Grant Hillier

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All published works

Action	Title	Year	Authors
+	On the expectations of equivariant matrix‐valued functions of Wishart and inverse Wishart matrices	2024	Grant Hillier Raymond Kan
+	On the expectations of equivariant matrix-valued functions of Wishart and inverse Wishart matrices	2022	Raymond Kan Grant Hillier
+ PDF Chat	Moments of a Wishart Matrix	2021	Grant Hillier Raymond Kan
+ PDF Chat	PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX	2021	Grant Hillier Raymond Kan
+ PDF Chat	Adjusted QMLE for the spatial autoregressive parameter	2020	Federico Martellosio Grant Hillier
+	Adjusted QMLE for the spatial autoregressive parameter	2019	Federico Martellosio Grant Hillier
+ PDF Chat	Properties of the Inverse of a Noncentral Wishart Matrix	2019	Grant Hillier Raymond Kan
+	Adjusted QMLE for the spatial autoregressive parameter	2019	Federico Martellosio Grant Hillier
+ PDF Chat	EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS	2016	Grant Hillier Federico Martellosio
+	Nonparametric testing for exogeneity with discrete regressors and instruments	2015	Grant Hillier Katarzyna Bech
+ PDF Chat	GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS	2013	Grant Hillier Raymond Kan Xiaolu Wang
+	Spatial circular matrices, with applications	2010	Grant Hillier Federico Martellosio
+	EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL	2009	Grant Hillier
+ PDF Chat	COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS	2009	Grant Hillier Raymond Kan Xiaolu Wang
+ PDF Chat	Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors	2009	Grant Hillier Raymond Kan Xiaolu Wang
+ PDF Chat	Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors	2008	Grant Hillier Raymond Kan Xiaolu Wang
+	On the Joint Density of the Sum and Sum of Squares of Non-Negative Random Variables	2007	Grant Hillier
+ PDF Chat	Computationally Efficient Recursions for Top-Order Invariant Polynomials with Applications	2007	Raymond Kan Xiaolu Wang Grant Hillier
+ PDF Chat	On the conditional likelihood ratio test for several parameters in IV regression	2006	Grant Hillier
+ PDF Chat	Exact properties of the conditional likelihood ratio test in an IV regression model	2006	Grant Hillier
+ PDF Chat	YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS	2006	Grant Hillier
+ PDF Chat	Ill-conditioned problems, Fisher information and weak instruments	2005	Giovanni Forchini Grant Hillier
+	Ill-posed Problems and Instruments' Weakness	2004	Grant Hillier Giovanni Forchini
+	Ill-posed Problems and Instruments' Weakness	2004	Grant Hillier Giovanni Forchini
+ PDF Chat	CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS	2003	Giovanni Forchini Grant Hillier
+	Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach	2000	Grant Hillier Ray O'Brien
+	Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach	2000	Grant Hillier Ray O'Brien
+	Conditional inference for possibly unidentified structural equations	1999	Giovanni Forchini Grant Hillier
+	On the density of the maximum likelihood estimator	1996	Grant Hillier Mark Armstrong
+	Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics	1995	Grant Hillier Giovanni Forchini
+	The union of best critical regions: complete classes, p-values, and model curvature	1995	Grant Hillier
+	Quadratic forms: expansions, moments and applications to regression diagnostics	1994	Grant Hillier
+ PDF Chat	On multiple diagnostic procedures for the linear model	1991	Grant Hillier
+	Joint Distribution Theory for Some Statistics Based on LIML and TSLS	1987	Grant Hillier
+	Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems	1987	Grant Hillier
+ PDF Chat	Joint Tests for Zero Restrictions on Nonnegative Regression Coefficients	1986	Grant Hillier
+ PDF Chat	Joint tests for zero restrictions on nonnegative regression coefficients	1986	Grant Hillier
+	Locally Best Invariant Tests of the Error Covariance Matrix of the Linear Regression Model	1985	Maxwell L. King Grant Hillier
+	On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation	1985	Grant Hillier
+	On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation	1984	Grant Hillier Terrence Kinal V. K. Srivastava

Common Coauthors

Coauthor	Papers Together
Raymond Kan	10
Giovanni Forchini	6
Federico Martellosio	5
Xiaolu Wang	4
Ray O'Brien	2
Terrence Kinal	1
Katarzyna Bech	1
Xiaolu Wang	1
Maxwell L. King	1
Mark Armstrong	1
V. K. Srivastava	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Aspects of Multivariate Statistical Theory	1982	Robb J. Muirhead	11
+	Aspects of Multivariate Statistical Theory	1984	Leon Jay Gleser Robb J. Muirhead	10
+	Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory	1979	A. W. Davis	10
+ PDF Chat	Normal Multivariate Analysis and the Orthogonal Group	1954	A. T. James	7
+ PDF Chat	Distributions of Matrix Variates and Latent Roots Derived from Normal Samples	1964	A. T. James	7
+	The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables	1980	P. C. B. Phillips	6
+ PDF Chat	The Distribution of Noncentral Means with Known Covariance	1961	A. T. James	6
+	On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation	1984	Grant Hillier Terrence Kinal V. K. Srivastava	6
+	On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation	1985	Grant Hillier	6
+	Partially Identified Econometric Models	1989	Peter C.B. Phillips	6
+ PDF Chat	Some Non-Central Distribution Problems in Multivariate Analysis	1963	A. G. Constantine	5
+ PDF Chat	On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors	1966	C. G. Khatri	5
+ PDF Chat	Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables	1962	Harold Ruben	5
+	The Exact Distribution of LIML: II	1985	Peter C.B. Phillips	4
+ PDF Chat	Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator	1968	A. T. James	4
+	On the expectation of a ratio of quadratic forms in normal variables	1989	Murray Smith	4
+	The efficient evaluation of the hypergeometric function of a matrix argument	2006	Plamen Koev Alan Edelman	4
+	Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems	1987	Grant Hillier	4
+ PDF Chat	From Unit Root to Stein’s Estimator to Fisher’s k Statistics: If You Have a Moment, I Can Tell You More	2005	Xiao‐Li Meng	4
+	Some combinatorial properties of Jack symmetric functions	1989	Richard P. Stanley	4
+	Methods for Constructing Top Order Invariant Polynomials	1987	Yasuko Chikuse	4
+	APPROXIMATION OF HYPERGEOMETRIC FUNCTIONS WITH MATRICIAL ARGUMENT THROUGH THEIR DEVELOPMENT IN SERIES OF ZONAL POLYNOMIALS	2000	Rodrigo Gutiérrez J. Rodríguez Antonio José Sáez-Castillo	4
+	The Exact Distribution of the Wald Statistic	1986	P. C. B. Phillips	4
+ PDF Chat	A Conditional Likelihood Ratio Test for Structural Models	2003	Marcelo J. Moreira	4
+	Distribution of the Ratio of the Mean Square Successive Difference to the Variance	1941	John von Neumann	4
+ PDF Chat	The Exact Moments of a Ratio of Quadratic Forms in Normal Variables	1986	Magnus	4
+	Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1949	T. W. Anderson Herman Rubin	4
+	Finite-Sample Properties of the k-Class Estimators	1972	Takamitsu Sawa	4
+	The exact distribution of exogenous variable coefficient estimators	1984	Peter C.B. Phillips	3
+	The Moments of a Doubly Noncentral t-Distribution	1967	Marakatha Krishnan	3
+	All Invariant Moments of the Wishart Distribution	2004	Gérard Letac Hélène Massam	3
+	Bessel Functions of Matrix Argument	1955	Carl Herz	3
+ PDF Chat	Saddle point approximation for the distribution of the sum of independent random variables	1980	R. Lugannani Stephen A. Rice	3
+ PDF Chat	Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression	2006	Donald W. K. Andrews Marcelo J. Moreira James H. Stock	3
+ PDF Chat	THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL	2002	Giovanni Forchini	3
+	A Small Sample Property of the Cliff-Ord Test for Spatial Correlation	1981	Maxwell L. King	3
+	The Moments of a Doubly Noncentral<i>t</i>-Distribution	1967	Marakatha Krishnan	3
+ PDF Chat	CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS	2003	Giovanni Forchini Grant Hillier	3
+	Testing Statistical Hypotheses	2021	E. L. Lehmann	3
+	The invariant theory of n × n matrices	1976	Claudio Procesi	3
+	Decision Theory Applied to an Instrumental Variables Model	2007	Gary Chamberlain	3
+	Estimation of spatial autoregressive panel data models with fixed effects	2009	Lung-Fei Lee Jihai Yu	3
+	The noncentral Wishart as an exponential family, and its moments	2008	Gérard Letac Hélène Massam	3
+	Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics	2006	Frank Kleibergen	3
+	Handbook of Mathematical Functions	1972	Milton Abramowitz I. A. Stegun	3
+	MacMahon's Master Theorem, Representation Theory, and Moments of Wishart Distributions	2001	I-Li Lu Donald St. P. Richards	2
+	The moments of products of quadratic forms in normal variables*	1978	Jan R. Magnus	2
+ PDF Chat	Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables	1983	Peter A. Hall	2
+	Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case	1981	Peter C.B. Phillips	2
+	An identity for the Wishart distribution with applications	1979	L. R. Haff	2