Robert Phillips : Citation Profile


Are you Robert Phillips?

George Washington University

7

H index

3

i10 index

126

Citations

RESEARCH PRODUCTION:

25

Articles

4

Papers

RESEARCH ACTIVITY:

   37 years (1987 - 2024). See details.
   Cites by year: 3
   Journals where Robert Phillips has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 13 (9.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pph56
   Updated: 2024-11-04    RAS profile: 2024-08-09    
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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:

Ozhegov, Evgeniy (8)

Caudill, Steven B (7)

Poroshina, Agatha (6)

hsiao, cheng (5)

Ross, Stephen (4)

Zhou, Qiankun (4)

Afonso, Antonio (4)

Goutte, Stéphane (3)

Baltagi, Badi (3)

GAIES, Brahim (3)

Mixon, Franklin (3)

Cites to:

Arellano, Manuel (16)

Baltagi, Badi (7)

Hayakawa, Kazuhiko (5)

Bover, Olympia (5)

hsiao, cheng (5)

Keane, Michael (4)

Reichlin, Lucrezia (4)

Pesaran, Mohammad (3)

Newey, Whitney (3)

Trost, Robert (3)

Blundell, Richard (3)

Main data


Where Robert Phillips has published?


Journals with more than one article published# docs
Economics Bulletin4
Economics Letters4
Journal of Econometrics2
Journal of Economic Dynamics and Control2
Journal of Business & Economic Statistics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Robert Phillips (2024 and 2023)


YearTitle of citing document
2023GMM-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

2023Uncertainty 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

2023The 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

2023Does discrimination in lending still persist?. (2023). Black, Harold A. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:3:d:10.1007_s11127-023-01080-x.

Full description at Econpapers || Download paper

2023A 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

2024Is 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

Works by Robert Phillips:


YearTitleTypeCited
2018Quantifying the Computational Advantage of Forward Orthogonal Deviations In: Papers.
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paper0
2019A Comparison of First-Difference and Forward Orthogonal Deviations GMM In: Papers.
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paper7
2024Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias In: Papers.
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paper0
2010Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models In: Journal of Business & Economic Statistics.
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article8
1987Composite Forecasting: An Integrated Approach and Optimality Reconsidered. In: Journal of Business & Economic Statistics.
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article1
2003Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances In: Economics Bulletin.
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article0
2008On calculating estimates of stratified error-components models In: Economics Bulletin.
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article0
2012On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances In: Economics Bulletin.
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article0
2020The equivalence of two-step first difference and forward orthogonal deviations GMM In: Economics Bulletin.
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article0
1996Forecasting in the presence of large shocks In: Journal of Economic Dynamics and Control.
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article5
2004Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence In: Journal of Economic Dynamics and Control.
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article0
2015On quasi maximum-likelihood estimation of dynamic panel data models In: Economics Letters.
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article5
2018Quasi maximum likelihood estimation of dynamic panel data models.(2018) In: Communications in Statistics - Theory and Methods.
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This paper has nother version. Agregated cites: 5
article
2019A numerical equivalence result for generalized method of moments In: Economics Letters.
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article0
1991A note on testing for switching regressions In: Economics Letters.
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article1
1997On the robustness of two alternatives to least squares: A Monte Carlo study In: Economics Letters.
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article1
1991A constrained maximum-likelihood approach to estimating switching regressions In: Journal of Econometrics.
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article12
1994Partially adaptive estimation via a normal mixture In: Journal of Econometrics.
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article9
1995Learning and practicing econometrics : W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 In: International Journal of Forecasting.
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article0
2003Specifying 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.
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article0
1994Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection In: Proceedings.
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article53
1994Bias 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
2014QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES In: Working Papers.
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paper1
2003Estimation of a Stratified Error-Components Model In: International Economic Review.
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article12
1996Self-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.
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article9
.() In: .
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This paper has nother version. Agregated cites: 9
article
2020Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series In: Computational Economics.
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article1
1999A Model of Return Volatility with Application to Estimating Relative Risk Aversion. In: Review of Quantitative Finance and Accounting.
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article1
1999Partially adaptive estimation of nonlinear models via a normal mixture In: Econometric Reviews.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team