Collin S. Philipps

Collin Philipps teaches economics and econometrics at the University of Illinois Urbana-Champaign and at Illinois State University in Normal, Illinois. His research is primarily related to econometric theory with an eye towards innovative methodologies in macroeconomics, energy economics, and economic development.

He is best known for his work on expectile regression and macroeconomic time series.

Research

"When expectiles are BLUE" Link.

"Does the Government Spending Multiplier Depend on the Business Cycle?" with S. Laumer. Link.

"Modifying the Gaussian kernel for kernel density estimation with censoring" Link.

"Quasi-Maximum Likelihood Estimation for Conditional Expectiles" Link to preliminary version.

"Estimating Forecasters' Loss Functions" with M. Shin

"The Aigner et al. MLE is not the Expectile MLE". Link.



Quantile & Expectile Notes

"Expectiles Three Ways" Link.

"OLS Three Ways" Link.

"Expectiles" (book) Chapter 1 Preview, Chapter 2 Preview

Links to academic expectile papers are in the Research section above.

Teaching

Current Courses

Econ 475: Economic Forecasting (Link to main page)

Past courses

Spring 2019 Econ 475: Economic Forecasting

Spring 2019 Econ 105: Principles of Economics

Fall 2018 Econ 475: Economic Forecasting

Spring 2018 Econ 475: Economic Forecasting

Fall 2017 Econ 475: Economic Forecasting

Spring 2017 Econ 302: Intermediate Microeconomics

Spring 2017 Econ 105: Principles of Economics

Fall 2016 Econ 102: Microeconomic Principles

Spring 2015 Econ 103: Individual and Social Choice

Spring 2015 Econ 238: Using Regression & Econometric Methods

Fall 2014 Econ 236: Economics of Energy and Public Policy

Fall 2014 Econ 210: Comparative Economic Systems

Granville

The Philipps family emigrated from South Wales and settled the Welsh Hills area of Ohio in 1801. This colony became the town of Granville.

Link to an old-fashioned website about the Philipps settlers.

The Philipps family homestead was recently used as a filming location for a movie starring Bruce Willis and Hayden Christensen.