Centre Fellows
Grant Hillier
University of Southampton
Professor of Econometrics
Selected Publications
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, […]
Testing for a mediation effect is important in many disciplines, but is made difficult – even […]
This paper presents new approaches to testing for exogeneity in non-parametric models with discrete regressors and […]
The (quasi-) maximum likelihood estimator (MLE) for the autoregressive parameter in a spatial autoregressive model cannot […]
The cumulants of the quadratic forms associated to the so-called spatial design matrices are often needed […]
Using generating functions, the top-order zonal polynomials that occur in much distribution theory under normality can […]
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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 […]
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For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables […]
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This paper was revised in May 2007. For a simplified structural equation/IV regression model with one […]
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The existence of a uniformly consistent estimator for a particular parameter is well-known to depend on […]