Access Statistics for Robert Phillips

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of First-Difference and Forward Orthogonal Deviations GMM 0 1 4 4 3 9 18 27
QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES 1 1 1 58 1 2 13 81
Quantifying the Computational Advantage of Forward Orthogonal Deviations 0 0 0 6 1 1 3 18
Total Working Papers 1 2 5 68 5 12 34 126


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of Return Volatility with Application to Estimating Relative Risk Aversion 0 0 0 23 0 1 2 106
A constrained maximum-likelihood approach to estimating switching regressions 0 0 0 83 0 1 3 205
A note on testing for switching regressions 0 0 0 21 0 0 0 51
A numerical equivalence result for generalized method of moments 0 0 2 3 1 2 12 17
Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection 0 0 0 0 0 0 4 366
Bias in estimates of discrimination and default in mortgage lending: the effects of simultaneity and self-selection 0 0 0 0 0 2 5 614
Composite Forecasting: An Integrated Approach and Optimality Reconsidered 0 0 0 0 0 0 0 173
Estimation of a Stratified Error-Components Model 0 0 0 31 0 0 0 200
Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence 0 0 0 21 0 0 1 111
Forecasting in the presence of large shocks 0 0 0 12 0 0 5 43
Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models 0 0 2 65 0 0 7 221
Learning and practicing econometrics: W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 4 12 63 1,951 8 29 147 3,923
On calculating estimates of stratified error-components models 0 0 0 2 0 0 0 30
On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances 0 0 0 53 0 0 1 255
On quasi maximum-likelihood estimation of dynamic panel data models 0 0 0 6 0 0 1 42
On the robustness of two alternatives to least squares: A Monte Carlo study 0 0 0 16 0 0 0 67
Partially adaptive estimation of nonlinear models via a normal mixture 0 0 0 8 0 0 0 45
Partially adaptive estimation via a normal mixture 0 0 0 33 0 0 2 101
Quantifying the Advantages of Forward Orthogonal Deviations for Long Time Series 0 0 0 0 1 1 7 7
Self-Selection and Tests for Bias and Risk in Mortgage Lending: Can You Price the Mortgage If You Don't Know the Process? 0 1 6 151 0 2 15 615
Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances 0 0 0 3 0 0 2 25
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 0 0 0 20 0 0 1 166
The equivalence of two-step first difference and forward orthogonal deviations GMM 0 3 3 3 5 11 11 11
Total Journal Articles 4 16 76 2,505 15 49 226 7,394


Statistics updated 2021-01-03