Professor Grant Hillier

School of Social Sciences
University of Southampton
Southampton
SO17 1BJ

Position: Professor of Econometrics
Telephone: (023) 8059 2659
Email: ghh@soton.ac.uk

Biography

Born and first degree in Adelaide, South Australia. Fulbright Scholar 1968. Ph.D. University of Pennsylvania. Associate Editor Econometric Theory, 1987 - present; Associate Editor, Econometrica 1994 - 2000; Econometric Theory plura scripsit Award, 2008. Fellow of CeMMAP.

Research interests

Inference in structural models; theory of hypothesis testing; multivariate models; hypothesis testing in finance.

Teaching activities

M.Sc. Econometrics

Roles

Head of Economics

Selected publications

Chapters in books
	Grant Hillier 2007 On the Joint Density of the Sum and Sum of Squares of Nonnegative Random Variables. In G.D.A. Phillips and E. Tzavalis (eds), The Refinement of Econometric Estimation and Test Procedures (pp. 326-346). CUP.
	G. Hillier and S.E. Satchell 2003 Some exact results for efficient portfolios with given returns. In S.E. Satchell and A. Scowcroft (eds), Advances in portfolio construction and implementation (pp. 310 - 325). London: Butterworth Heinemann., (ISBN: 0 7506 5448 1), Published
	Hillier, G., and O'Brien, R.J 2000 Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach. In Paul Marriot and Mark Salmon (eds), Applications of Differential Geometry to Econometrics (pp. 85-118). Cambridge University Press.
	Hillier, G. and Skeels, C. 1993 Some further exact results for structural equation estimators. In P.C.B Phillips (ed.), Models, Methods and Applications of Econometrics: Essays in Honor of A.R. Bergstrom (pp. 117-139). Cambridge MA: Basil Blackwell.

Articles in journals
	G. Hillier 2006 Yet More on the Exact Properties of IV Estimators. Econometric Theory, Vol. 22, No. 5 , 913 - 931. On-line abstract, (ISSN: 0266-4666)
	Grant Hillier 2009 Exact properties of the conditional likelihood ratio test in an IV regression model. Econometric Theory, 25, 4, 915 - 957. On-line abstract, (ISSN: 1753-9196), Published
	Grant Hillier 2009 On the Conditional Likelihood Ratio Test for Several Parameters in IV Regression. Econometric Theory, Vol. 25 No. 2, 305 - 335. On-line abstract, (ISSN: 1753-9196)
	Grant Hillier, Raymond Kan, and Xiaolu Wang 2009 Computationally Efficient Recursions for Top-Order Invariant Polynomials with Applications. Econometric Theory, Vol. 25, No. 1, 211 - 242., (ISSN: 1753-9196)
	Hillier, G. and Martellosio, F. 2006 Spatial Design Matrices and Associated Quadratic Forms: Structure and Properties. Journal of Multivariate Analysis, 97(1), 1 - 18. On-line abstract, (ISSN: 0047-259X)
	G.Forchini and Hillier, G. 2003 Conditional inference for possibly unidentified structural equations. Econometric Theory, 19(5), 707 – 743. On-line abstract, (ISSN: 0266-4666)
	G. Hillier 2001 The density of a quadratic form in a vector uniformly distributed on the n-sphere. Econometric Theory, 17, 1-28. On-line abstract, (ISSN: 0266-4666)
	Hillier, G., and Armstrong, M. 1999 The density of the maximum likelihood estimator. Econometrica, 67,6, 1459-1470.

Working papers
	Grant Hillier and Federico Martellosio 2010 Spatial Circular Matrices, with applications., CWP06/10. CeMMAP. On-line abstract On-line article, (ISSN: 0047-259X)
	Grant Hillier, Raymond Kan & Xiaoulu Wang November 2009 Generating Functions and Short Recursions, with Applications to the Moments of Quadratic Forms in Noncentral Normal Vectors. University of Southampton, Discussion Papers in Economics and Econometrics, 0918. Southampton: University of Southampton. On-line abstract, (ISSN: 0966-4246)
	Grant Hillier, Raymond Kan, Xiaolu Wang 2008 Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors, CWP14/08. CeMMAP.
	Giovanni Forchini and Grant Hillier 2005 Ill-conditioned problems, Fisher Information, and Weak Instruments, CWP04/05. CeMMAP. On-line abstract

Economics