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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

Econometric Theory

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.140.187934517023050.060.08
19970.090.2274462179170110.150.09
19980.160.254022515324030.080.1
19990.230.313723311426070.190.15
20000.450.42462487735070.150.19
20010.40.41431828333070.160.16
20020.390.446231389350160.260.2
20030.460.4674203105480160.220.21
20040.430.516319913658070.110.23
20050.420.5461193137580240.390.24
20060.540.56576812467090.160.24
20070.30.455357118350150.280.21
20080.290.56991110320270.390.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

 

Most cited documents in this series:

(1) RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00 Multivariate Simultaneous Generalized ARCH (1995).
Cited: 192 times.

(2) RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00 Which Moments to Match? (1996).
Cited: 167 times.

(3) RePEc:cup:etheor:v:13:y:1997:i:05:p:747-754_00 Econometric Analysis of Panel Data (1997).
Cited: 164 times.

(4) RePEc:cup:etheor:v:12:y:1996:i:4:p:657-81 Which Moments to Match? ().
Cited: 120 times.

(5) RePEc:cup:etheor:v:11:y:1995:i:1:p:122-50 Multivariate Simultaneous Generalized ARCH. ().
Cited: 107 times.

(6) RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19 ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003).
Cited: 82 times.

(7) RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20 PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004).
Cited: 82 times.

(8) RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00 Estimating Multiple Breaks One at a Time (1997).
Cited: 77 times.

(9) RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00 Markov Chain Monte Carlo Simulation Methods in Econometrics (1996).
Cited: 75 times.

(10) RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00 Asymptotically Efficient Estimation of Cointegration Regressions (1991).
Cited: 72 times.

(11) RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00 Optimal Prediction Under Asymmetric Loss (1997).
Cited: 60 times.

(12) RePEc:cup:etheor:v:12:y:1996:i:3:p:409-31 Markov Chain Monte Carlo Simulation Methods in Econometrics. ().
Cited: 54 times.

(13) RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00 A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration (1994).
Cited: 53 times.

(14) RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00 Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator (1994).
Cited: 49 times.

(15) RePEc:cup:etheor:v:13:y:1997:i:3:p:315-52 Estimating Multiple Breaks One at a Time. ().
Cited: 48 times.

(16) RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS (2002).
Cited: 46 times.

(17) RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00 Inference in Models with Nearly Integrated Regressors (1995).
Cited: 46 times.

(18) RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582_15 THE NONSTATIONARY FRACTIONAL UNIT ROOT (1999).
Cited: 46 times.

(19) RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14 STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS (1998).
Cited: 45 times.

(20) RePEc:cup:etheor:v:13:y:1997:i:6:p:808-17 Optimal Prediction under Asymmetric Loss. ().
Cited: 44 times.

(21) RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18 NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (2002).
Cited: 43 times.

(22) RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY (2001).
Cited: 42 times.

(23) RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05 AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (2005).
Cited: 41 times.

(24) RePEc:cup:etheor:v:17:y:2001:i:04:p:686-710_17 ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (2001).
Cited: 40 times.

(25) RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00 Testing Identifiability and Specification in Instrumental Variable Models (1993).
Cited: 39 times.

(26) RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14 A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES (1998).
Cited: 38 times.

(27) RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (1999).
Cited: 38 times.

(28) RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00 Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power (1995).
Cited: 38 times.

(29) RePEc:cup:etheor:v:10:y:1994:i:1:p:95-115 A Residual-Based Test of the Null of Cointegration against the Alternative of No Cointegration. ().
Cited: 38 times.

(30) RePEc:cup:etheor:v:13:y:1997:i:06:p:818-848_00 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series (1997).
Cited: 38 times.

(31) RePEc:cup:etheor:v:7:y:1991:i:1:p:1-21 Asymptotically Efficient Estimation of Cointegration Regressions. ().
Cited: 38 times.

(32) RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00 Causality in the Long Run (1995).
Cited: 37 times.

(33) RePEc:cup:etheor:v:11:y:1995:i:5:p:1131-47 Inference in Models with Nearly Integrated Regressors. ().
Cited: 36 times.

(34) RePEc:cup:etheor:v:11:y:1995:i:03:p:560-586_00 Nonparametric Kernel Estimation for Semiparametric Models (1995).
Cited: 35 times.

(35) RePEc:cup:etheor:v:10:y:1994:i:05:p:849-866_00 Testing for Second-Order Stochastic Dominance of Two Distributions (1994).
Cited: 34 times.

(36) RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15 THE SIZE DISTORTION OF BOOTSTRAP TESTS (1999).
Cited: 33 times.

(37) RePEc:cup:etheor:v:11:y:1995:i:5:p:1148-71 Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. ().
Cited: 31 times.

(38) RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470_17 ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES (2001).
Cited: 31 times.

(39) RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18 TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (2002).
Cited: 27 times.

(40) RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE (1998).
Cited: 27 times.

(41) RePEc:cup:etheor:v:11:y:1995:i:05:p:984-1014_00 Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified (1995).
Cited: 27 times.

(42) RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (2004).
Cited: 27 times.

(43) RePEc:cup:etheor:v:8:y:1992:i:4:p:489-500 Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. ().
Cited: 25 times.

(44) RePEc:cup:etheor:v:18:y:2002:i:02:p:469-490_18 AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (2002).
Cited: 25 times.

(45) RePEc:cup:etheor:v:16:y:2000:i:02:p:176-199_16 TESTS OF COMMON STOCHASTIC TRENDS (2000).
Cited: 25 times.

(46) RePEc:cup:etheor:v:13:y:1997:i:05:p:667-678_00 Multiplicative Panel Data Models Without the Strict Exogeneity Assumption (1997).
Cited: 24 times.

(47) RePEc:cup:etheor:v:14:y:1998:i:02:p:222-259_14 TESTS FOR STRUCTURAL CHANGE IN COINTEGRATED SYSTEMS (1998).
Cited: 24 times.

(48) RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00 An LM Test for a Unit Root in the Presence of a Structural Change (1995).
Cited: 23 times.

(49) RePEc:cup:etheor:v:9:y:1993:i:04:p:539-569_00 Adaptive Estimation in ARCH Models (1993).
Cited: 23 times.

(50) RePEc:cup:etheor:v:8:y:1992:i:1:p:1-27 Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. ().
Cited: 22 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:aah:create:2008-37 Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data (2008). School of Economics and Management, University of Aarhus / CREATES Research Papers

(2) RePEc:aah:create:2008-50 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (2008). School of Economics and Management, University of Aarhus / CREATES Research Papers

(3) RePEc:aah:create:2008-62 Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility (2008). School of Economics and Management, University of Aarhus / CREATES Research Papers

(4) RePEc:bos:wpaper:wp2008-010 Testing for Breaks in Coefficients and Error Variance: Simulations and Applications (2008). Department of Economics, Boston University / Boston University Working Papers Series

(5) RePEc:bos:wpaper:wp2008-011 Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model (2008). Department of Economics, Boston University / Boston University Working Papers Series

(6) RePEc:col:000163:005087 Una nueva prueba para el parámetro de diferenciación fraccional (2008). REVISTA COLOMBIANA DE ESTADISTICA / Revista Colombiana de Estadística

(7) RePEc:dgr:umamet:2008048 Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests (2008). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(8) RePEc:eab:financ:1660 Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar (2008). East Asian Bureau of Economic Research / Finance Working Papers

(9) RePEc:eui:euiwps:eco2008/24 Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term (2008).

(10) RePEc:hst:ghsdps:gd08-006 Model Selection Criteria for the Leads-and-Lags Cointegrating Regression (2008). Institute of Economic Research, Hitotsubashi University / Global COE Hi-Stat Discussion Paper Series

(11) RePEc:ise:isegwp:wp182008 Persistence in Airline Accidents (2008). Department of Economics, Institute for Economics and Business Administration (ISEG), Technical University of Lisbon / Working Papers

(12) RePEc:kof:wpskof:08-189 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model (2008). Swiss Institute for Business Cycle Research (KOF), Swiss Federal Institute of Technology Zurich (ETH), / Working papers

(13) RePEc:nbr:nberwo:14447 Inferring Welfare Maximizing Treatment Assignment under Budget Constraints (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(14) RePEc:ner:maastr:urn:nbn:nl:ui:27-22287 Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling. (2008). Maastricht University / Open Access publications from Maastricht University

(15) RePEc:nuf:econwp:0806 Unit Root Testing with Unstable Volatility (2008). Economics Group, Nuffield College, University of Oxford / Economics Papers

(16) RePEc:oxf:wpaper:396 Parameter estimation in nonlinear AR-GARCH models (2008). University of Oxford, Department of Economics / Economics Series Working Papers

(17) RePEc:pad:wpaper:0064 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (2008). Marco Fanno Working Papers

(18) RePEc:pra:mprapa:11988 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation (2008). University Library of Munich, Germany / MPRA Paper

(19) RePEc:pra:mprapa:12008 Now, whose schools are really better (or weaker) than Germanys? A multiple testing approach (2008). University Library of Munich, Germany / MPRA Paper

(20) RePEc:pra:mprapa:6913 On the distribution of the adaptive LASSO estimator (2008). University Library of Munich, Germany / MPRA Paper

(21) RePEc:sca:scaewp:0805 Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar (2008). National University of Singapore, Department of Economics, SCAPE / SCAPE Policy Research Working Paper Series

(22) RePEc:spr:alstar:v:92:y:2008:i:1:p:91-99 Bias correction for the regression-based LM fractional integration test (2008). AStA Advances in Statistical Analysis

(23) RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471 Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling (2008). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research

(24) RePEc:ssb:dispap:539 Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations (2008). Research Department of Statistics Norway / Discussion Papers

(25) RePEc:uct:uconnp:2008-49 Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience (2008). University of Connecticut, Department of Economics / Working papers

(26) RePEc:zur:iewwpx:320 Robust Performance Hypothesis Testing with the Sharpe Ratio (2008). Institute for Empirical Research in Economics - IEW / IEW - Working Papers

(27) RePEc:zur:iewwpx:337 Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling (2008). Institute for Empirical Research in Economics - IEW / IEW - Working Papers

Recent citations received in: 2007

(1) RePEc:aah:aarhec:2007-16 A Statistical Programme Assignment Model (2007). Department of Economics, University of Aarhus / Department of Economics, Working Papers

(2) RePEc:cmf:wpaper:wp2007_0713 ON THE EFFICIENCY AND CONSISTENCY OF LIKELIHOOD ESTIMATION IN MULTIVARIATE CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS (2007). CEMFI / Working Papers

(3) RePEc:ctl:louvec:2007033 Theory and inference for a Markov switching GARCH model (2007). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

(4) RePEc:cwl:cwldpp:1595 Transition Modeling and Econometric Convergence Tests (2007). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(5) RePEc:hhs:osloec:2007_010 Long-term Outcomes of Vocational Rehabilitation Programs: Labor Market Transitions and Job Durations for Immigrants (2007). Oslo University, Department of Economics / Memorandum

(6) RePEc:hhs:osloec:2007_013 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions (2007). Oslo University, Department of Economics / Memorandum

(7) RePEc:iea:carech:0709 Theory and inference for a Markov switching Garch model. (2007). HEC Montréal, Institut d'économie appliquée / Cahiers de recherche

(8) RePEc:inu:caeprp:2007019 Detecting Misspecifications in Autoregressive Conditional Duration Models (2007). Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington / Caepr Working Papers

(9) RePEc:iza:izadps:dp2877 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(10) RePEc:iza:izadps:dp3165 A Statistical Programme Assignment Model (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(11) RePEc:lvl:lacicr:0733 Theory and Inference for a Markov-Switching GARCH Model (2007).

(12) RePEc:not:notgts:06/03 Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] (2007). University of Nottingham, Granger Centre for Time Series Econometrics / Discussion Papers

(13) RePEc:not:notgts:07/03 Unit root testing in practice: dealing with uncertainty over the trend and initial condition (2007). University of Nottingham, Granger Centre for Time Series Econometrics / Discussion Papers

(14) RePEc:pra:mprapa:11980 Specification testing in discretized diffusion models: Theory and practice (2007). University Library of Munich, Germany / MPRA Paper

(15) RePEc:pra:mprapa:2744 A Gravity approach to evaluate the significance of trade liberalization in vertically-related goods in the presence of non-tariff barriers (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(2) RePEc:cor:louvco:2006068 A GARCH (1,1) estimator with (almost) no moment conditions on the error term (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(3) RePEc:cor:louvco:2006071 Asymptotic theory for a factor GARCH model (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(4) RePEc:cwl:cwldpp:1594 Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression (2006). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(5) RePEc:dgr:uvatin:20060078 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

(6) RePEc:hum:wpaper:sfb649dp2006-012 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers

(7) RePEc:msh:ebswps:2006-20 Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(8) RePEc:qed:wpaper:1029 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach (2006). Queen's University, Department of Economics / Working Papers

(9) RePEc:qed:wpaper:1101 Simple (but effective) tests of long memory versus structural breaks (2006). Queen's University, Department of Economics / Working Papers

Recent citations received in: 2005

(1) RePEc:ags:aaea05:19558 In Search of the Bank Lending Channel: Causality Analysis for the Transmission Mechanism of U.S. Monetary Policy (2005). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2005 Annual meeting, July 24-27, Provide

(2) RePEc:bfr:banfra:122 Break in the Mean and Persistence of Inflation: a Sectoral Analysis of French CPI. (2005). Banque de France / Documents de Travail

(3) RePEc:bri:uobdis:05/580 What determines financial development? (2005). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers

(4) RePEc:cfr:cefirw:w0069 Optimal Instruments in Time Series: A Survey (2005). Center for Economic and Financial Research / CEFIR Working Papers

(5) RePEc:cpr:ceprdp:5279 Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(6) RePEc:ecb:ecbwps:20050463 Break in the mean and persistence of inflation - a sectoral analysis of French CPI (2005). European Central Bank / Working Paper Series

(7) RePEc:han:dpaper:dp-327 Empirical likelihood confidence intervals for the mean of a long-range dependent process (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(8) RePEc:hhs:rbnkwp:0189 Bayesian Inference of General Linear Restrictions on the Cointegration Space (2005). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(9) RePEc:ifs:cemmap:13/05 Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(10) RePEc:ifs:cemmap:18/05 GMM with many weak moment conditions (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(11) RePEc:ihs:ihsesp:174 Autoregressive Approximations of Multiple Frequency I(1) Processes (2005). Institute for Advanced Studies / Economics Series

(12) RePEc:mlb:wpaper:949 Computing the Distributions of Economic Models Via Simulation (2005). The University of Melbourne / Department of Economics - Working Papers Series

(13) RePEc:ner:leuven:urn:hdl:123456789/122703 An asymptotic theory for model selection inference in general semiparametric problems. (2005). Katholieke Universiteit Leuven / Open Access publications from Katholieke Universiteit Leuven

(14) RePEc:ner:oxford:http://economics.ouls.ox.ac.uk/10417/ A Dialogue Concerning a New Instrument for Econometric Modeling.. (2005). University of Oxford / Open Access publications from University of Oxford

(15) RePEc:pit:wpaper:208 Exponential Tilting With Weak Instruments (2005). University of Pittsburgh, Department of Economics / Working Papers

(16) RePEc:taf:applec:v:37:y:2005:i:20:p:2335-2347 Testing mean reversion in target-zone exchange rates (2005). Applied Economics

(17) RePEc:tcb:wpaper:0501 A Dynamic Model of Central Bank Intervention (2005). Research and Monetary Policy Department, Central Bank of the Republic of Turkey / Working Papers

(18) RePEc:ubi:deawps:11 Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers

(19) RePEc:ubi:deawps:12 Asymmetric Multivariate Stochastic Volatility (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers

(20) RePEc:ubi:deawps:14 Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (2005). Universitat de les Illes Balears, Departament d'Economía Aplicada / DEA Working Papers

(21) RePEc:wpa:wuwpem:0503014 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis (2005). EconWPA / Econometrics

(22) RePEc:wpa:wuwpem:0509017 Exponential Tilting with Weak Instruments: Estimation and Testing (2005). EconWPA / Econometrics

(23) RePEc:wpa:wuwpem:0510005 What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth (2005). EconWPA / Econometrics

(24) RePEc:wpa:wuwpif:0503006 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (2005). EconWPA / International Finance

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