← All authors Robert F. Phillips George Washington University (from arXiv:2410.12709, 2024) · ORCID · OpenAlex
32 papers in scope · 28 published · 4 on the econ.EM arXiv · 363 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Louis Pape David Benatia Christophe Bellégo Benjamin Williams Thomas Zylkin Sergio Correia Paulo Guimarães Eric Vansteenberghe Martin Weidner Amrei Stammann Pedro H. C. Sant’Anna Daniel Czarnowske Iván Fernández-Val Brantly Callaway Jonathan Roth Jiafeng Chen Xavier Jaravel Kirill Borusyak Dalia Ghanem Jann Spiess Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 32)
working paper 2024 · arXiv
working paper 2022 · arXiv
The equivalence of two-step first difference and forward orthogonal deviations GMM
published 2020 · Economics bulletin
no link
working paper 2019 · arXiv · 2 citations
Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series
published 2019 · Computational Economics · 6 citations
A numerical equivalence result for generalized method of moments
published 2019 · Economics Letters · 2 citations
working paper 2018 · arXiv · 1 citations
On quasi maximum-likelihood estimation of dynamic panel data models
published 2015 · Economics Letters · 10 citations · first circulated 2014
In Reply to Grover
published 2013 · Academic Medicine
with Candice Chen, Fitzhugh Mullan, Andrew Bazemore
On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances
published 2012 · Economics bulletin
no link
On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
published 2012 · Communications in Statistics - Simulation and Computation · 2 citations
Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models
published 2009 · Journal of Business and Economic Statistics · 14 citations
On calculating estimates of stratified error-components models
published 2008 · Economics bulletin
no link
Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
published 2003 · Journal of Economic Dynamics and Control · 4 citations
Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances
published 2003 · Economics bulletin · 2 citations
no link
Estimation of a Stratified Error‐Components Model*
published 2003 · International Economic Review · 19 citations
Specifying and Diagnostically Testing Econometric Models,
published 2003 · International Journal of Forecasting · 20 citations
Least absolute deviations estimation via the EM algorithm
published 2002 · Statistics and Computing · 36 citations
WITHDRAWN: Partially adaptive estimation of autoregressive processes via a normal mixture
published 2002 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2001
A Model of Return Volatility with Application to Estimating Relative Risk Aversion
published 1999 · Review of Quantitative Finance and Accounting · 2 citations
with Mark Klock
Partially adaptive estimation of nonlinear models via a normal mixture
published 1999 · Econometric Reviews · 3 citations
On the robustness of two alternatives to least squares: A Monte Carlo study
published 1997 · Economics Letters · 4 citations
Forecasting in the presence of large shocks
published 1996 · Journal of Economic Dynamics and Control · 14 citations
Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don’t Know the Process?
published 1996 · Journal of Real Estate Research · 26 citations
with Anthony M. Yezer
Learning and practicing econometrics
published 1995 · International Journal of Forecasting · 14 citations
Bias in estimates of discrimination and default in mortgage lending: The effects of simultaneity and self-selection
published 1994 · The Journal of Real Estate Finance and Economics · 107 citations
with Anthony M. Yezer, Robert P. Trost
Partially adaptive estimation via a normal mixture: some further monte carlo evidence
published 1994 · Journal of Econometrics · 24 citations
A constrained maximum-likelihood approach to estimating switching regressions
published 1991 · Journal of Econometrics · 35 citations
A note on testing for switching regressions
published 1991 · Economics Letters · 2 citations
On constructing sequences estimating the mixing distribution with applications
published 1990 · Communications in Statistics - Simulation and Computation · 1 citations
Comments on testing for forecast and specification optimality using linear composites
published 1988 · Journal of Forecasting · 1 citations
Composite Forecasting: An Integrated Approach and Optimality Reconsidered
published 1987 · Journal of Business and Economic Statistics · 10 citations
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