Discretionary Policy Instrument Choice**," Australian Economic Papers, Wiley Blackwell, vol. 23(43), pages 179-96, December.

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

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

#### Most cited item

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

#### Most downloaded item (past 12 months)

- 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.

#### Access and download statistics for all items

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