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Phone:: (023) 8059 2659
Email:: G.H.Hillier@soton.ac.uk

Professor Grant Hillier

Professor of Econometrics

Professor Grant Hillier is Professor of Econometrics within Economics at the University of Southampton.

Born and first degree in Adelaide, South Australia; Fulbright Scholar 1968; PhD University of Pennsylvania

Associate Editor, Econometric Theory, 1987-2012; Associate Editor, Econometrica, 1994–2000; Econometric Theory plura scripsit Award, 2008; Fellow of CeMMAP

Research

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Teaching

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Research interests

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

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Articles

Book Chapters

Hillier, G. (2007). On the joint density of the sum and sum of squares of nonnegative random variables. In G. D. A. Phillips, & E. Tzavalis (Eds.), The Refinement of Econometric Estimation and Test Procedures (pp. 326-346). Cambridge University Press.
Hillier, G., & Satchell, S. E. (2003). Some exact results for portfolio estimators in the two-period capital market model. In S. E. Satchell, & A. Scowcroft (Eds.), Advances in Portfolio Construction and Implementation (pp. 310-325). Butterworth-Heinemann.
Hillier, G., & O'Brien, R. (2000). Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach. In P. Marriot, & M. Salmon (Eds.), Applications of Differential Geometry to Econometrics (pp. 85-118). Cambridge University Press. https://doi.org/10.2277/0521651166
Hillier, G., & 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). Basil Blackwell.

Working Papers

MSc Econometrics

Professor Grant Hillier
Reception Building 58 University of Southampton Southampton SO17 1BJ United Kingdom

Room Number : 58/3019

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