6
H index
3
i10 index
124
Citations
Robert Phillips : Citation Profile
George Washington University | RESEARCH PRODUCTION: 24 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1987 - 2022). 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:
| Cites to:
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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 Econometrics | 2 |
| Journal of Economic Dynamics and Control | 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 | 3 |
Recent works citing Robert Phillips (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications. (2023). Bontempi, Maria ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2312.00399. Full description at Econpapers || Download paper |
| 2023 | Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium. (2023). Hock, Thorsten ; Fuhrer, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:251-275. Full description at Econpapers || Download paper |
| 2023 | The state of Africas air transport market amid COVID-19, and forecasts for recovery. (2023). Tolcha, Tassew Dufera. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:108:y:2023:i:c:s0969699723000236. Full description at Econpapers || Download paper |
| 2023 | A constrained maximum likelihood estimation for skew normal mixtures. (2023). Zhu, Lixing ; Zhao, Jianhua ; Chiu, Sung Nok ; Jin, Libin. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:4:d:10.1007_s00184-022-00873-2. 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 | 6 |
| 2022 | Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 5 |
| 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 | 5 |
| 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 nother version. Agregated cites: 5 | 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 | 12 |
| 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 | 52 |
| 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 nother version. Agregated cites: 52 | 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 | 12 |
| 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 |
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