Garry D A Phillips
Biographic Data
| ID | 8920093 |
|---|---|
| NAME | Garry D A Phillips |
| GIVEN NAMES | Garry D A |
| FAMILY NAME | Phillips |
| SIGNATURE | PHILLIPS G D A |
| AFFILIATIONS | Cardiff University |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 1 |
| FIRST PUBLICATION YEAR | 2007 |
| LATEST PUBLICATION YEAR | 2012 |
| H-INDEX | 0 |
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
We propose two simple bias-reduction procedures that apply to estimators in a general static simultaneous equation model and that are valid under relatively weak distributional assumptions for the errors. Standard jackknife estimators, as applied to 2SLS, may not reduce the bias of the exogenous variable coefficient estimators since the estimator biases are not monotonically nonincreasing with sample size (a necessary condition for successful bia…
Refinement of Econometric Estimation and Test Procedures
The Refinement of Econometric Estimation and Test Procedures
This book was first published in 2007. The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations …
No prominent works on this page.
The Refinement of Econometric Estimation and Test Procedures
This book was first published in 2007. The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations …
Refinement of Econometric Estimation and Test Procedures
Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
We propose two simple bias-reduction procedures that apply to estimators in a general static simultaneous equation model and that are valid under relatively weak distributional assumptions for the errors. Standard jackknife estimators, as applied to 2SLS, may not reduce the bias of the exogenous variable coefficient estimators since the estimator biases are not monotonically nonincreasing with sample size (a necessary condition for successful bia…
Advanced Statistical Methods and Models (2 works) · Econometrics (2 works) · Estimator (2 works) · Mathematics (2 works) · Statistical Methods and Inference (2 works) · Statistics (2 works) · Applied Mathematics (1 work) · Applied Mathematics (1 work) · Asymptotic analysis (1 work) · Bias of an estimator (1 work)