Garry D.A. Phillips

Maximum likelihood estimation of regression models with autoregressive-moving average disturbances

Andrew Harvey, Garry D.A. Phillips · Biometrika · 1979 · 217 citations

Business, Business Economics, Forecasting +15

Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering

G. H. F. Gardner, Andrew Harvey, Garry D.A. Phillips · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1980 · 184 citations

Engineering, Mathematics, Statistical Modeling +13

EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION

Jan F. Kiviet, Garry D.A. Phillips · Oxford Bulletin of Economics and Statistics · 1992 · 102 citations

Social Sciences, Economics, Econometrics +4

A comparison of the power of some tests for heteroskedasticity in the general linear model

Andrew Harvey, Garry D.A. Phillips · Journal of Econometrics · 1974 · 86 citations

Social Sciences, Economics, Econometrics +5

Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable

Jan F. Kiviet, Garry D.A. Phillips · Econometric Theory · 1993 · 76 citations

Social Sciences, Economics, Econometrics +16