Centre Fellows

Grant Hillier

University of Southampton

Professor of Econometrics

View website Send email

Selected Publications

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 […]

Grant Hillier, Raymond Kan, Xiaolu Wang

30 April 2014 | Journal Article

Previous version

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

Grant Hillier, Raymond Kan, Xiaolu Wang

11 June 2008 | CWP14/08

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

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

Grant Hillier

30 October 2006 | CWP23/06

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 […]

Grant Hillier, Raymond Kan, Xiaolu Wang

1 February 2009 | Journal Article

Previous version

Computationally efficient recursions for top-order invariant polynomials with applications

Grant Hillier, Raymond Kan, Xiaolu Wang

20 February 2008 | CWP07/08

On the conditional likelihood ratio test for several parameters in IV regression

Grant Hillier

1 September 2008 | Journal Article

Previous version

On the conditional likelihood ratio test for several parameters in IV regression

Grant Hillier

12 December 2006 | CWP26/06

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. […]

Grant Hillier, Federico Martellosio

1 January 2006 | Journal Article

Previous version

Spatial design matrices and associated quadratic forms: structure and properties

Grant Hillier, Federico Martellosio

14 December 2004 | CWP16/04

Spatial design matrices and associated quadratic forms: structure and properties

The paper provides significant simplifications and extensions of results obtained by Gorsich, Genton, and Strang (J. […]

Grant Hillier, Federico Martellosio

1 January 2006 | Journal Article