Robert Phillips
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Robert |
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Phillips |
Identifer
Contact
Affiliations
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George Washington University
/ Department of Economics
Research profile
author of:
- Quantifying the Computational Advantage of Forward Orthogonal Deviations (RePEc:arx:papers:1808.05995)
by Robert F. Phillips - A Comparison of First-Difference and Forward Orthogonal Deviations GMM (RePEc:arx:papers:1907.12880)
by Robert F. Phillips - Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias (RePEc:arx:papers:2212.14075)
by Robert F. Phillips - A Simple Interactive Fixed Effects Estimator for Short Panels (RePEc:arx:papers:2410.12709)
by Robert F. Phillips & Benjamin D. Williams - Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models (RePEc:bes:jnlbes:v:28:i:3:y:2010:p:410-422)
by Phillips, Robert F. - Composite Forecasting: An Integrated Approach and Optimality Reconsidered (RePEc:bes:jnlbes:v:5:y:1987:i:3:p:389-95)
by Phillips, Robert F - Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances (RePEc:ebl:ecbull:eb-03c20007)
by Robert Phillips - On calculating estimates of stratified error-components models (RePEc:ebl:ecbull:eb-08c20066)
by Robert Phillips - On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances (RePEc:ebl:ecbull:eb-12-00648)
by Robert F. Phillips - The equivalence of two-step first difference and forward orthogonal deviations GMM (RePEc:ebl:ecbull:eb-20-00800)
by Robert F. Phillips - Forecasting in the presence of large shocks (RePEc:eee:dyncon:v:20:y:1996:i:9-10:p:1581-1608)
by Phillips, Robert F. - Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence (RePEc:eee:dyncon:v:28:y:2004:i:9:p:1801-1824)
by Phillips, Robert F. - On quasi maximum-likelihood estimation of dynamic panel data models (RePEc:eee:ecolet:v:137:y:2015:i:c:p:91-94)
by Phillips, Robert F. - A numerical equivalence result for generalized method of moments (RePEc:eee:ecolet:v:179:y:2019:i:c:p:13-15)
by Phillips, Robert F. - A note on testing for switching regressions (RePEc:eee:ecolet:v:35:y:1991:i:1:p:31-33)
by Phillips, Robert F. - On the robustness of two alternatives to least squares: A Monte Carlo study (RePEc:eee:ecolet:v:56:y:1997:i:1:p:21-26)
by Phillips, Robert F. - A constrained maximum-likelihood approach to estimating switching regressions (RePEc:eee:econom:v:48:y:1991:i:1-2:p:241-262)
by Phillips, Robert F. - Partially adaptive estimation via a normal mixture (RePEc:eee:econom:v:64:y:1994:i:1-2:p:123-144)
by Phillips, Robert F. - Learning and practicing econometrics : W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 (RePEc:eee:intfor:v:11:y:1995:i:2:p:331-333)
by Phillips, Robert F. - 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 (RePEc:eee:intfor:v:19:y:2003:i:3:p:523-524)
by Phillips, Robert - Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection (RePEc:fip:fedppr:y:1994:p:197-222)
by Robert F. Phillips & Robert P. Trost & Anthony M.J. Yezer - Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series (RePEc:gwc:wpaper:2014-006)
by Robert F. Phillips - Estimation of a Stratified Error-Components Model (RePEc:ier:iecrev:v:44:y:2003:i:2:p:501-521)
by Robert F. Phillips - Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process? (RePEc:jre:issued:v:11:n:1:1996:p:87-102)
by Robert F. Phillips & Anthony M.J. Yezer - Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series (RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09907-w)
by Robert F. Phillips - Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection (RePEc:kap:jrefec:v:9:y:1994:i:3:p:197-215)
by Yezer, Anthony M J & Phillips, Robert F & Trost, Robert P - A Model of Return Volatility with Application to Estimating Relative Risk Aversion (RePEc:kap:rqfnac:v:13:y:1999:i:3:p:249-60)
by Klock, Mark & Phillips, Robert F - Partially adaptive estimation of nonlinear models via a normal mixture (RePEc:taf:emetrv:v:18:y:1999:i:2:p:141-167)
by R. F. Phillips - Quasi maximum likelihood estimation of dynamic panel data models (RePEc:taf:lstaxx:v:47:y:2018:i:16:p:3970-3986)
by Robert F. Phillips - Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don’t Know the Process? (RePEc:taf:rjerxx:v:11:y:1996:i:1:p:87-102)
by Robert Phillips & Anthony Yezer