Garry D. A. Phillips

Publication Activity (10 Years)

Years Active: 2012-2017
Publications (10 Years): 2

Top Topics

Bias Correction

Target Variable

Regression Model

Top Venues

Comput. Stat. Data Anal.

Monte Carlo Methods Appl.

Publications

Emma M. Iglesias, Garry D. A. Phillips
The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models. Monte Carlo Methods Appl. 23 (3) (2017)
Garry D. A. Phillips, Gareth Liu-Evans
Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models. Comput. Stat. Data Anal. 100 (2016)
Jan F. Kiviet, Garry D. A. Phillips
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models. Comput. Stat. Data Anal. 76 (2014)
Jan F. Kiviet, Garry D. A. Phillips
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. Comput. Stat. Data Anal. 56 (11) (2012)