# Garry David Alan Phillips

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## Personal Details

Cardiff, United Kingdom

http://business.cardiff.ac.uk/julian-hodge-institute-applied-macroeconomics

: +44(0)29 2087 5728

+44 (0)29 2087 4419

Aberconway Building, Colum Drive, CARDIFF, CF10 3EU

RePEc:edi:jhiamuk (more details at EDIRC)

http://business.cardiff.ac.uk/julian-hodge-institute-applied-macroeconomics

: +44(0)29 2087 5728

+44 (0)29 2087 4419

Aberconway Building, Colum Drive, CARDIFF, CF10 3EU

RePEc:edi:jhiamuk (more details at EDIRC)

- Phillip, Garry & Xu, Yongdeng, 2016.
"
**Almost Unbiased Variance Estimation in Simultaneous Equation Models**," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section. - Jan F. KIVIET & Garry D.A. PHILLIPS, 2012.
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**Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models**," Economic Growth Centre Working Paper Series 1206, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.- Kiviet, Jan F. & Phillips, Garry D.A., 2014.
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**Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models**," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 424-448.

- Kiviet, Jan F. & Phillips, Garry D.A., 2014.
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- Phillips, Garry D.A. & Liu-Evans, Gareth, 2011.
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**The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances**," Cardiff Economics Working Papers E2011/20, Cardiff University, Cardiff Business School, Economics Section. - Iglesias, Emma M. & Phillips, Garry D.A., 2011.
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**Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments**," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section. - Emma M. Iglesias & Garry D.A. Phillips, 2004.
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**Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test**," Working Papers. Serie AD 2004-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). - Garry Phillips & Emma Iglesias, 2004.
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**Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances**," Econometric Society 2004 Far Eastern Meetings 567, Econometric Society. - Garry Phillips & Emma Iglesias, 2004.
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**The estimation of simultaneous equation models under conditional heteroscedasticity**," Econometric Society 2004 Latin American Meetings 91, Econometric Society. - Jan F. Kiviet & Garry D. A. Phillips, 2000.
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**Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models**," Econometric Society World Congress 2000 Contributed Papers 0631, Econometric Society. - Liang, Qi & Phillips, Garry, 1999.
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**A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996**," Discussion Papers 9901, Exeter University, Department of Economics. - Phillips, G.D.A., 1999.
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**An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models**," Discussion Papers 9905, Exeter University, Department of Economics.- Phillips, Garry D. A., 2000.
"
**An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models**," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.

- Phillips, Garry D. A., 2000.
"
- Kiviet, J.F. & Phillips, G.D.A., 1999.
"
**The Bias of the 2SLS Variance Estimator**," Discussion Papers 9904, Exeter University, Department of Economics. - Kiviet, J.F. & Phillips, G.D.A., 1999.
"
**Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models**," Discussion Papers 9903, Exeter University, Department of Economics.- Kiviet, Jan F. & Phillips, Garry D.A., 2012.
"
**Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models**," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.

- Kiviet, Jan F. & Phillips, Garry D.A., 2012.
"
- Hadri, K. & Phillips, G.D.A., 1999.
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**The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator**," Discussion Papers 9906, Exeter University, Department of Economics.- Hadri, Kaddour & Phillips, Garry D. A., 1999.
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**The accuracy of the higher order bias approximation for the 2SLS estimator**," Economics Letters, Elsevier, vol. 62(2), pages 167-174, February.

- Hadri, Kaddour & Phillips, Garry D. A., 1999.
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- Kiviet, J.F. & Phillips, G.D.A., 1998.
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**Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root**," Discussion Papers 9909, Exeter University, Department of Economics.- Jan F. Kiviet & Garry D.A. Phillips, 2001.
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**Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root**," Tinbergen Institute Discussion Papers 01-118/4, Tinbergen Institute.

- Jan F. Kiviet & Garry D.A. Phillips, 2001.
"
- Kiviet, J.F. & Phillips, G.D.A., 1988.
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**Bias Reduction In A Dynamic Regression Model: A Comparison Of Jacknifed And Bias Corrected Least Squares Estimators**," Papers ae_11-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.

- Liu-Evans Gareth D. & Phillips Garry D. A., 2012.
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**Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models**," Journal of Time Series Econometrics, De Gruyter, vol. 4(2), pages 1-35, November. - Emma M. Iglesias & Garry D. A. Phillips, 2012.
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**Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models**," Econometric Reviews, Taylor & Francis Journals, vol. 31(5), pages 532-557, September. - Emma M. Iglesias & Garry D. A. Phillips, 2012.
"
**Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June. - Kiviet, Jan F. & Phillips, Garry D.A., 2012.
"
**Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models**," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.- Kiviet, J.F. & Phillips, G.D.A., 1999.
"
**Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models**," Discussion Papers 9903, Exeter University, Department of Economics.

- Kiviet, J.F. & Phillips, G.D.A., 1999.
"
- Emma M. Iglesias & Garry D. A. Phillips, 2012.
"
**Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 474-499, 04. - Emma Iglesias & Garry Phillips, 2011.
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**Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation**," Econometric Reviews, Taylor & Francis Journals, vol. 30(3), pages 303-336. - Iglesias, Emma M. & Phillips, Garry D.A., 2010.
"
**The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model**," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October. - Iglesias, Emma M. & Phillips, Garry D.A., 2008.
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**Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence**," Economics Letters, Elsevier, vol. 99(2), pages 393-397, May. - Emma M. Iglesias & Garry D. A. Phillips, 2008.
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**Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation**," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(4), pages 719-737, 07. - Emma Iglesias & Garry Phillips, 2005.
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**Analysing one-month Euro-market interest rates by fractionally integrated models**," Applied Financial Economics, Taylor & Francis Journals, vol. 15(2), pages 95-106. - Jan F. Kiviet & Garry D. A. Phillips, 2005.
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**Moment approximation for least-squares estimators in dynamic regression models with a unit root ***," Econometrics Journal, Royal Economic Society, vol. 8(2), pages 115-142, 07. - Iglesias, Emma M. & Phillips, Garry D.A., 2005.
"
**Bivariate Arch Models: Finite-Sample Properties Of Qml Estimators And An Application To An Lm-Type Test**," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1058-1086, December. - Iglesias, Emma M. & Phillips, Garry D. A., 2003.
"
**Another look about the evolution of the risk premium: a VAR-GARCH-M model**," Economic Modelling, Elsevier, vol. 20(4), pages 777-789, July. - Iglesias, Emma M. & Phillips, Garry D. A., 2001.
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**Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models**," Economics Letters, Elsevier, vol. 74(1), pages 21-24, December. - Phillips, Garry D. A., 2000.
"
**An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models**," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.- Phillips, G.D.A., 1999.
"
**An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models**," Discussion Papers 9905, Exeter University, Department of Economics.

- Phillips, G.D.A., 1999.
"
- Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1999.
"
**Alternative bias approximations in first-order dynamic reduced form models**," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 909-928, June. - Hadri, Kaddour & Phillips, Garry D. A., 1999.
"
**The accuracy of the higher order bias approximation for the 2SLS estimator**," Economics Letters, Elsevier, vol. 62(2), pages 167-174, February.- Hadri, K. & Phillips, G.D.A., 1999.
"
**The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator**," Discussion Papers 9906, Exeter University, Department of Economics.

- Hadri, K. & Phillips, G.D.A., 1999.
"
- Cheung Ip, Wai & Phillips, Garry D. A., 1998.
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**The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients**," Economics Letters, Elsevier, vol. 60(3), pages 303-310, September. - Jan F. Kiviet & Garry D.A. Phillips, 1998.
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**Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models**," Econometrics Journal, Royal Economic Society, vol. 1(RegularPa), pages 44-70. - Kiviet, Jan F. & Phillips, Garry D. A., 1996.
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**The bias of the ordinary least squares estimator in simultaneous equation models**," Economics Letters, Elsevier, vol. 53(2), pages 161-167, November. - Kiviet, Jan F. & Phillips, Garry D. A. & Schipp, Bernhard, 1995.
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**The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models**," Journal of Econometrics, Elsevier, vol. 69(1), pages 241-266, September. - Kiviet, Jan F. & Phillips, Garry D. A., 1994.
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**Bias assessment and reduction in linear error-correction models**," Journal of Econometrics, Elsevier, vol. 63(1), pages 215-243, July. - Kiviet, Jan F. & Phillips, Garry D.A., 1993.
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**Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable**," Econometric Theory, Cambridge University Press, vol. 9(01), pages 62-80, January. - Kiviet, Jan F & Phillips, Garry D A, 1992.
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**Exact Similar Tests for Unit Roots and Cointegration**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 349-67, August. - Phillips, G D A & McCabe, B P M, 1989.
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**A Sequential Approach to Testing for Structural Change in Econometric Models**," Empirical Economics, Springer, vol. 14(2), pages 151-65. - Phillips, Garry D A, 1988.
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**Testing for Serial Correlation after Three Stage Least Squares Estimation**," Bulletin of Economic Research, Wiley Blackwell, vol. 40(2), pages 145-51, April. - Phillips, G. D. A. & Harvey, A. C., 1984.
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**A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models**," Economics Letters, Elsevier, vol. 15(3-4), pages 301-307. - Phillips, G. D. A. & McCabe, B. P., 1983.
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**The independence of tests for structural change in regression models**," Economics Letters, Elsevier, vol. 12(3-4), pages 283-287. - Harvey, Andrew C & Phillips, Garry D A, 1982.
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**Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations**," Bulletin of Economic Research, Wiley Blackwell, vol. 34(2), pages 79-91, November. - Harvey, A. C. & Phillips, G. D. A., 1981.
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**Testing for serial correlation in simultaneous equation models : Some further results**," Journal of Econometrics, Elsevier, vol. 17(1), pages 99-105, September. - Harvey, A. C. & Phillips, G. D. A., 1981.
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**Testing for heteroscedasticity in simultaneous equation models**," Journal of Econometrics, Elsevier, vol. 15(3), pages 311-340, April. - Harvey, A C & Phillips, G D A, 1980.
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**Testing for Serial Correlation in Simultaneous Equation Models**," Econometrica, Econometric Society, vol. 48(3), pages 747-59, April. - Phillips, Garry D. A., 1977.
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**Recursions for the two-stage least-squares estimators**," Journal of Econometrics, Elsevier, vol. 6(1), pages 65-77, July. - Phillips, Garry D A & Hale, C, 1977.
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**The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(1), pages 219-28, February. - Harvey, A. C. & Phillips, G. D. A., 1974.
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**A comparison of the power of some tests for heteroskedasticity in the general linear model**," Journal of Econometrics, Elsevier, vol. 2(4), pages 307-316, December.

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

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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**(4) 2004-10-30 2011-08-22 2011-08-22 2013-01-07. Author is listed - NEP-ETS: Econometric Time Series (1) 2013-01-07
- NEP-RMG: Risk Management (1) 2016-11-20

This author is among the top 5% authors according to these criteria:

- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

#### Most cited item

- Kiviet, Jan F. & Phillips, Garry D.A., 1993.
"
**Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable**," Econometric Theory, Cambridge University Press, vol. 9(01), pages 62-80, January.

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

- Phillip, Garry & Xu, Yongdeng, 2016.
"
**Almost Unbiased Variance Estimation in Simultaneous Equation Models**," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section.

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