Centre Fellows

Grant Hillier

Professor of Econometrics

Selected Publications

Nonparametric testing for exogeneity with discrete regressors and instruments

This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and […]

Grant Hillier, Katarzyna Bech
11 March 2015 | CWP11/15
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

Recursive relations for objects of statistical interest have long been important for computation, and they remain […]

Xiaolu Wang, Raymond Kan, Grant Hillier
30 April 2014 | Journal Article

Previous version

Properties of the maximum likelihood estimator in spatial autoregressive models

The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spatial autoregressive model cannot […]

Federico Martellosio, Grant Hillier
19 September 2013 | CWP44/13
Spatial circular matrices, with applications

The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed […]

Federico Martellosio, Grant Hillier
8 March 2010 | CWP06/10
Exact properties of the conditional likelihood ratio test in an IV regression model

For a simplified structural equation/IV regression model with one right-side endogenous variable, we derive the exact […]

Grant Hillier
1 August 2009 | Journal Article

Previous version

Exact properties of the conditional likelihood ratio test in an IV regression model

This paper was revised in May 2007. For a simplified structural equation/IV regression model with one […]

Grant Hillier
1 August 2009 | Journal Article
On the conditional likelihood ratio test for several parameters in IV regression

For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables […]

Grant Hillier
1 April 2009 | Journal Article
Computationally efficient recursions for top-order invariant polynomials with applications

The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,…,kr(A1,…,Ar)in which each of the partitions of ki,i […]

Xiaolu Wang, Raymond Kan, Grant Hillier
1 February 2009 | Journal Article

Previous version

Computationally efficient recursions for top-order invariant polynomials with applications
Xiaolu Wang, Raymond Kan, Grant Hillier
20 February 2008 | CWP07/08

Previous version

Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors

Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can […]

Xiaolu Wang, Raymond Kan, Grant Hillier
11 June 2008 | CWP14/08

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