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Robert Phillips

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Personal Details

First Name: Robert
Middle Name:
Last Name: Phillips
Suffix:

RePEc Short-ID: pph56

Email:
Homepage: http://home.gwu.edu/~rphil/
Postal Address:
Phone:

Affiliation

Department of Economics
George Washington University
Location: Washington, District of Columbia (United States)
Homepage: http://www.gwu.edu/~econ/
Email:
Phone: (202) 994-6150
Fax: (202) 994-6147
Postal: Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052
Handle: RePEc:edi:degwuus (more details at EDIRC)

Works

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Articles

  1. Robert F. Phillips, 2012. "On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances," Economics Bulletin, AccessEcon, vol. 32(4), pages 3017-3024.
  2. Phillips, Robert F., 2010. "Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 410-422.
  3. Robert Phillips, 2008. "On calculating estimates of stratified error-components models," Economics Bulletin, AccessEcon, vol. 3(75), pages 1-10.
  4. Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.
  5. Robert Phillips, 2003. "Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-4.
  6. Robert F. Phillips, 2003. "Estimation of a Stratified Error-Components Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(2), pages 501-521, 05.
  7. Phillips, Robert, 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," International Journal of Forecasting, Elsevier, vol. 19(3), pages 523-524.
  8. R. F. Phillips, 1999. "Partially adaptive estimation of nonlinear models via a normal mixture," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 141-167.
  9. Klock, Mark & Phillips, Robert F, 1999. " A Model of Return Volatility with Application to Estimating Relative Risk Aversion," Review of Quantitative Finance and Accounting, Springer, vol. 13(3), pages 249-60, November.
  10. Phillips, Robert F., 1997. "On the robustness of two alternatives to least squares: A Monte Carlo study," Economics Letters, Elsevier, vol. 56(1), pages 21-26, September.
  11. Phillips, Robert F., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
  12. Robert F. Phillips & Anthony M.J. Yezer, 1996. "Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process?," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 87-102.
  13. Phillips, Robert F., 1995. "Learning and practicing econometrics : W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993," International Journal of Forecasting, Elsevier, vol. 11(2), pages 331-333, June.
  14. Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
  15. Anthony M.J. Yezer & Robert F. Phillips & Robert P. Trost, 1994. "Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection," Proceedings, Federal Reserve Bank of Philadelphia, pages 197-222.
  16. Phillips, Robert F., 1991. "A constrained maximum-likelihood approach to estimating switching regressions," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 241-262.
  17. Phillips, Robert F., 1991. "A note on testing for switching regressions," Economics Letters, Elsevier, vol. 35(1), pages 31-33, January.
  18. Phillips, Robert F, 1987. "Composite Forecasting: An Integrated Approach and Optimality Reconsidered," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 389-95, July.

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