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The independence of tests for structural change in regression models
Phillips, G. D. A.; McCabe, B. P. - In: Economics Letters 12 (1983) 3-4, pp. 283-287
Persistent link: https://www.econbiz.de/10005257947
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A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
Phillips, G. D. A.; Harvey, A. C. - In: Economics Letters 15 (1984) 3-4, pp. 301-307
Persistent link: https://www.econbiz.de/10005275715
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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
Cheung Ip, Wai; Phillips, Garry D. A. - In: Economics Letters 60 (1998) 3, pp. 303-310
Persistent link: https://www.econbiz.de/10005095482
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Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics Letters 74 (2001) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10005288230
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The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour; Phillips, Garry D. A. - In: Economics Letters 62 (1999) 2, pp. 167-174
Persistent link: https://www.econbiz.de/10005275756
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The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, Jan F.; Phillips, Garry D. A. - In: Economics Letters 53 (1996) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10005275852