Most cited documents in this series:

Year	Title	Cited
1994	High-Wage Workers and High-Wage Firms RePEc:cir:cirwor:94s-23 [Citation Analysis]	127
2001	Marriage Market, Divorce Legislation and Household Labor Supply RePEc:cir:cirwor:2001s-16 [Citation Analysis]	69
2002	Unobserved Ability and the Return to Schooling RePEc:cir:cirwor:2002s-19 [Citation Analysis]	42
2004	The MIDAS Touch: Mixed Data Sampling Regression Models RePEc:cir:cirwor:2004s-20 [Citation Analysis]	36
1998	Job Characteristics and the Form of Compensation RePEc:cir:cirwor:98s-08 [Citation Analysis]	34
2000	Temporal Aggregation of Volatility Models RePEc:cir:cirwor:2000s-22 [Citation Analysis]	32
2000	Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results RePEc:cir:cirwor:2000s-19 [Citation Analysis]	30
2001	The Unreliability of Output Gap Estimates in Real Time RePEc:cir:cirwor:2001s-57 [Citation Analysis]	26
1995	Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID RePEc:cir:cirwor:95s-26 [Citation Analysis]	24
1997	Methods of Pay and Earnings: A Longitudinal Analysis RePEc:cir:cirwor:97s-14 [Citation Analysis]	24
2004	The Determinants of Credit Default Swap Premia RePEc:cir:cirwor:2004s-55 [Citation Analysis]	24
2001	An Eigenfunction Approach for Volatility Modeling RePEc:cir:cirwor:2001s-70 [Citation Analysis]	23
2003	Identification, Weak Instruments and Statistical Inference in Econometrics RePEc:cir:cirwor:2003s-49 [Citation Analysis]	23
2006	Innovativity: A Comparison Across Seven European Countries RePEc:cir:cirwor:2006s-11 [Citation Analysis]	22
2003	The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time RePEc:cir:cirwor:2003s-01 [Citation Analysis]	21
2004	Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies RePEc:cir:cirwor:2004s-19 [Citation Analysis]	21
2002	What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2 RePEc:cir:cirwor:2002s-25 [Citation Analysis]	20
2004	The Econometrics of Option Pricing RePEc:cir:cirwor:2004s-04 [Citation Analysis]	20
2003	Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form RePEc:cir:cirwor:2003s-17 [Citation Analysis]	19
1994	Environmental Risks and Bank Liability RePEc:cir:cirwor:94s-22 [Citation Analysis]	18
1997	Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints RePEc:cir:cirwor:97s-12 [Citation Analysis]	18
2001	Nonlinear Features of Realized FX Volatility RePEc:cir:cirwor:2001s-42 [Citation Analysis]	18
2001	Forecasting Some Low-Predictability Time Series Using Diffusion Indices RePEc:cir:cirwor:2001s-46 [Citation Analysis]	18
2000	Towards an Innovation Intensity Index: The Case of CIS 1 in Denmark and Ireland RePEc:cir:cirwor:2000s-20 [Citation Analysis]	16
2003	Backtesting Value-at-Risk: A Duration-Based Approach RePEc:cir:cirwor:2003s-05 [Citation Analysis]	16
1995	Environmental Protection, Producer Insolvency and Lender Liability RePEc:cir:cirwor:95s-50 [Citation Analysis]	16
1996	Markov Perfect Nash Equilibria in a Class of Resource Games RePEc:cir:cirwor:96s-15 [Citation Analysis]	15
2002	Comparative Advantage, Learning, and Sectoral Wage Determination RePEc:cir:cirwor:2002s-35 [Citation Analysis]	15
1995	On Stable Factor Structures in the Pricing of Risk RePEc:cir:cirwor:95s-16 [Citation Analysis]	14
2002	Alternative Models for Stock Price Dynamics RePEc:cir:cirwor:2002s-58 [Citation Analysis]	14
1995	Market Time and Asset Price Movements Theory and Estimation RePEc:cir:cirwor:95s-32 [Citation Analysis]	14
2002	Analytic Evaluation of Volatility Forecasts RePEc:cir:cirwor:2002s-90 [Citation Analysis]	13
1995	Empirical Martingale Simulation for Asset Prices RePEc:cir:cirwor:95s-43 [Citation Analysis]	13
2001	The Public-Private Sector Risk-Sharing in the French Insurance Cat. Nat. System RePEc:cir:cirwor:2001s-60 [Citation Analysis]	13
2003	Short Run and Long Run Causality in Time Series: Inference RePEc:cir:cirwor:2003s-61 [Citation Analysis]	13
2004	Saving Decisions of the Working Poor: Short-and Long-Term Horizons RePEc:cir:cirwor:2004s-45 [Citation Analysis]	13
2002	Testing Normality: A GMM Approach RePEc:cir:cirwor:2002s-63 [Citation Analysis]	13
1999	Stochastic Volatility: Univariate and Multivariate Extensions RePEc:cir:cirwor:99s-26 [Citation Analysis]	12
1999	Mobility and Cooperation: On the Run RePEc:cir:cirwor:99s-24 [Citation Analysis]	12
1999	A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation RePEc:cir:cirwor:99s-48 [Citation Analysis]	12
2001	Testing and Comparing Value-at-Risk Measures RePEc:cir:cirwor:2001s-03 [Citation Analysis]	11
1995	Are the Effects of Monetary Policy Asymmetric? RePEc:cir:cirwor:95s-06 [Citation Analysis]	11
2004	Estimation Risk in Financial Risk Management RePEc:cir:cirwor:2004s-15 [Citation Analysis]	11
1997	Efficiency Inducing Taxation for Polluting Oligopolists RePEc:cir:cirwor:97s-21 [Citation Analysis]	11
1995	Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects RePEc:cir:cirwor:95s-31 [Citation Analysis]	11
2002	Trust and Reputation Building in E-Commerce RePEc:cir:cirwor:2002s-75 [Citation Analysis]	10
2006	Persistence of Innovation in Dutch Manufacturing: Is it Spurious? RePEc:cir:cirwor:2006s-04 [Citation Analysis]	10
2002	Selective Penalization Of Polluters: An Inf-Convolution Approach RePEc:cir:cirwor:2002s-40 [Citation Analysis]	10
1997	Do Canadian Firms Respond to Fiscal Incentives to Research and Development? RePEc:cir:cirwor:97s-34 [Citation Analysis]	10
2006	Do Wealth Differences Affect Fairness Considerations? RePEc:cir:cirwor:2006s-13 [Citation Analysis]	10

Citing documents used to compute impact factor 12:

Year	Title	See
2010	Model averaging in economics RePEc:pra:mprapa:26047	[Citation Analysis]
2010	Students t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae RePEc:arx:papers:1003.1344	[Citation Analysis]
2010	Multivariate Option Pricing with Time Varying Volatility and Correlations RePEc:lvl:lacicr:1020	[Citation Analysis]
2010	Multivariate Option Pricing With Time Varying Volatility and Correlations RePEc:cir:cirwor:2010s-23	[Citation Analysis]
2010	Multivariate Option Pricing with Time Varying Volatility and Correlations RePEc:aah:create:2010-19	[Citation Analysis]
2010	Intergovernmental Transfers and Re-Election Concerned Politicians RePEc:pra:mprapa:27204	[Citation Analysis]
2010	Determinants of fiscal decentralization: political economy aspects RePEc:ieb:wpaper:2010/4/doc2010-7	[Citation Analysis]
2010	Physician Resource Planning in Canada: The Need for a Stronger Behavioural Foundation RePEc:cpp:issued:v:36:y:2010:i:3:p:359-375	[Citation Analysis]
2010	Optimal liability sharing and court errors: an exploratory analysis RePEc:hal:wpaper:hal-00463913	[Citation Analysis]
2010	From Pigou to Extended Liability: On the Optimal Taxation of Externalities under Imperfect Financial Markets. RePEc:ner:toulou:http://neeo.univ-tlse1.fr/2595/	[Citation Analysis]
2010	Optimal Liability Sharing and Court Errors : An Exploratory Analysis RePEc:mtl:montec:05-2010	[Citation Analysis]
2010	Optimal Liability Sharing and Court Errors: An Exploratory Analysis RePEc:ces:ceswps:_3073	[Citation Analysis]

Cites in year: CiY