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Robert Phillips

Personal Details

First Name:Robert
Middle Name:
Last Name:Phillips
Suffix:
RePEc Short-ID:pph56
https://sites.google.com/site/robertfphillipsgwu/
2115 G Street, NW Suite 340 Washington, DC 20052

Affiliation

Department of Economics
George Washington University

Washington, District of Columbia (United States)
http://www.gwu.edu/~econ/

: (202) 994-6150
(202) 994-6147
Monroe Hall #340, 2115 G Street, NW, Washington, DC 20052
RePEc:edi:degwuus (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, Research Program on Forecasting.

Articles

  1. Phillips, Robert F., 2015. "On quasi maximum-likelihood estimation of dynamic panel data models," Economics Letters, Elsevier, vol. 137(C), pages 91-94.
  2. 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.
  3. 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.
  4. Robert Phillips, 2008. "On calculating estimates of stratified error-components models," Economics Bulletin, AccessEcon, vol. 3(75), pages 1-10.
  5. 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.
  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, May.
  7. 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.
  8. 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.
  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 249-260, November.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  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., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
  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., 1991. "A constrained maximum-likelihood approach to estimating switching regressions," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 241-262.
  19. Phillips, Robert F, 1987. "Composite Forecasting: An Integrated Approach and Optimality Reconsidered," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 389-395, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, Research Program on Forecasting.

    Cited by:

    1. Phillips, Robert F., 2015. "On quasi maximum-likelihood estimation of dynamic panel data models," Economics Letters, Elsevier, vol. 137(C), pages 91-94.

Articles

  1. 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.

    Cited by:

    1. Phillips, Robert F., 2015. "On quasi maximum-likelihood estimation of dynamic panel data models," Economics Letters, Elsevier, vol. 137(C), pages 91-94.
    2. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, Research Program on Forecasting.
    3. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," EconomiX Working Papers 2017-25, University of Paris Nanterre, EconomiX.

  2. 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.

    Cited by:

    1. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, Research Program on Forecasting.

  3. 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, May.

    Cited by:

    1. Bresson G. & Hsiao C. & Pirotte A., 2007. "Assessing the Contribution of R&D to Total Factor Productivity – a Bayesian Approach to Account for Heterogeneity And Heteroscedasticity," Working Papers ERMES 0708, ERMES, University Paris 2.
    2. Baltagi B-H. & Bresson G. & Pirotte A., 2004. "Joint LM test for homoskedasticity in a one-way error component model," Working Papers ERMES 0408, ERMES, University Paris 2.
    3. 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.
    4. Robert Phillips, 2008. "On calculating estimates of stratified error-components models," Economics Bulletin, AccessEcon, vol. 3(75), pages 1-10.
    5. Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011. "Robust tests for heteroskedasticity in the one-way error components model," Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
    6. Greene, William, 2005. "Reconsidering heterogeneity in panel data estimators of the stochastic frontier model," Journal of Econometrics, Elsevier, vol. 126(2), pages 269-303, June.

  4. 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 249-260, November.

    Cited by:

    1. Yoichiro Fujii & Yutaka Nakamura, 2010. "Equity premium under multiple background risks," Economics Bulletin, AccessEcon, vol. 30(2), pages 933-939.

  5. 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.

    Cited by:

    1. Natasha Yakovchuk & Thomas Willemain, 2005. "Monte carlo comparison of estimation methods for additive two-way tables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(4), pages 351-374.

  6. 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.

    Cited by:

    1. Preminger, Arie & Franck, Raphael, 2007. "Forecasting exchange rates: A robust regression approach," International Journal of Forecasting, Elsevier, vol. 23(1), pages 71-84.

  7. 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.

    Cited by:

    1. Michael LaCour-Little, 2007. "Economic Factors Affecting Home Mortgage Disclosure Act Reporting," Journal of Real Estate Research, American Real Estate Society, vol. 29(4), pages 479-510.
    2. Yan Zhang, 2013. "Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 131-151, January.
    3. Evgeniy M. Ozhegov, 2014. "The Underwriting, Choice And Performance Of Government-Insured Mortgages In Russia," HSE Working papers WP BRP 31/FE/2014, National Research University Higher School of Economics.
    4. Agatha M. Poroshina, 2014. "Credit Risk Modeling Of Residential Mortgage Lending In Russia," HSE Working papers WP BRP 30/FE/2014, National Research University Higher School of Economics.
    5. Ozhegov, Evgeniy, 2017. "Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 45, pages 93-115.
    6. Dawkins, Mark C., 2002. "Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1593-1613, August.
    7. Lozinskaia Agata & Ozhegov Evgeniy, 2016. "Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia," EERC Working Paper Series 16/03e, EERC Research Network, Russia and CIS.
    8. Lozinskaya, Agatha & Ozhegov, Evgeniy, 2014. "Estimation of mortgage lending credit risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 3-17.

  8. 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.

    Cited by:

    1. Douglas D. Evanoff & Lewis M. Segal, 1996. "CRA and fair lending regulations: resulting trends in mortgage lending," Economic Perspectives, Federal Reserve Bank of Chicago, issue Nov, pages 19-46.
    2. Block, Walter & Snow, Nicholas & Stringham, Edward, 2008. "Banks, insurance companies, and discrimination," MPRA Paper 26035, University Library of Munich, Germany.
    3. Michael LaCour-Little, 1996. "Application of Reverse Regression to Boston Federal Reserve Data Refutes Claims of Discrimination," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 1-12.
    4. Douglas D. Evanoff & Lewis M. Segal, 1996. "Strategic responses to bank regulation: evidence from HMDA data," Working Paper Series, Issues in Financial Regulation WP-96-7, Federal Reserve Bank of Chicago.
    5. Wheeler, Christopher H. & Olson, Luke M., 2015. "Racial differences in mortgage denials over the housing cycle: Evidence from U.S. metropolitan areas," Journal of Housing Economics, Elsevier, vol. 30(C), pages 33-49.
    6. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40.
    7. Xudong An & Yongheng Deng & Joseph Nichols & Anthony Sanders, 2013. "Local Traits and Securitized Commercial Mortgage Default," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 787-813, November.
    8. David Horne, 1997. "Mortgage Lending, Race, and Model Specification," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 43-68, February.
    9. Marschoun, Michael, 2000. "Availability of Mortgage Loans in Volatile Real Estate Markets," Journal of Urban Economics, Elsevier, vol. 47(3), pages 443-469, May.
    10. Song Han, 2002. "On the economics of discrimination in credit markets," Finance and Economics Discussion Series 2002-2, Board of Governors of the Federal Reserve System (U.S.).
    11. Judith Robinson, 2002. "Race, Gender, and Familial Status: Discrimination in One US Mortgage Lending Market," Feminist Economics, Taylor & Francis Journals, vol. 8(2), pages 63-85.
    12. Yan Zhang, 2013. "Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 131-151, January.
    13. Stephen L. Ross & Margery Austin Turner & Erin Godfrey & Robin R. Smith, 2005. "Mortgage Lending in Chicago and Los Angeles: A Paired Testing Study of the Pre-Application Process," Working papers 2005-03, University of Connecticut, Department of Economics.
    14. Jevgenijs Steinbuks & Gregory Elliehausen, 2014. "The Economic Effects of Legal Restrictions on High-Cost Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 47-72, July.
    15. HAROLD Black & M. Collins & Ken Cyree, 1997. "Do Black-Owned Banks Discriminate against Black Borrowers?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 189-204, February.
    16. Cole, Rebel, 1999. "Availability of credit to small and minority-owned businesses: Evidence from the 1993 National Survey of Small Business Finances," MPRA Paper 4715, University Library of Munich, Germany.
    17. Agatha M. Poroshina, 2014. "Credit Risk Modeling Of Residential Mortgage Lending In Russia," HSE Working papers WP BRP 30/FE/2014, National Research University Higher School of Economics.
    18. David G. Blanchflower & Phillip B. Levine & David J. Zimmerman, 1998. "Discrimination in the Small Business Credit Market," NBER Working Papers 6840, National Bureau of Economic Research, Inc.
    19. Elliehausen, Gregory & Staten, Michael E. & Steinbuks, Jevgenijs, 2008. "The effect of prepayment penalties on the pricing of subprime mortgages," Journal of Economics and Business, Elsevier, vol. 60(1-2), pages 33-46.
    20. Chintal Desai & Gregory Elliehausen & Jevgenijs Steinbuks, 2013. "Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates," The Journal of Real Estate Finance and Economics, Springer, vol. 47(3), pages 391-415, October.
    21. Xudong An & Yongheng Deng & Eric Rosenblatt & Vincent Yao, 2012. "Model Stability and the Subprime Mortgage Crisis," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 545-568, October.
    22. Eric Rosenblatt, 1997. "A Reconsideration Of Discrimination In Mortgage Underwriting With Data From A National Mortgage Bank," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 109-131, February.
    23. Ozhegov, Evgeniy, 2017. "Estimating the demand function for differentiated product with endogenous characteristics and heterogeneity of preferences: The case of mortgage loans," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 45, pages 93-115.
    24. Fred J. Phillips-Patrick & Clifford V. Rossi, 1996. "Statistical Evidence of Mortgage Redlining? A Cautionary Tale," Journal of Real Estate Research, American Real Estate Society, vol. 11(1), pages 13-24.
    25. Marvin Smith & Christy Hevener, 2014. "Subprime lending over time: the role of race," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(2), pages 321-344, April.
    26. Dawkins, Mark C., 2002. "Simultaneity bias in mortgage lending: A test of simultaneous equations models on bank-specific data," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1593-1613, August.
    27. Stephen L. Ross, 2005. "The Continuing Practice and Impact of Discrimination," Working papers 2005-19, University of Connecticut, Department of Economics, revised Jul 2006.
    28. Danny Ben-Shahar, 2006. "Screening Mortgage Default Risk: A Unified Theoretical Framework," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 215-240.
    29. Amy Cutts & Robert Order, 2004. "On the Economics of Subprime Lending," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 167-196, November.
    30. Black, Harold A. & Robinson, Breck L. & Schweitzer, Robert L., 2001. "Comparing lending decisions of minority-owned and White-owned banks: Is there discrimination in mortgage lending?," Review of Financial Economics, Elsevier, vol. 10(1), pages 23-39.
    31. Marsha J. Courchane, 2007. "The Pricing of Home Mortgage Loans to Minority Borrowers: How Much of the APR Differential Can We Explain?," Journal of Real Estate Research, American Real Estate Society, vol. 29(4), pages 399-440.
    32. Robert Avery & Patricia Beeson & Paul Calem, 1997. "Using HMDA Data as a Regulatory Screen for Fair Lending Compliance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 11(1), pages 9-42, February.
    33. Lozinskaia Agata & Ozhegov Evgeniy, 2016. "Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia," EERC Working Paper Series 16/03e, EERC Research Network, Russia and CIS.
    34. Stanley D. Longhofer, 1996. "Cultural affinity and mortgage discrimination," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 12-24.
    35. Richard Anderson & James VanderHoff, 1999. "Mortgage Default Rates and Borrower Race," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 279-290.
    36. 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.
    37. Paul Huck, 2000. "Home mortgage lending by applicant race/ethnicity: do HMDA figures provide a distorted picture?," Consumer and Community Affairs Policy Studies 2000-3, Federal Reserve Bank of Chicago.
    38. Lozinskaya, Agatha & Ozhegov, Evgeniy, 2014. "Estimation of mortgage lending credit risk," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 35(3), pages 3-17.
    39. Ken Cyree & Keith Harvey & Michael Melton, 2004. "Bank Lending to Native American Applicants: An Investigation of Mortgage Flows and Government Guarantee Programs on Native American Lands," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(1), pages 29-54, August.
    40. Valentina Dimitrova-Grajzl & Peter Grajzl & A. Joseph Guse & Richard M. Todd & Michael Williams, 2015. "Neighborhood Racial Characteristics, Credit History, and Bankcard Credit in Indian Country," CESifo Working Paper Series 5594, CESifo Group Munich.

  9. Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.

    Cited by:

    1. Thanasis Stengos & Ximing Wu, 2005. "Partially Adaptive Estimation via Maximum Entropy Densities," University of Cyprus Working Papers in Economics 6-2005, University of Cyprus Department of Economics.
    2. Thanasis Stengos & Yiguo Sun, 2005. "The Absolute Health Income Hypothesis Revisited : A Semiparametric Quantile Regression Approach," University of Cyprus Working Papers in Economics 7-2005, University of Cyprus Department of Economics.
    3. Steven Caudill & James Long, 2010. "Do former athletes make better managers? Evidence from a partially adaptive grouped-data regression model," Empirical Economics, Springer, vol. 39(1), pages 275-290, August.
    4. Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
    5. Jason Cook & James McDonald, 2013. "Partially Adaptive Estimation of Interval Censored Regression Models," Computational Economics, Springer;Society for Computational Economics, vol. 42(1), pages 119-131, June.
    6. Ramirez, Octavio A., 2001. "Autoregressive Conditional Heteroskedasticy Under Error-Term Non-Normality," 2001 Annual meeting, August 5-8, Chicago, IL 20595, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. 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.
    8. Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr., 2014. "Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach," Econometrics, MDPI, Open Access Journal, vol. 2(1), pages 1-19, February.
    9. 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.

  10. Phillips, Robert F., 1991. "A note on testing for switching regressions," Economics Letters, Elsevier, vol. 35(1), pages 31-33, January.

    Cited by:

    1. Steven Caudill & James Long, 2010. "Do former athletes make better managers? Evidence from a partially adaptive grouped-data regression model," Empirical Economics, Springer, vol. 39(1), pages 275-290, August.

  11. Phillips, Robert F., 1991. "A constrained maximum-likelihood approach to estimating switching regressions," Journal of Econometrics, Elsevier, vol. 48(1-2), pages 241-262.

    Cited by:

    1. Pao-Li Chang & Myoung-jae Lee, 2006. "Protection for Sale Under Monopolistic Competition: An Empirical Investigation," Working Papers 18-2006, Singapore Management University, School of Economics.
    2. Steven Caudill, 2012. "A partially adaptive estimator for the censored regression model based on a mixture of normal distributions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(2), pages 121-137, June.
    3. Ley, Eduardo, 1992. "Switching regressions and activity analysis," UC3M Working papers. Economics 5820, Universidad Carlos III de Madrid. Departamento de Economía.
    4. García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R., 2010. "Robust clusterwise linear regression through trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3057-3069, December.
    5. 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.
    6. Xu, Jianjun & Tan, Xianming & Zhang, Runchu, 2010. "A note on Phillips (1991): "A constrained maximum likelihood approach to estimating switching regressions"," Journal of Econometrics, Elsevier, vol. 154(1), pages 35-41, January.
    7. Lo, Yungtai, 2005. "Likelihood ratio tests of the number of components in a normal mixture with unequal variances," Statistics & Probability Letters, Elsevier, vol. 71(3), pages 225-235, March.
    8. Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr., 2014. "Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach," Econometrics, MDPI, Open Access Journal, vol. 2(1), pages 1-19, February.
    9. Naeem ur Rehman Khattak & Iftikhar Ahmad & Jangraiz Khan, 2010. "Fiscal Decentralisation in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 49(4), pages 419-436.

  12. Phillips, Robert F, 1987. "Composite Forecasting: An Integrated Approach and Optimality Reconsidered," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 389-395, July.

    Cited by:

    1. Krog, David Russell, 1988. "Plant-process model corn yield forecasts for Iowa," ISU General Staff Papers 1988010108000010686, Iowa State University, Department of Economics.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2015-05-09
  2. NEP-ETS: Econometric Time Series (1) 2015-05-09
  3. NEP-ORE: Operations Research (1) 2015-05-09

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