Garry David Alan Phillips : Citation Profile


Are you Garry David Alan Phillips?

Cardiff University

8

H index

6

i10 index

259

Citations

RESEARCH PRODUCTION:

35

Articles

15

Papers

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 6
   Journals where Garry David Alan Phillips has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 17 (6.16 %)

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   Permalink: http://citec.repec.org/pph80
   Updated: 2021-10-16    RAS profile: 2015-08-04    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Garry David Alan Phillips.

Is cited by:

Kiviet, Jan (19)

Pesaran, M (14)

Liu-Evans, Gareth (12)

Dufour, Jean-Marie (11)

Tzavalis, Elias (10)

Bao, Yong (9)

MacKinnon, James (9)

Ullah, Aman (8)

Chao, John (7)

Khalaf, Lynda (7)

Swanson, Norman (7)

Cites to:

Kiviet, Jan (27)

Engle, Robert (14)

Hausman, Jerry (13)

Hahn, Jinyong (12)

MacKinnon, James (11)

Phillips, Peter (7)

Iglesias, Emma (7)

Kinal, Terrence (6)

Davidson, Russell (6)

Bollerslev, Tim (6)

Sargan, J. (5)

Main data


Where Garry David Alan Phillips has published?


Journals with more than one article published# docs
Economics Letters8
Journal of Econometrics7
Econometric Reviews2
Econometrics Journal2
Econometric Theory2
Bulletin of Economic Research2

Working Papers Series with more than one paper published# docs
Discussion Papers / University of Exeter, Department of Economics6
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3

Recent works citing Garry David Alan Phillips (2021 and 2020)


YearTitle of citing document
2021Testing Many Restrictions Under Heteroskedasticity. (2020). Anatolyev, Stanislav ; Solvsten, Mikkel. In: Papers. RePEc:arx:papers:2003.07320.

Full description at Econpapers || Download paper

2020Bias and covariance of the least squares estimate in a structured errors-in-variables problem. (2020). Csurcsia, Peter Zoltan ; Pintelon, Rik ; Markovsky, Ivan ; Carapia, Gustavo Quintana ; Verbeke, Dieter. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302488.

Full description at Econpapers || Download paper

2020The Dunning-Kruger effect is (mostly) a statistical artefact: Valid approaches to testing the hypothesis with individual differences data. (2020). Zajenkowski, Marcin ; Gignac, Gilles E. In: Intelligence. RePEc:eee:intell:v:80:y:2020:i:c:s0160289620300271.

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2021The asymmetric effect of natural resource abundance on economic growth and environmental pollution: Evidence from resource-rich economy. (2021). Wang, Qizhen ; Sun, Zhiqiang. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001008.

Full description at Econpapers || Download paper

2021Improving the Estimation and Predictions of Small Time Series Models. (2021). Liu-Evans, Gareth. In: Working Papers. RePEc:liv:livedp:202106.

Full description at Econpapers || Download paper

2020Biases in Long-Horizon Predictive Regressions. (2020). Richardson, Matthew P ; Israel, Ronen ; Boudoukh, Jacob . In: NBER Working Papers. RePEc:nbr:nberwo:27410.

Full description at Econpapers || Download paper

2021Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters. (2021). Wang, Wenjie. In: MPRA Paper. RePEc:pra:mprapa:106227.

Full description at Econpapers || Download paper

2020Robust examination of political structural breaks and abnormal stock returns in Egypt. (2020). Eldomiaty, Tarek Ibrahim ; Hakam, Mohamed Nabil ; Magdy, Nebal ; Anwar, Marwa. In: Future Business Journal. RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00014-z.

Full description at Econpapers || Download paper

2021A New Perspective on Weak Instruments. (2021). Keane, Michael ; Neal, Timothy. In: Discussion Papers. RePEc:swe:wpaper:2021-05a.

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2021A Practical Guide to Weak Instruments. (2021). Neal, Timothy ; Keane, Michael. In: Discussion Papers. RePEc:swe:wpaper:2021-05b.

Full description at Econpapers || Download paper

Garry David Alan Phillips has edited the books:


YearTitleTypeCited

Works by Garry David Alan Phillips:


YearTitleTypeCited
1982Testing for Contemporaneous Correlation of Disturbances in Systems of Regression Equations. In: Bulletin of Economic Research.
[Citation analysis]
article9
1988Testing for Serial Correlation after Three Stage Least Squares Estimation. In: Bulletin of Economic Research.
[Citation analysis]
article0
2008Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation In: Journal of Time Series Analysis.
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article4
1992Exact Similar Tests for Unit Roots and Cointegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article21
2012Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models In: Journal of Time Series Econometrics.
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article3
2011Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments In: Cardiff Economics Working Papers.
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paper6
2012Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments.(2012) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 6
article
2011The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances In: Cardiff Economics Working Papers.
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paper1
2016Almost Unbiased Variance Estimation in Simultaneous Equation Models In: Cardiff Economics Working Papers.
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paper0
2005BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Econometric Theory.
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article3
1993Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable In: Econometric Theory.
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article32
1980Testing for Serial Correlation in Simultaneous Equation Models. In: Econometrica.
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article4
2004Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances In: Econometric Society 2004 Far Eastern Meetings.
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paper3
2004The estimation of simultaneous equation models under conditional heteroscedasticity In: Econometric Society 2004 Latin American Meetings.
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paper0
2000Improved Coefficient and Variance Estimation in Stable First-Order Dynamic Regression Models In: Econometric Society World Congress 2000 Contributed Papers.
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paper6
1998Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models In: Econometrics Journal.
[Citation analysis]
article3
2005Moment approximation for least-squares estimators in dynamic regression models with a unit root * In: Econometrics Journal.
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article4
2012Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models In: Computational Statistics & Data Analysis.
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article10
1999Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models..(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1999Alternative bias approximations in first-order dynamic reduced form models In: Journal of Economic Dynamics and Control.
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article4
2003Another look about the evolution of the risk premium: a VAR-GARCH-M model In: Economic Modelling.
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article5
2010The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model In: Economics Letters.
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article2
1983The independence of tests for structural change in regression models In: Economics Letters.
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article8
1984A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models In: Economics Letters.
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article0
1996The bias of the ordinary least squares estimator in simultaneous equation models In: Economics Letters.
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article6
1998The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients In: Economics Letters.
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article1
1999The accuracy of the higher order bias approximation for the 2SLS estimator In: Economics Letters.
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article4
1999The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator..(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2001Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models In: Economics Letters.
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article1
2008Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence In: Economics Letters.
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article3
1981Testing for heteroscedasticity in simultaneous equation models In: Journal of Econometrics.
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article2
1981Testing for serial correlation in simultaneous equation models : Some further results In: Journal of Econometrics.
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article0
1974A comparison of the power of some tests for heteroskedasticity in the general linear model In: Journal of Econometrics.
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article9
1994Bias assessment and reduction in linear error-correction models In: Journal of Econometrics.
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article19
1995The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models In: Journal of Econometrics.
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article7
1977Recursions for the two-stage least-squares estimators In: Journal of Econometrics.
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article2
2000An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models In: Journal of Econometrics.
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article8
1999An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models..(1999) In: Discussion Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1999A Survey of Total Factor Productivity and Technical Change in the Chinese Economy 1979-1996 In: Discussion Papers.
[Citation analysis]
paper0
1999The Bias of the 2SLS Variance Estimator. In: Discussion Papers.
[Citation analysis]
paper0
1998Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root. In: Discussion Papers.
[Citation analysis]
paper4
1988BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
[Citation analysis]
paper0
1977The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems. In: International Economic Review.
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article32
2004MULTIVARIATE ARCH MODELS: FINITE SAMPLE PROPERTIES OF ML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST In: Working Papers. Serie AD.
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paper0
2012Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models In: Economic Growth Centre Working Paper Series.
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paper3
1989A Sequential Approach to Testing for Structural Change in Econometric Models. In: Empirical Economics.
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article0
2005Analysing one-month Euro-market interest rates by fractionally integrated models In: Applied Financial Economics.
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article7
2011Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation In: Econometric Reviews.
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article5
2012Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models In: Econometric Reviews.
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article3
2012Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances In: Journal of Applied Econometrics.
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article10

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