7
H index
3
i10 index
131
Citations
George Washington University | 7 H index 3 i10 index 131 Citations RESEARCH PRODUCTION: 25 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 4 |
| Economics Bulletin | 4 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Business & Economic Statistics | 2 |
| International Journal of Forecasting | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 4 |
| Year | Title of citing document |
|---|---|
| 2025 | Greek imports from china: monopoly power of the piraeus port deal. (2025). Jozefowicz, James ; Thompson, Alexi. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00648-2. Full description at Econpapers || Download paper |
| 2025 | A penalized likelihood estimation for mixture regressions with skew-normal errors. (2025). Shi, Lei ; Dai, Xiaowen ; Chen, Shuyan ; Jin, Libin. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:6:d:10.1007_s00362-025-01748-0. Full description at Econpapers || Download paper |
| 2024 | Is public investment in construction and in R&D, growth enhancing? A PVAR approach. (2024). Afonso, Antonio ; Rodrigues, Eduardo. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:24:p:2875-2899. Full description at Econpapers || Download paper |
| 2025 | Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780. Full description at Econpapers || Download paper |
| 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 | 8 |
| 2024 | Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | A Simple Interactive Fixed Effects Estimator for Short Panels 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 | 2 |
| 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 | 13 |
| 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 | 53 |
| 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: 53 | 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 |
| 1996 | Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don’t Know the Process?.(1996) In: Journal of Real Estate Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2020 | Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
| 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. Last updated December, 22 2025. Contact: CitEc Team