Centre Fellows

Grant Hillier

University of Southampton

Professor of Econometrics

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Selected Publications

Working Paper
Journal Article
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
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… Continue reading.

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

Latest version

Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
Grant Hillier, Raymond Kan, Xiaolu Wang
30 April 2014 | 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… Continue reading.

Grant Hillier, Raymond Kan, Xiaolu Wang
20 February 2008 | CWP07/08

Latest version

Computationally efficient recursions for top-order invariant polynomials with applications
Grant Hillier, Raymond Kan, Xiaolu Wang
1 February 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… Continue reading.

Grant Hillier
12 December 2006 | CWP26/06

Latest version

On the conditional likelihood ratio test for several parameters in IV regression
Grant Hillier
1 September 2008 | Journal Article
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… Continue reading.

Grant Hillier
30 October 2006 | CWP23/06

Latest version

Exact properties of the conditional likelihood ratio test in an IV regression model
Grant Hillier
1 August 2009 | Journal Article
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…. Continue reading.

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…. Continue reading.

Grant Hillier, Federico Martellosio
1 January 2006 | Journal Article
Ill-conditioned problems, Fisher information and weak instruments

The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on… Continue reading.

Giovanni Forchini, Grant Hillier
5 April 2005 | CWP04/05
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…. Continue reading.

Grant Hillier, Federico Martellosio
14 December 2004 | CWP16/04

Latest version

Spatial design matrices and associated quadratic forms: structure and properties
Grant Hillier, Federico Martellosio
1 January 2006 | Journal Article
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