6
H index
3
i10 index
109
Citations
Robert Phillips : Citation Profile
George Washington University | RESEARCH PRODUCTION: 24 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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33 years (1987 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Phillips. | Is cited by:
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Main data
Where Robert Phillips has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 4 |
| Economics Letters | 4 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Econometrics | 2 |
| Journal of Business & Economic Statistics | 2 |
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
Recent works citing Robert Phillips (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Monetary Policy and Housing Loan Default. (2020). Rico, Barbara Castillo ; Overton, George. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-23. Full description at Econpapers || Download paper |
| 2020 | Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models. (2020). De Blander, Rembert ; Deblander, Rembert . In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:3-29. Full description at Econpapers || Download paper |
| 2020 | Heteroscedastic stratified two-way EC models of single equations and SUR systems. (2020). Sckokai, Paolo ; Platoni, Silvia ; Barbieri, Laura ; Moro, Daniele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:46-66. Full description at Econpapers || Download paper |
| 2021 | Forecasting temporal world recovery in air transport markets in the presence of large economic shocks: The case of COVID-19. (2021). Redondi, R ; Cattaneo, M ; Gudmundsson, S V. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:91:y:2021:i:c:s0969699720305871. Full description at Econpapers || Download paper |
| 2022 | How do changes in economic activity affect air passenger traffic? The use of state-dependent income elasticities to improve aviation forecasts. (2022). Cohen, Shamai ; Gatti, Matteo ; Delibasi, Tuba Toru ; Hanson, Daniel. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:98:y:2022:i:c:s0969699721001289. Full description at Econpapers || Download paper |
| 2021 | A semiparametric latent factor model for large scale temporal data with heteroscedasticity. (2021). Wang, Haonan ; Zhou, Wen ; Zhang, Lyuou. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000646. Full description at Econpapers || Download paper |
| 2020 | Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates. (2020). Guesmi, Khaled ; Goutte, Stéphane ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300595. Full description at Econpapers || Download paper |
| 2021 | Growth and Income Distribution Inequalities in Sub-Saharan Africa: A Dynamic Model Approach. (2021). Ndiaye, Cheikh Tidiane ; Mbengue, Babacar ; Dagoudo, Armand Akomavo. In: Working Papers. RePEc:hal:wpaper:hal-03202484. Full description at Econpapers || Download paper |
| 2021 | Citizens Confidence in Government and Inefficient Public Spending. Is there a Trust Trap?. (2021). de Sa, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp01992021. Full description at Econpapers || Download paper |
| 2020 | Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai. In: PhD Thesis. RePEc:uts:finphd:3-2020. Full description at Econpapers || Download paper |
| 2021 | Interrelationships between Human Capital, Migration and Labour Markets in the Western Balkans: An Econometric Investigation. (2021). Landesmann, Michael ; Mara, Isilda. In: wiiw Working Papers. RePEc:wii:wpaper:196. Full description at Econpapers || Download paper |
Works by Robert Phillips:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Quantifying the Computational Advantage of Forward Orthogonal Deviations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | A Comparison of First-Difference and Forward Orthogonal Deviations GMM In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 8 |
| 1987 | Composite Forecasting: An Integrated Approach and Optimality Reconsidered. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 2003 | Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | On calculating estimates of stratified error-components models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | The equivalence of two-step first difference and forward orthogonal deviations GMM In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 1996 | Forecasting in the presence of large shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2004 | Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2015 | On quasi maximum-likelihood estimation of dynamic panel data models In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | Quasi maximum likelihood estimation of dynamic panel data models.(2018) In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2019 | A numerical equivalence result for generalized method of moments In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1991 | A note on testing for switching regressions In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1997 | On the robustness of two alternatives to least squares: A Monte Carlo study In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1991 | A constrained maximum-likelihood approach to estimating switching regressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1994 | Partially adaptive estimation via a normal mixture In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1995 | Learning and practicing econometrics : W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2003 | Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9. In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1994 | Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection In: Proceedings. [Citation analysis] | article | 48 |
| 1994 | Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection..(1994) In: The Journal of Real Estate Finance and Economics. [Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 2014 | QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Estimation of a Stratified Error-Components Model In: International Economic Review. [Citation analysis] | article | 11 |
| 1996 | Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Dont Know the Process? In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 9 |
| 2020 | Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 1999 | A Model of Return Volatility with Application to Estimating Relative Risk Aversion. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 1999 | Partially adaptive estimation of nonlinear models via a normal mixture In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team