IDEAS home Printed from
MyIDEAS: Login to follow this author

Robert Phillips

This is information that was supplied by Robert Phillips in registering through RePEc. If you are Robert Phillips , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Robert
Middle Name:
Last Name:Phillips
RePEc Short-ID:pph56
Postal Address:
Location: Washington, District of Columbia (United States)
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)
in new window

  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.
  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 Phillips, 2003. "Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-4.
  7. 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.
  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. 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.
  10. 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.
  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. 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., 1996. "Forecasting in the presence of large shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 20(9-10), pages 1581-1608.
  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. Phillips, Robert F., 1994. "Partially adaptive estimation via a normal mixture," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 123-144.
  16. 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.
  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 389-95, July.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2015-05-09. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2015-05-09. Author is listed
  3. NEP-ORE: Operations Research (1) 2015-05-09. Author is listed

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Robert Phillips should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.