Citation Profile: Journal of Econometrics / Elsevier Science Economics Articles Archive

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Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

Journal of Econometrics / Elsevier Science Economics Articles Archive

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
1990	0.15	0.08	83	3067	127	19	0	3	0.04	0.04
1991	0.26	0.08	71	1253	148	39	0	12	0.17	0.04
1992	0.18	0.08	66	4226	154	28	0	12	0.18	0.04
1993	0.23	0.09	97	1946	137	31	0	12	0.12	0.05
1994	0.39	0.1	83	2835	163	63	0	15	0.18	0.05
1995	0.62	0.19	83	4619	180	112	17.9	25	0.3	0.07
1996	0.68	0.23	103	4175	166	113	15.9	54	0.52	0.1
1997	0.74	0.29	107	2966	186	138	18.8	35	0.33	0.1
1998	0.8	0.29	111	4436	210	167	14.4	27	0.24	0.11
1999	0.74	0.34	53	1965	218	161	5.6	22	0.42	0.15
2000	1.46	0.43	85	1994	164	240	7.9	51	0.6	0.17
2001	1.33	0.45	91	2339	138	183	14.8	49	0.54	0.17
2002	1.22	0.46	97	3020	176	214	11.2	72	0.74	0.21
2003	1.82	0.48	95	3393	188	343	6.1	110	1.16	0.21
2004	2.34	0.55	90	1895	192	449	2.2	96	1.07	0.23
2005	2.34	0.57	83	1927	185	433	3.5	120	1.45	0.24
2006	2.27	0.54	130	2442	173	393	6.9	162	1.25	0.22
2007	2.13	0.48	187	2475	213	454	6.6	168	0.9	0.19
2008	2.48	0.5	168	1451	317	786	6.7	142	0.85	0.22
2009	1.87	0.51	104	567	355	663	6.5	69	0.66	0.21
2010	1.35	0.46	145	630	272	366	9.6	104	0.72	0.17
2011	1.57	0.64	146	481	249	391	6.6	151	1.03	0.26

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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Main indicators

Most cited documents in this series:

Year Title Cited
1986 Generalized autoregressive conditional heteroskedasticity
RePEc:eee:econom:v:31:y:1986:i:3:p:307-327 [Citation Analysis] 2317
1998 Initial conditions and moment restrictions in dynamic panel data models
RePEc:eee:econom:v:87:y:1998:i:1:p:115-143 [Citation Analysis] 2153
1992 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178 [Citation Analysis] 1573
1995 Another look at the instrumental variable estimation of error-components models
RePEc:eee:econom:v:68:y:1995:i:1:p:29-51 [Citation Analysis] 1559
2003 Testing for unit roots in heterogeneous panels
RePEc:eee:econom:v:115:y:2003:i:1:p:53-74 [Citation Analysis] 1342
1977 Formulation and estimation of stochastic frontier production function models
RePEc:eee:econom:v:6:y:1977:i:1:p:21-37 [Citation Analysis] 1156
2002 Unit root tests in panel data: asymptotic and finite-sample properties
RePEc:eee:econom:v:108:y:2002:i:1:p:1-24 [Citation Analysis] 1051
1992 ARCH modeling in finance : A review of the theory and empirical evidence
RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59 [Citation Analysis] 880
1974 Spurious regressions in econometrics
RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 [Citation Analysis] 740
1995 Estimating long-run relationships from dynamic heterogeneous panels
RePEc:eee:econom:v:68:y:1995:i:1:p:79-113 [Citation Analysis] 663
1996 Impulse response analysis in nonlinear multivariate models
RePEc:eee:econom:v:74:y:1996:i:1:p:119-147 [Citation Analysis] 569
1982 On the estimation of technical inefficiency in the stochastic frontier production function model
RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238 [Citation Analysis] 531
1986 Random group effects and the precision of regression estimates
RePEc:eee:econom:v:32:y:1986:i:3:p:385-397 [Citation Analysis] 519
1982 Formulation and estimation of dynamic models using panel data
RePEc:eee:econom:v:18:y:1982:i:1:p:47-82 [Citation Analysis] 487
1976 Exact and superlative index numbers
RePEc:eee:econom:v:4:y:1976:i:2:p:115-145 [Citation Analysis] 440
2005 A finite sample correction for the variance of linear efficient two-step GMM estimators
RePEc:eee:econom:v:126:y:2005:i:1:p:25-51 [Citation Analysis] 439
1981 Panel data and unobservable individual effects
RePEc:eee:econom:v:16:y:1981:i:1:p:155-155 [Citation Analysis] 434
1986 Errors in variables in panel data
RePEc:eee:econom:v:31:y:1986:i:1:p:93-118 [Citation Analysis] 421
1992 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244 [Citation Analysis] 395
1995 Statistical inference in vector autoregressions with possibly integrated processes
RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250 [Citation Analysis] 379
1988 Limited information estimators and exogeneity tests for simultaneous probit models
RePEc:eee:econom:v:39:y:1988:i:3:p:347-366 [Citation Analysis] 371
1988 Some recent development in a concept of causality
RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211 [Citation Analysis] 371
1987 Forecasting and testing in co-integrated systems
RePEc:eee:econom:v:35:y:1987:i:1:p:143-159 [Citation Analysis] 369
1997 Further evidence on breaking trend functions in macroeconomic variables
RePEc:eee:econom:v:80:y:1997:i:2:p:355-385 [Citation Analysis] 357
1996 Long memory processes and fractional integration in econometrics
RePEc:eee:econom:v:73:y:1996:i:1:p:5-59 [Citation Analysis] 353
1996 Residual-based tests for cointegration in models with regime shifts
RePEc:eee:econom:v:70:y:1996:i:1:p:99-126 [Citation Analysis] 348
1999 Spurious regression and residual-based tests for cointegration in panel data
RePEc:eee:econom:v:90:y:1999:i:1:p:1-44 [Citation Analysis] 346
1981 Some properties of time series data and their use in econometric model specification
RePEc:eee:econom:v:16:y:1981:i:1:p:121-130 [Citation Analysis] 344
1996 Fractionally integrated generalized autoregressive conditional heteroskedasticity
RePEc:eee:econom:v:74:y:1996:i:1:p:3-30 [Citation Analysis] 343
1995 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
RePEc:eee:econom:v:68:y:1995:i:1:p:53-78 [Citation Analysis] 339
1990 Seasonal integration and cointegration
RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238 [Citation Analysis] 333
1986 Understanding spurious regressions in econometrics
RePEc:eee:econom:v:33:y:1986:i:3:p:311-340 [Citation Analysis] 332
1994 On discrimination and the decomposition of wage differentials
RePEc:eee:econom:v:61:y:1994:i:1:p:5-21 [Citation Analysis] 329
1980 Long memory relationships and the aggregation of dynamic models
RePEc:eee:econom:v:14:y:1980:i:2:p:227-238 [Citation Analysis] 328
2005 Does matching overcome LaLondes critique of nonexperimental estimators?
RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353 [Citation Analysis] 327
1990 Analysis of time series subject to changes in regime
RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70 [Citation Analysis] 320
1994 Autoregressive conditional heteroskedasticity and changes in regime
RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333 [Citation Analysis] 319
1994 Five alternative methods of estimating long-run equilibrium relationships
RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233 [Citation Analysis] 317
2001 A real-time data set for macroeconomists
RePEc:eee:econom:v:105:y:2001:i:1:p:111-130 [Citation Analysis] 276
1990 Alternative models for conditional stock volatility
RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290 [Citation Analysis] 275
1982 The use of time series processes to model the error structure of earnings in a longitudinal data analysis
RePEc:eee:econom:v:18:y:1982:i:1:p:83-114 [Citation Analysis] 275
1992 Maximum likelihood estimation of stationary univariate fractionally integrated time series models
RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188 [Citation Analysis] 262
1985 Panel data from time series of cross-sections
RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126 [Citation Analysis] 259
2003 Testing for a unit root in the nonlinear STAR framework
RePEc:eee:econom:v:112:y:2003:i:2:p:359-379 [Citation Analysis] 259
2001 Tests of equal forecast accuracy and encompassing for nested models
RePEc:eee:econom:v:105:y:2001:i:1:p:85-110 [Citation Analysis] 258
2003 What is an oil shock?
RePEc:eee:econom:v:113:y:2003:i:2:p:363-398 [Citation Analysis] 258
1988 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data
RePEc:eee:econom:v:38:y:1988:i:3:p:387-399 [Citation Analysis] 250
1985 Alternative methods for evaluating the impact of interventions : An overview
RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267 [Citation Analysis] 247
1995 Efficient estimation of models for dynamic panel data
RePEc:eee:econom:v:68:y:1995:i:1:p:5-27 [Citation Analysis] 246
2001 Long memory and regime switching
RePEc:eee:econom:v:105:y:2001:i:1:p:131-159 [Citation Analysis] 245

Citing documents used to compute impact factor 391:

Year Title See
2011 Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
RePEc:eee:csdana:v:55:y:2011:i:2:p:1008-1017 [Citation Analysis]
2011 Human Capital and the Quantity-Quality Trade-Off during the Demographic Transition: New Evidence from Ireland
RePEc:ucn:wpaper:201113 [Citation Analysis]
2011 Understanding the effects of violent video games on violent crime
RePEc:zbw:zewdip:11042 [Citation Analysis]
2011 Assessing the evidence on neighborhood effects from moving to opportunity
RePEc:fip:fedcwp:1122 [Citation Analysis]
2011 From Correlation to Granger Causality
RePEc:een:crwfrp:1113 [Citation Analysis]
2011 Regression Discontinuity Marginal Threshold Treatment Effects
RePEc:irv:wpaper:111205 [Citation Analysis]
2011 Essay on Four Issues in Public Policy Evaluation.
RePEc:ner:sciepo:info:hdl:2441/53r60a8s3kup1vc9je5h30d2n [Citation Analysis]
2011 Criminal Networks: Who is the Key Player?
RePEc:cpr:ceprdp:8185 [Citation Analysis]
2011 Peer Effects in Education, Sport, and Screen Activities: Local Aggregate or Local Average?
RePEc:cpr:ceprdp:8477 [Citation Analysis]
2011 Dynamic Aspects of Teenage Friendships and Educational Attainment
RePEc:cpr:ceprdp:8223 [Citation Analysis]
2011 Parametric Conditional Monte Carlo Density Estimation
RePEc:acb:cbeeco:2011-562 [Citation Analysis]
2011 Nonparametric model validations for hidden Markov models with applications in financial econometrics
RePEc:eee:econom:v:162:y:2011:i:2:p:225-239 [Citation Analysis]
2011 Hierarchical shrinkage in time-varying parameter models
RePEc:pra:mprapa:31827 [Citation Analysis]
2011 Characterizing economic trends by Bayesian stochastic model specification search
RePEc:aah:create:2011-16 [Citation Analysis]
2011 Bayesian stochastic model specification search for seasonal and calendar effects
RePEc:aah:create:2011-08 [Citation Analysis]
2011 Hierarchical Shrinkage in Time-Varying Parameter Models
RePEc:rim:rimwps:35_11 [Citation Analysis]
2011 Stochastic trends and seasonality in economic time series: new evidence from Bayesian stochastic model specification search
RePEc:syb:wpbsba:07/2011 [Citation Analysis]
2011 Bayesian Factor Selection in Dynamic Term Structure Models
RePEc:ebl:ecbull:eb-11-00245 [Citation Analysis]
2011 Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
RePEc:usg:econwp:2011:38 [Citation Analysis]
2011 How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
RePEc:spr:alstar:v:95:y:2011:i:3:p:253-291 [Citation Analysis]
2011 Demand for Hospital Care and Private Health Insurance in a Mixed PublicâPrivate System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
RePEc:iae:iaewps:wp2011n22 [Citation Analysis]
2011 A Structural Approach for Testing Causality
RePEc:erh:journl:v:3:y:2011:i:2:p:1-12 [Citation Analysis]
2011 Modelling Rating Transitions
RePEc:zbw:vfsc11:48698 [Citation Analysis]
2011 Learning generates Long Memory
RePEc:ebg:essewp:dr-11013 [Citation Analysis]
2011 Learning generates Long Memory
RePEc:hal:journl:hal-00661012 [Citation Analysis]
2011 Empirical Economic Model Discovery and Theory Evaluation
RePEc:rmm:journl:v:2:y:2011:i:46 [Citation Analysis]
2011 Fiscal News and Macroeconomic Volatility
RePEc:bon:bonedp:bgse08_2011 [Citation Analysis]
2011 Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models
RePEc:tor:tecipa:tecipa-438 [Citation Analysis]
2011 Policy Risk and the Business Cycle
RePEc:bon:bonedp:bgse06_2011 [Citation Analysis]
2011 Do Frictions Matter in the Labor Market? Accessions, Separations and Minimum Wage Effects
RePEc:iza:izadps:dp5811 [Citation Analysis]
2011 Do Frictions Matter in the Labor Market? Accessions, Separations, and Minimum Wage Effects
RePEc:cdl:indrel:qt4t3342nd [Citation Analysis]
2011 Productivity shocks and aggregate fluctuations in an estimated endogenous growth model with human capital
RePEc:gla:glaewp:2011_20 [Citation Analysis]
2011 Productivity Shocks and Aggregate Fluctuations in an Estimated Endogenous Growth Model with Human Capital
RePEc:ces:ceswps:_3567 [Citation Analysis]
2011 Assimilating Immigrants: The Impact of an Integration Program
RePEc:nor:wpaper:2011015 [Citation Analysis]
2011 Wage Effects of On-the-Job Training: A Meta-Analysis
RePEc:iza:izadps:dp6077 [Citation Analysis]
2011 Human capital and state-level economic growth: what is the contribution of schooling?
RePEc:spr:anresc:v:47:y:2011:i:1:p:195-211 [Citation Analysis]
2011 Large panels with common factors and spatial correlation
RePEc:eee:econom:v:161:y:2011:i:2:p:182-202 [Citation Analysis]
2011 GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity
RePEc:eee:regeco:v:41:y:2011:i:5:p:487-497 [Citation Analysis]
2011 Minimum Wages and Teen Employment: A Spatial Panel Approach
RePEc:iza:izadps:dp5933 [Citation Analysis]
2011 Spatial econometrics of innovation: Recent contributions and research perspectives
RePEc:hal:wpaper:halshs-00605056 [Citation Analysis]
2011 Discussion: Applications and Innovations in Spatial Econometrics
RePEc:ags:joaaec:113519 [Citation Analysis]
2011 Within and Between Panel Cointegration in the German Regional Output-Trade-FDI Nexus
RePEc:wiw:wiwrsa:ersa11p1258 [Citation Analysis]
2011 Parameter spaces for stationary DGPs in spatial econometric modelling
RePEc:wiw:wiwrsa:ersa11p1147 [Citation Analysis]
2011 Do EU15 countries compete over labour taxes?
RePEc:rug:rugwps:11/750 [Citation Analysis]
2011 Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
RePEc:bfr:banfra:334 [Citation Analysis]
2011 Breaking Trends and the Prebisch-Singer Hypothesis: A Further Investigation
RePEc:ags:eaae11:120387 [Citation Analysis]
2011 Inference of Signs of Interaction Effects in Simultaneous Games with Incomplete Information, Second Version
RePEc:pen:papers:11-003 [Citation Analysis]
2011 Capital Punishment and Deterrence: Understanding Disparate Results
RePEc:hka:wpaper:2012-005 [Citation Analysis]
2011 Aggregation in Large Dynamic Panels
RePEc:ces:ceswps:_3346 [Citation Analysis]
2011 Aggregation in large dynamic panels
RePEc:fip:feddgw:101 [Citation Analysis]
2011 On the Applicability of the Sieve Bootstrap in Time series Panels
RePEc:dgr:umamet:2011055 [Citation Analysis]
2011 Resources, innovation and growth in the global economy
RePEc:eee:moneco:v:58:y:2011:i:4:p:387-399 [Citation Analysis]
2011 Estimating VARs sampled at mixed or irregular spaced frequencies : a Bayesian approach
RePEc:fip:fedkrw:rwp11-11 [Citation Analysis]
2011 Growth and chronic poverty: Evidence from rural communities in Ethiopia
RePEc:csa:wpaper:2011-18 [Citation Analysis]
2011 U-MIDAS: MIDAS regressions with unrestricted lag polynomials
RePEc:zbw:bubdp1:201135 [Citation Analysis]
2011 Advances in Forecasting Under Instability
RePEc:duk:dukeec:11-20 [Citation Analysis]
2011 Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
RePEc:eee:empfin:v:18:y:2011:i:4:p:765-778 [Citation Analysis]
2011 Brownian motion vs. pure-jump processes for individual stocks
RePEc:ebl:ecbull:eb-11-00669 [Citation Analysis]
2011 Realized Laplace transforms for estimation of jump diffusive volatility models
RePEc:eee:econom:v:164:y:2011:i:2:p:367-381 [Citation Analysis]
2011 Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX
RePEc:aah:create:2011-49 [Citation Analysis]
2011 Hedging vs. speculative pressures on commodity futures returns
RePEc:pra:mprapa:28229 [Citation Analysis]
2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
RePEc:ces:ceswps:_3525 [Citation Analysis]
2011 Price Discovery and Trade Fragmentation in a Multi-Market Environment: Evidence from the MTS System
RePEc:diw:diwwpp:dp1139 [Citation Analysis]
2011 Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets
RePEc:eee:finmar:v:14:y:2011:i:1:p:82-108 [Citation Analysis]
2011 The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress.
RePEc:ner:carlos:info:hdl:10016/13814 [Citation Analysis]
2011 A new method of projection-based inference in GMM with weakly identified nuisance parameters
RePEc:eee:econom:v:164:y:2011:i:2:p:239-251 [Citation Analysis]
2011 Efficient high-dimensional importance sampling in mixture frameworks
RePEc:zbw:cauewp:201111 [Citation Analysis]
2011 The first line of defense: the discount window during the early stages of the financial crisis
RePEc:fip:fedgfe:2011-23 [Citation Analysis]
2011 Temporary Agency Work and Firm Competitiveness: Evidence from German Manufacturing Firms
RePEc:diw:diwwpp:dp1135 [Citation Analysis]
2011 The Effect of Health and Employment Risks on Precautionary Savings
RePEc:diw:diwwpp:dp1167 [Citation Analysis]
2011 The Effect of Health and Employment Risks on Precautionary Savings
RePEc:diw:diwsop:diw_sp408 [Citation Analysis]
2011 DesempeÃ±o de las empresas y factores institucionales en Colombia, 2002-2007
RePEc:rei:ecoins:v:13:y:2011:i:25:p:179-198 [Citation Analysis]
2011 R&D subsidies and the performance of high-tech start-ups
RePEc:eee:ecolet:v:112:y:2011:i:1:p:97-99 [Citation Analysis]
2011 Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects
RePEc:rpp:wpaper:1113 [Citation Analysis]
2011 Venture capital financing and the growth of high-tech start-ups: Disentangling treatment from selection effects
RePEc:eee:respol:v:40:y:2011:i:7:p:1028-1043 [Citation Analysis]
2011 Does the Sector Experience Affect the Pay Gap for Temporary Agency Workers?
RePEc:hhs:aareco:2011_009 [Citation Analysis]
2011 Does the Sector Experience Affect the Pay Gap for Temporary Agency Workers?
RePEc:iza:izadps:dp5837 [Citation Analysis]
2011 The location pattern of FDI in Mexico after NAFTA
RePEc:wiw:wiwrsa:ersa10p804 [Citation Analysis]
2011 Wage spillovers across sectors in Eastern Europe
RePEc:eec:wpaper:1122 [Citation Analysis]
2011 Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008
RePEc:ins:quaeco:qf1113 [Citation Analysis]
2011 Indirect Likelihood Inference
RePEc:cpm:dynare:008 [Citation Analysis]
2011 Indirect likelihood inference
RePEc:bge:wpaper:558 [Citation Analysis]
2011 Folklore Theorems, Implicit Maps and New Unit Root Limit Theory
RePEc:cwl:cwldpp:1781 [Citation Analysis]
2011 Indirect likelihood inference
RePEc:aub:autbar:874.11 [Citation Analysis]
2011 Indirect Inference Based on the Score
RePEc:hai:wpaper:201109 [Citation Analysis]
2011 A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions
RePEc:kap:jecgro:v:16:y:2011:i:3:p:215-255 [Citation Analysis]
2011 Education or just Creativity: what matters most for economic performance?
RePEc:wiw:wiwrsa:ersa11p199 [Citation Analysis]
2011 Productivity growth in the Old and New Europe: the role of agglomeration externalities
RePEc:wiw:wiwrsa:ersa11p200 [Citation Analysis]
2011 Relationship between value of open space and distance from housing locations within a community
RePEc:kap:jgeosy:v:13:y:2011:i:4:p:393-414 [Citation Analysis]
2011 The impact of third-country effects and economic integration on Chinas outward FDI
RePEc:eee:ecmode:v:28:y:2011:i:5:p:2154-2163 [Citation Analysis]
2011 From SpaceStat to CyberGIS: Twenty Years of Spatial Data Analysis Software
RePEc:asg:wpaper:1047 [Citation Analysis]
2011 The spatial and temporal diffusion of house prices in the UK
RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23 [Citation Analysis]
2011 Effects of Forestland Ownership Conversion on Greenhouse Gas Emissions: The Case of South Korea
RePEc:ags:aaea11:103714 [Citation Analysis]
2011 Business Establishment Growth in the Appalachian Region, 2000-2007: An Application of Smooth Transition Spatial Process Models
RePEc:ags:joaaec:113517 [Citation Analysis]
2011 Cultural Heritage and the Location Choice of Dutch Households in a Residential Sorting Model
RePEc:wiw:wiwrsa:ersa11p648 [Citation Analysis]
2011 Does the Rotten Child Spoil His Companion? Spatial Peer Effects Among Children in Rural India
RePEc:zbw:gdec11:40 [Citation Analysis]
2011 Explaining the Spatial Variation in Homeownership Rates: Results for German Regions
RePEc:ces:ceswps:_3377 [Citation Analysis]
2011 Spatial Fixed Effects and Spatial Dependence
RePEc:asg:wpaper:1045 [Citation Analysis]
2011 A dynamic model of auctions with buy-it-now: theory and evidence
RePEc:pra:mprapa:38371 [Citation Analysis]
2011 Identification in first-price and Dutch auctions when the number of potential bidders is unobservable
RePEc:eee:gamebe:v:72:y:2011:i:2:p:574-582 [Citation Analysis]
2011 Absolute auctions and secret reserve prices: Why are they used?
RePEc:cla:levarc:786969000000000316 [Citation Analysis]
2011 Semi-nonparametric estimation and misspecification testing of diffusion models
RePEc:eee:econom:v:164:y:2011:i:2:p:382-403 [Citation Analysis]
2011 Unintended Migration Consequences of US Welfare Reform
RePEc:eap:articl:v:41:y:2011:i:3:p:233-252 [Citation Analysis]
2011 The Incidence of Local Labor Demand Shocks
RePEc:nbr:nberwo:17167 [Citation Analysis]
2011 Demand substitution across US cities: Observable similarity and home price correlation
RePEc:eee:juecon:v:70:y:2011:i:1:p:1-14 [Citation Analysis]
2011 Labour Market Returns to Higher Education in Vietnam
RePEc:pra:mprapa:28426 [Citation Analysis]
2011 Measuring the effects of removing subsidies for private insurance on public expenditure for health care
RePEc:yor:hectdg:11/32 [Citation Analysis]
2011 Access to capital in rural Thailand: An estimated model of formal vs. informal credit
RePEc:eee:deveco:v:96:y:2011:i:1:p:16-29 [Citation Analysis]
2011 Dissecting the tragedy: A spatial model of behavior in the commons
RePEc:eee:jeeman:v:62:y:2011:i:3:p:386-401 [Citation Analysis]
2011 Dynamic Skill Accumulation, Comparative Advantages, Compulsory Schooling, and Earnings
RePEc:iza:izadps:dp6167 [Citation Analysis]
2011 Simulating heterogeneous multinational firms
RePEc:jet:dpaper:dpaper296 [Citation Analysis]
2011 Valuing Health Risk Changes Using a Life-Cycle Consumption Framework
RePEc:nev:wpaper:wp201103 [Citation Analysis]
2011 Knock-on effect of non-manufacturing regulation on manufacturing sectors efficiency and productivity
RePEc:pra:mprapa:32237 [Citation Analysis]
2011 Is the tax administration just a money machine? Empirical evidence on redistributive politics
RePEc:spr:ecogov:v:12:y:2011:i:3:p:275-299 [Citation Analysis]
2011 Robust tests for heteroskedasticity in the one-way error components model
RePEc:eee:econom:v:160:y:2011:i:2:p:300-310 [Citation Analysis]
2011 Semi-nonparametric estimation of the call price surface under no-arbitrage constraints
RePEc:usg:econwp:2011:36 [Citation Analysis]
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2011 Asymmetry and Long Memory in Volatility Modelling
RePEc:ucm:doicae:1129 [Citation Analysis]
2011 Dynamic Conditional Correlations for Asymmetric Processes
RePEc:ucm:doicae:1130 [Citation Analysis]
2011 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
RePEc:ucm:doicae:1120 [Citation Analysis]
2011 Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails
RePEc:dgr:uvatin:20110078 [Citation Analysis]
2011 Real exchanges rates in commodity producing countries : A reappraisal
RePEc:cor:louvco:2011006 [Citation Analysis]
2011 Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
RePEc:rug:rugwps:11/723 [Citation Analysis]
2011 Cross sectional averages or principal components?
RePEc:dgr:umamet:2011053 [Citation Analysis]
2011 Panels with non-stationary multifactor error structures
RePEc:eee:econom:v:160:y:2011:i:2:p:326-348 [Citation Analysis]
2011 The global dimension to fiscal sustainability
RePEc:eee:jmacro:v:33:y:2011:i:2:p:137-150 [Citation Analysis]
2011 ECONOMETRICS FOR GRUMBLERS: A NEW LOOK AT THE LITERATURE ON CROSSâCOUNTRY GROWTH EMPIRICS
RePEc:bla:jecsur:v:25:y:2011:i:1:p:109-155 [Citation Analysis]
2011 Real Exchange Rates, Commodity Prices and Structural Factors in Developing Countries
RePEc:ctl:louvir:2011045 [Citation Analysis]
2011 Cointegration in Panel Data with Breaks and Cross-section Dependence
RePEc:bir:birmec:11-25 [Citation Analysis]
2011 And Yet they Co-Move! Public Capital and Productivity in OECD: A Panel Cointegration Analysis with Cross-Section Dependence
RePEc:pav:wpaper:154 [Citation Analysis]
2011 The euro effect on trade: evidence in gravity equations using panel cointegration techniques
RePEc:ivi:wpasec:2011-07 [Citation Analysis]
2011 Reestablishing the Income-Democracy Nexus
RePEc:nbr:nberwo:16832 [Citation Analysis]
2011 Wealth mobility and dynamics over entire individual working life cycles
RePEc:bcl:bclwop:bclwp056 [Citation Analysis]
2011 Fixed Effects Estimation in Panel Nonlinear Fractional Response Models
RePEc:uct:uconnp:2011-11 [Citation Analysis]
2011 Wealth mobility and dynamics over entire individual working life cycles
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2011 Reestablishing the income-democracy nexus
RePEc:fip:fedfwp:2011-09 [Citation Analysis]
2011 Pounds that Kill: The External Costs of Vehicle Weight
RePEc:nbr:nberwo:17170 [Citation Analysis]
2011 Mothers Autonomy and Child Welfare: A New Measure and Some New Evidence
RePEc:iza:izadps:dp5438 [Citation Analysis]
2011 Mothers Autonomy and Child Welfare: A New Measure and Some New Evidence
RePEc:diw:diwwpp:dp1102 [Citation Analysis]
2011 Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects
RePEc:rpp:wpaper:1113 [Citation Analysis]
2011 Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
RePEc:eee:empfin:v:18:y:2011:i:4:p:765-778 [Citation Analysis]
2011 Quantile Regression with Censoring and Endogeneity
RePEc:cwl:cwldpp:1797 [Citation Analysis]
2011 Quantile Regression with Censoring and Endogeneity
RePEc:nbr:nberwo:16997 [Citation Analysis]
2011 Quantile regression with censoring and endogeneity
RePEc:ifs:cemmap:20/11 [Citation Analysis]
2011 Tighter bounds in triangular systems
RePEc:eee:econom:v:161:y:2011:i:2:p:122-128 [Citation Analysis]
2011 On the Interpretation of Causality in Grangerâs Sense
RePEc:cpn:umkdem:v:11:y:2011:p:129-140 [Citation Analysis]
2011 Sensitivity analysis of efficiency rankings to distributional assumptions: applications to Japanese water utilities
RePEc:pra:mprapa:32892 [Citation Analysis]
2011 Semiparametric deconvolution with unknown error variance
RePEc:kap:jproda:v:35:y:2011:i:2:p:129-141 [Citation Analysis]
2011 Goodness of fit tests in stochastic frontier models
RePEc:kap:jproda:v:35:y:2011:i:2:p:95-118 [Citation Analysis]
2011 Semiparametric stochastic frontier models for clustered data
RePEc:eee:csdana:v:55:y:2011:i:1:p:71-83 [Citation Analysis]
2011 Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates
RePEc:msh:ebswps:2011-16 [Citation Analysis]
2011 Approximate inference of the bandwidth in multivariate kernel density estimation
RePEc:eee:csdana:v:55:y:2011:i:12:p:3104-3122 [Citation Analysis]
2011 A dynamic copula approach to recovering the index implied volatility skew
RePEc:usg:dp2010:2010-33 [Citation Analysis]
2011 How Far Do Shocks Move Across Borders? Examining Volatility Transmission in Major Agricultural Futures Markets
RePEc:bdm:wpaper:2011-15 [Citation Analysis]
2011 How far do shocks move across borders?Examining volatility transmission in major agricultural futures markets
RePEc:mnt:wpaper:1109 [Citation Analysis]
2011 How far do shocks move across borders?: Examining volatility transmission in major agricultural futures markets
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2011 Posterior consistency of nonparametric conditional moment restricted models
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2011 Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
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2011 Semiparametric Estimation with Generated Covariates
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2011 Sensitivity Analysis in Semiparametric Likelihood Models
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2011 How useful is yet another data-driven bandwidth in long-run variance estimation?: A simulation study on cointegrating regressions
RePEc:eee:ecolet:v:111:y:2011:i:2:p:170-172 [Citation Analysis]
2011 Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.
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2011 Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.
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2011 Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.
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2011 Financial Risk Measurement for Financial Risk Management
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2011 Forecasting Covariance Matrices: A Mixed Frequency Approach
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2011 Financial Risk Measurement for Financial Risk Management
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2011 A Simple Model for Vast Panels of Volatilities
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2011 Gaussian Process Regression Networks
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2011 Discrete time Wishart term structure models
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2011 Volatility models
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2011 Stochastic Correlation and Risk Premia in Term Structure Models
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2011 GMM Estimation of short dynamic panel data models with error cross-sectional dependence
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2011 A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
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2011 Institutions and economic performance: A meta-regression analysis
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2011 Joint Detection of Structural Change and Nonstationarity in Autoregressions
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2011 Are we able to capture the EU debt crisis? Evidence from PIIGGS countries in panel unit root framework
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2011 Do Kondratieff waves exist? How time series techniques can help to solve the problem.
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2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
RePEc:dgr:uvatin:20110172 [Citation Analysis]
2011 A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom
RePEc:eee:econom:v:164:y:2011:i:1:p:92-115 [Citation Analysis]
2011 Forecast combination through dimension reduction techniques
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2011 Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
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2011 Revisiting the relationship between spot and futures oil prices: Evidence from quantile cointegrating regression
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2011 The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares
RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136 [Citation Analysis]
2011 Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
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Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach RePEc:aah:create:2011-03	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns RePEc:aah:create:2011-26	[Citation Analysis]
2011	Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise RePEc:aah:create:2011-31	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management RePEc:aah:create:2011-37	[Citation Analysis]
2011	Forecasting with Option Implied Information RePEc:aah:create:2011-46	[Citation Analysis]
2011	Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability RePEc:aah:create:2011-51	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket RePEc:acb:camaaa:2011-19	[Citation Analysis]
2011	Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions RePEc:adl:wpaper:2011-26	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua. RePEc:ags:aaea11:108498	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua. RePEc:ags:aaea11:108723	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua. RePEc:ags:aaea11:109664	[Citation Analysis]
2011	Measuring farmersâ risk aversion: the unknown properties of the value function RePEc:ags:eaae11:114623	[Citation Analysis]
2011	EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL RePEc:anp:en2009:133	[Citation Analysis]
2011	Financial correlations at ultra-high frequency: theoretical models and empirical estimation RePEc:arx:papers:1011.1011	[Citation Analysis]
2011	Cointegration in Panel Data with Breaks and Cross-section Dependence RePEc:bir:birmec:11-25	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns RePEc:bos:wpaper:wp2011-050	[Citation Analysis]
2011	Nonparametric Estimation and Inference on Conditional Quantile Processes RePEc:bos:wpaper:wp2011-059	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011) RePEc:cam:camdae:1163	[Citation Analysis]
2011	A Bayesian nonparametric approach to modeling market share dynamics RePEc:cca:wpaper:217	[Citation Analysis]
2011	Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset. RePEc:ces:ceswps:_3372	[Citation Analysis]
2011	Experimentally Elicited Beliefs Explain Privacy Behavior RePEc:cfl:wpaper:2010-09	[Citation Analysis]
2011	Pricing Central Tendency in Volatility RePEc:cfr:cefirw:w0168	[Citation Analysis]
2011	Why didnt the Global Financial Crisis hit Latin America? RePEc:cir:cirwor:2011s-63	[Citation Analysis]
2011	Modeling Data Revisions RePEc:col:000094:007929	[Citation Analysis]
2011	Data Revisions and the Output Gap RePEc:col:000094:007956	[Citation Analysis]
2011	Multivariate volatility modeling of electricity futures RePEc:cor:louvco:2011011	[Citation Analysis]
2011	Volatility models RePEc:cor:louvco:2011058	[Citation Analysis]
2011	The potential of a small model RePEc:cpb:discus:193	[Citation Analysis]
2011	Forecast Rationality Tests Based on Multi-Horizon Bounds RePEc:cpr:ceprdp:8194	[Citation Analysis]
2011	Regime Changes and Financial Markets RePEc:cpr:ceprdp:8480	[Citation Analysis]
2011	Properties of Foreign Exchange Risk Premiums RePEc:cpr:ceprdp:8503	[Citation Analysis]
2011	Incorporating theoretical restrictions into forecasting by projection methods RePEc:cpr:ceprdp:8604	[Citation Analysis]
2011	Endogenous Information Flows and the Clustering of Announcements RePEc:cpr:ceprdp:8680	[Citation Analysis]
2011	High-Dimensional Instrumental Variables Regression and Confidence Sets RePEc:crs:wpaper:2011-13	[Citation Analysis]
2011	Large Deviations of Realized Volatility RePEc:cwl:cwldpp:1798	[Citation Analysis]
2011	Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects RePEc:cwl:cwldpp:1832	[Citation Analysis]
2011	On the Cyclicality of Real Wages and Wage Differentials RePEc:cyb:wpaper:2011-4	[Citation Analysis]
2011	Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX RePEc:dgr:eureir:1765022806	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:dgr:eureir:1765023582	[Citation Analysis]
2011	Bayesian Model Averaging and Weighted Average Least Squares: Equivariance, Stability, and Numerical Issues RePEc:dgr:kubcen:2011082	[Citation Analysis]
2011	Cross sectional averages or principal components? RePEc:dgr:umamet:2011053	[Citation Analysis]
2011	On the Applicability of the Sieve Bootstrap in Time series Panels RePEc:dgr:umamet:2011055	[Citation Analysis]
2011	Forecasting Volatility with Copula-Based Time Series Models RePEc:dgr:uvatin:20110125	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures RePEc:dgr:uvatin:20110132	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks RePEc:dnb:dnbwpp:327	[Citation Analysis]
2011	Advances in Forecasting Under Instability RePEc:duk:dukeec:11-20	[Citation Analysis]
2011	Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal RePEc:dun:dpaper:253	[Citation Analysis]
2011	Estimation of the Spatial Weights Matrix under Structural Constraints RePEc:dun:dpaper:254	[Citation Analysis]
2011	Bayesian Factor Selection in Dynamic Term Structure Models RePEc:ebl:ecbull:eb-11-00245	[Citation Analysis]
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach RePEc:eca:wpaper:2013/73640	[Citation Analysis]
2011	One-Sided Representations of Generalized Dynamic Factor Models RePEc:eca:wpaper:2013/94959	[Citation Analysis]
2011	A Simple Model for Vast Panels of Volatilities RePEc:eca:wpaper:2013/97304	[Citation Analysis]
2011	Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors RePEc:ecl:ohidic:2011-11	[Citation Analysis]
2011	Dynamic modelling of agricultural policies: The role of expectation schemes RePEc:eee:ecmode:v:28:y:2011:i:4:p:1950-1958	[Citation Analysis]
2011	Currency equivalent monetary aggregates as leading indicators of inflation RePEc:eee:ecmode:v:28:y:2011:i:4:p:2041-2048	[Citation Analysis]
2011	Affine Nelson-Siegel model RePEc:eee:ecolet:v:110:y:2011:i:1:p:1-3	[Citation Analysis]
2011	Probabilistic risk aversion with an arbitrary outcome set RePEc:eee:ecolet:v:112:y:2011:i:1:p:34-37	[Citation Analysis]
2011	High-frequency returns, jumps and the mixture of normals hypothesis RePEc:eee:econom:v:160:y:2011:i:1:p:119-128	[Citation Analysis]
2011	Ultra high frequency volatility estimation with dependent microstructure noise RePEc:eee:econom:v:160:y:2011:i:1:p:160-175	[Citation Analysis]
2011	Edgeworth expansions for realized volatility and related estimators RePEc:eee:econom:v:160:y:2011:i:1:p:190-203	[Citation Analysis]
2011	Estimation of objective and risk-neutral distributions based on moments of integrated volatility RePEc:eee:econom:v:160:y:2011:i:1:p:22-32	[Citation Analysis]
2011	Realized volatility forecasting and market microstructure noise RePEc:eee:econom:v:160:y:2011:i:1:p:220-234	[Citation Analysis]
2011	Volatility forecasting and microstructure noise RePEc:eee:econom:v:160:y:2011:i:1:p:257-271	[Citation Analysis]
2011	Estimating covariation: Epps effect, microstructure noise RePEc:eee:econom:v:160:y:2011:i:1:p:33-47	[Citation Analysis]
2011	Large panels with common factors and spatial correlation RePEc:eee:econom:v:161:y:2011:i:2:p:182-202	[Citation Analysis]
2011	Testing for weak identification in possibly nonlinear models RePEc:eee:econom:v:161:y:2011:i:2:p:246-261	[Citation Analysis]
2011	Subsampling high frequency data RePEc:eee:econom:v:161:y:2011:i:2:p:262-283	[Citation Analysis]
2011	Data-based ranking of realised volatility estimators RePEc:eee:econom:v:161:y:2011:i:2:p:284-303	[Citation Analysis]
2011	Estimation of stable distributions by indirect inference RePEc:eee:econom:v:161:y:2011:i:2:p:325-337	[Citation Analysis]
2011	Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading RePEc:eee:econom:v:162:y:2011:i:2:p:149-169	[Citation Analysis]
2011	Integrated variance forecasting: Model based vs. reduced form RePEc:eee:econom:v:162:y:2011:i:2:p:294-311	[Citation Analysis]
2011	Dynamic factors in the presence of blocks RePEc:eee:econom:v:163:y:2011:i:1:p:29-41	[Citation Analysis]
2011	Market liquidity as dynamic factors RePEc:eee:econom:v:163:y:2011:i:1:p:42-50	[Citation Analysis]
2011	Realized Laplace transforms for estimation of jump diffusive volatility models RePEc:eee:econom:v:164:y:2011:i:2:p:367-381	[Citation Analysis]
2011	Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study RePEc:eee:empfin:v:18:y:2011:i:1:p:147-159	[Citation Analysis]
2011	How arbitrage-free is the Nelson-Siegel model? RePEc:eee:empfin:v:18:y:2011:i:3:p:393-407	[Citation Analysis]
2011	Maximum likelihood estimation of non-affine volatility processes RePEc:eee:empfin:v:18:y:2011:i:3:p:533-545	[Citation Analysis]
2011	In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982-2008 RePEc:eee:empfin:v:18:y:2011:i:4:p:743-764	[Citation Analysis]
2011	Intraday jumps and US macroeconomic news announcements RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527	[Citation Analysis]
2011	Term structure modelling with observable state variables RePEc:eee:jbfina:v:35:y:2011:i:12:p:3240-3252	[Citation Analysis]
2011	Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities RePEc:eee:jbfina:v:35:y:2011:i:3:p:639-652	[Citation Analysis]
2011	Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions RePEc:eee:jmacro:v:33:y:2011:i:4:p:784-792	[Citation Analysis]
2011	Growth, development and natural resources: New evidence using a heterogeneous panel analysis RePEc:eee:quaeco:v:51:y:2011:i:4:p:305-318	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? RePEc:eui:euiwps:eco2011/29	[Citation Analysis]
2011	Price setting in a leading Swiss online supermarket RePEc:fip:feddgw:83	[Citation Analysis]
2011	Term premia and the news RePEc:fip:fedfwp:2011-03	[Citation Analysis]
2011	Extracting deflation probability forecasts from Treasury yields RePEc:fip:fedfwp:2011-10	[Citation Analysis]
2011	Unbiased estimate of dynamic term structure models RePEc:fip:fedfwp:2011-12	[Citation Analysis]
2011	A model-independent maximum range for the liquidity correction of TIPS yields RePEc:fip:fedfwp:2011-16	[Citation Analysis]
2011	Risk, uncertainty, and expected returns RePEc:fip:fedgfe:2011-45	[Citation Analysis]
2011	The variance risk premium around the world RePEc:fip:fedgif:1035	[Citation Analysis]
2011	A comprehensive revision of the U.S. monetary services (divisia) indexes RePEc:fip:fedlrv:y:2011:i:sep:p:325-360:n:v.93no.5	[Citation Analysis]
2011	Speculation in the oil market RePEc:fip:fedlwp:2011-027	[Citation Analysis]
2011	The Number of Regimes Across Asset Returns: Identification and Economic Value RePEc:hal:cesptp:halshs-00658540	[Citation Analysis]
2011	High Frequency Lead/lag Relationships - Empirical facts RePEc:hal:wpaper:hal-00645685	[Citation Analysis]
2011	Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion RePEc:hst:ghsdps:gd11-214	[Citation Analysis]
2011	Markov Switching Models in Empirical Finance RePEc:igi:igierp:415	[Citation Analysis]
2011	Automated model selection in finance: General-to-specic modelling of the mean and volatility specications RePEc:imd:wpaper:wp2011-09	[Citation Analysis]
2011	Pricing Nikkei 225 Options Using Realized Volatility RePEc:ime:imedps:11-e-18	[Citation Analysis]
2011	Inflation Differentials in the GCC: Does the Oil Cycle Matter? RePEc:imf:imfwpa:11/294	[Citation Analysis]

More than 100 citations. List broken...

Recent citations received in: 2010

Year	Title	See
2010	Forecasting with nonlinear time series models RePEc:aah:create:2010-01	[Citation Analysis]
2010	Estimation of Jump Tails RePEc:aah:create:2010-16	[Citation Analysis]
2010	Distributional Changes in the Gender Wage Gap RePEc:acb:cbeeco:2010-532	[Citation Analysis]
2010	SNAP Efficacy and Food Access â A Nationwide Spatial Analysis RePEc:ags:eaa115:116437	[Citation Analysis]
2010	EINFLUSS DER BIOGASERZEUGUNG AUF LANDWIRTSCHAFTLICHE PACHTPREISE IN DEUTSCHLAND RePEc:ags:gewi10:93937	[Citation Analysis]
2010	Distribution-Valued Solution Concepts RePEc:amu:wpaper:2010-13	[Citation Analysis]
2010	Retirement Incentives, Individual Heterogeneity and Labour Transitions of Employed and Unemployed Workers RePEc:bge:wpaper:513	[Citation Analysis]
2010	The dynamic impact of immigration on natives labor market outcomes: Evidence from Israel RePEc:bos:wpaper:wp2010-046	[Citation Analysis]
2010	Estimating structural changes in regression quantiles RePEc:bos:wpaper:wp2010-052	[Citation Analysis]
2010	The impact of natural disasters on crime RePEc:cbt:econwp:10/57	[Citation Analysis]
2010	Household Choices and Child Development RePEc:cca:wpaper:149	[Citation Analysis]
2010	Does the Rotten Child Spoil His Companion? Spatial Peer Effects Among Children in Rural India RePEc:cep:sercdp:0059	[Citation Analysis]
2010	Spatial and Temporal Diffusion of House Prices in the UK RePEc:ces:ceswps:_2913	[Citation Analysis]
2010	Gender and Racial Biases: Evidence from Child Adoption RePEc:ces:ceswps:_2921	[Citation Analysis]
2010	Marginal Tax Rates and Tax-Favoured Pension Savings of the Self-Employed - Evidence from Sweden RePEc:ces:ceswps:_3059	[Citation Analysis]
2010	On the Conditional Effects of IMF Program Participation on Output Growth RePEc:ces:ceswps:_3161	[Citation Analysis]
2010	Correlated Disturbances and U.S. Business Cycles RePEc:clu:wpaper:0910-12	[Citation Analysis]
2010	Higher Order Improvements for Approximate Estimators RePEc:clu:wpaper:0910-15	[Citation Analysis]
2010	The Effects of Maternity Leave on Childrens Birth and Infant Health Outcomes in the United States RePEc:clu:wpaper:1011-01	[Citation Analysis]
2010	La importancia de los programas para la primera infancia en Colombia RePEc:col:000089:007605	[Citation Analysis]
2010	Correlated Disturbances and U.S. Business Cycles RePEc:cpr:ceprdp:7712	[Citation Analysis]
2010	A flying start? Long term consequences of maternal time investments in children during their first year of life RePEc:cpr:ceprdp:8124	[Citation Analysis]
2010	Assimilating Immigrants: The Impact of an Integration Program RePEc:crm:wpaper:1019	[Citation Analysis]
2010	Does the Rotten Child Spoil His Companion? Spatial Peer Effects Among Children in Rural India RePEc:csa:wpaper:2010-13	[Citation Analysis]
2010	Level, slope, curvature of the sovereign yield curve, and fiscal behaviour RePEc:ecb:ecbwps:20101276	[Citation Analysis]
2010	Tests of hypotheses arising in the correlated random coefficient model RePEc:eee:ecmode:v:27:y:2010:i:6:p:1355-1367	[Citation Analysis]
2010	Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information RePEc:eee:ecmode:v:27:y:2010:i:6:p:1436-1452	[Citation Analysis]
2010	Identification of unconditional partial effects in nonseparable models RePEc:eee:ecolet:v:109:y:2010:i:3:p:171-174	[Citation Analysis]
2010	Work absences and doctor visits during an illness episode: The differential role of preferences, production, and policies among men and women RePEc:eee:econom:v:156:y:2010:i:1:p:148-163	[Citation Analysis]
2010	Wages, welfare benefits and migration RePEc:eee:econom:v:156:y:2010:i:1:p:229-238	[Citation Analysis]
2010	Dynamic discrete choice structural models: A survey RePEc:eee:econom:v:156:y:2010:i:1:p:38-67	[Citation Analysis]
2010	Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models RePEc:eee:econom:v:157:y:2010:i:1:p:18-33	[Citation Analysis]
2010	GMM estimation of spatial autoregressive models with unknown heteroskedasticity RePEc:eee:econom:v:157:y:2010:i:1:p:34-52	[Citation Analysis]
2010	On Bahadur efficiency of empirical likelihood RePEc:eee:econom:v:157:y:2010:i:2:p:248-256	[Citation Analysis]
2010	Cointegration in a historical perspective RePEc:eee:econom:v:158:y:2010:i:1:p:156-159	[Citation Analysis]
2010	GMM estimation of social interaction models with centrality RePEc:eee:econom:v:159:y:2010:i:1:p:99-115	[Citation Analysis]
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2010	Characterizing economic trends by Bayesian stochastic model specification search RePEc:eei:rpaper:eeri_rp_2010_25	[Citation Analysis]
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More than 100 citations. List broken...

Recent citations received in: 2009

Year	Title	See
2009	On the non-causal link between volatility and growth RePEc:aah:aarhec:2009-10	[Citation Analysis]
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2009	Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series RePEc:adl:wpaper:2009-26	[Citation Analysis]
2009	Thirty Years of Spatial Econometrics RePEc:asg:wpaper:1013	[Citation Analysis]
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2009	Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models RePEc:siu:wpaper:16-2009	[Citation Analysis]
2009	Dynamic Misspecification in Nonparametric Cointegrating Regression RePEc:skb:wpaper:cofie-01-2009	[Citation Analysis]
2009	Copula-based bivariate binary response models RePEc:soz:wpaper:0913	[Citation Analysis]
2009	Screen wars, star wars, and sequels RePEc:spr:empeco:v:37:y:2009:i:2:p:447-461	[Citation Analysis]
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2009	Intermarriage and Immigrant Employment: The Role of Networks RePEc:ucy:cypeua:3-2009	[Citation Analysis]
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2009	Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data RePEc:zbw:ifwedp:200949	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models RePEc:aah:create:2008-22	[Citation Analysis]
2008	The limiting properties of the QMLE in a general class of asymmetric volatility models RePEc:aah:create:2008-38	[Citation Analysis]
2008	The cyclical component factor model RePEc:aah:create:2008-44	[Citation Analysis]
2008	Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility RePEc:aah:create:2008-50	[Citation Analysis]
2008	Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility RePEc:aah:create:2008-62	[Citation Analysis]
2008	Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors RePEc:ags:umrfwp:44076	[Citation Analysis]
2008	Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios RePEc:arx:papers:0812.2604	[Citation Analysis]
2008	Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study RePEc:awi:wpaper:0472	[Citation Analysis]
2008	Combining Canadian Interest-Rate Forecasts RePEc:bca:bocawp:08-34	[Citation Analysis]
2008	On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests RePEc:bos:wpaper:wp2008-006	[Citation Analysis]
2008	Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors RePEc:bos:wpaper:wp2008-017	[Citation Analysis]
2008	Testing for Multiple Structural Changes in Cointegrated Regression Models RePEc:bos:wpaper:wp2008-020	[Citation Analysis]
2008	Sibling-Linked Data in the Demographic and Health Surveys RePEc:bri:cmpowp:08/203	[Citation Analysis]
2008	Bilateral Effective Tax Rates and Foreign Direct Investment RePEc:btx:wpaper:0802	[Citation Analysis]
2008	Optimal Asset Allocation with Factor Models for Large Portfolios RePEc:cam:camdae:0813	[Citation Analysis]
2008	The Welfare Enigma: Explaining the Dramatic Decline in Canadians Use of Social Assistance, 1993-2005 RePEc:cdh:commen:267	[Citation Analysis]
2008	You Can Take it With You: Proposition 13 Tax Benefits, Residential Mobility, and Willingness to Pay for Housing Amenities RePEc:cen:wpaper:08-15	[Citation Analysis]
2008	The Cost of Grade Retention RePEc:cep:cepdps:dp0878	[Citation Analysis]
2008	Optimal Asset Allocation with Factor Models for Large Portfolios RePEc:ces:ceswps:_2326	[Citation Analysis]
2008	The Effect of Extending the Duration of Eligibility in an Italian Labour Market Programme for Dismissed Workers RePEc:ces:ceswps:_2340	[Citation Analysis]
2008	Generalized Quadratic Revenue Functions RePEc:ces:ceswps:_2404	[Citation Analysis]
2008	Intergovernmental Grants and Bureaucratic Power RePEc:ces:ceswps:_2430	[Citation Analysis]
2008	Going NUTS: The Effect of EU Structural Funds on Regional Performance RePEc:ces:ceswps:_2495	[Citation Analysis]
2008	Sequential Estimation of Structural Models with a Fixed Point Constraint RePEc:ces:ceswps:_2507	[Citation Analysis]
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2008	Measuring financial risk : comparison of alternative procedures to estimate VaR and ES RePEc:cte:wsrepe:ws087326	[Citation Analysis]
2008	Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure RePEc:cwl:cwldpp:1676	[Citation Analysis]
2008	The ten commandments for optimizing value-at-risk and daily capital charges RePEc:dgr:eureir:1765013910	[Citation Analysis]
2008	An Afriat Theorem for the Collective Model of Household Consumption RePEc:dgr:kubcen:200872	[Citation Analysis]
2008	Forecasting Cross-Sections of Frailty-Correlated Default RePEc:dgr:uvatin:20080029	[Citation Analysis]
2008	A General Framework for Observation Driven Time-Varying Parameter Models RePEc:dgr:uvatin:20080108	[Citation Analysis]
2008	Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work RePEc:diw:diwsop:diw_sp135	[Citation Analysis]
2008	Purchasing power parity: A nonlinear multivariate perspective RePEc:ebl:ecbull:v:6:y:2008:i:39:p:1-6	[Citation Analysis]
2008	An Afriat Theorem for the Collective Model of Household Consumption RePEc:eca:wpaper:2008_027	[Citation Analysis]
2008	Heuristics for Deciding Collectively Rational Consumption Behavior RePEc:eca:wpaper:2008_028	[Citation Analysis]
2008	The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis RePEc:eca:wpaper:2008_029	[Citation Analysis]
2008	Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model RePEc:eee:dyncon:v:32:y:2008:i:12:p:3978-4015	[Citation Analysis]
2008	Testing against nonstationary volatility in time series RePEc:eee:ecolet:v:101:y:2008:i:3:p:288-292	[Citation Analysis]
2008	Generalized empirical likelihood tests in time series models with potential identification failure RePEc:eee:econom:v:142:y:2008:i:1:p:134-161	[Citation Analysis]
2008	Regression discontinuity designs: A guide to practice RePEc:eee:econom:v:142:y:2008:i:2:p:615-635	[Citation Analysis]
2008	Waiting for Life to Arrive: A history of the regression-discontinuity design in Psychology, Statistics and Economics RePEc:eee:econom:v:142:y:2008:i:2:p:636-654	[Citation Analysis]
2008	How do extended benefits affect unemployment duration A regression discontinuity approach RePEc:eee:econom:v:142:y:2008:i:2:p:785-806	[Citation Analysis]
2008	Incentive effects of social assistance: A regression discontinuity approach RePEc:eee:econom:v:142:y:2008:i:2:p:807-828	[Citation Analysis]
2008	Weak identification robust tests in an instrumental quantile model RePEc:eee:econom:v:144:y:2008:i:1:p:118-138	[Citation Analysis]
2008	A model of Social Security Disability Insurance using matched SIPP/Administrative data RePEc:eee:econom:v:145:y:2008:i:1-2:p:4-20	[Citation Analysis]
2008	A joint serial correlation test for linear panel data models RePEc:eee:econom:v:146:y:2008:i:1:p:135-145	[Citation Analysis]
2008	Markov-switching and the Beveridge-Nelson decomposition: Has US output persistence changed since 1984? RePEc:eee:econom:v:146:y:2008:i:2:p:227-240	[Citation Analysis]
2008	Methods for inference in large multiple-equation Markov-switching models RePEc:eee:econom:v:146:y:2008:i:2:p:255-274	[Citation Analysis]
2008	Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? RePEc:eee:econom:v:146:y:2008:i:2:p:318-328	[Citation Analysis]
2008	Realized volatility forecasting and option pricing RePEc:eee:econom:v:147:y:2008:i:1:p:34-46	[Citation Analysis]
2008	Testing for a change in persistence in the presence of non-stationary volatility RePEc:eee:econom:v:147:y:2008:i:1:p:84-98	[Citation Analysis]
2008	A Bayesian mixed logit-probit model for multinomial choice RePEc:eee:econom:v:147:y:2008:i:2:p:232-246	[Citation Analysis]
2008	A neural network demand system with heteroskedastic errors RePEc:eee:econom:v:147:y:2008:i:2:p:359-371	[Citation Analysis]
2008	Ownership forms matter for airport efficiency: A stochastic frontier investigation of worldwide airports RePEc:eee:juecon:v:64:y:2008:i:2:p:422-435	[Citation Analysis]
2008	To search or not to search? The effects of UI benefit extension for the older unemployed RePEc:eee:pubeco:v:92:y:2008:i:10-11:p:2048-2070	[Citation Analysis]
2008	Forecasting Exchange Rates with a Large Bayesian VAR RePEc:eui:euiwps:eco2008/33	[Citation Analysis]
2008	Predicting global stock returns RePEc:fip:fedgif:933	[Citation Analysis]
2008	Mexicos integration into NAFTA markets: a view from sectoral real exchange rates RePEc:fip:fedlwp:2008-046	[Citation Analysis]
2008	Pricing the term structure with linear regressions RePEc:fip:fednsr:340	[Citation Analysis]
2008	Information in the revision process of real-time datasets RePEc:fip:fedpwp:08-27	[Citation Analysis]
2008	Does WTO accession affect domestic economic policies and institutions? RePEc:gii:giihei:heidwp03-2008	[Citation Analysis]
2008	Measuring Consensus in Binary Forecasts: NFL Game Predictions RePEc:gwc:wpaper:2008-006	[Citation Analysis]
2008	Complementarity and Substitutability: A Dual Approach Based on Luenbergers Benefit Function RePEc:hal:wpaper:halshs-00447417	[Citation Analysis]
2008	Intergovernmental grants and bureaucratic power RePEc:hhs:ifauwp:2008_017	[Citation Analysis]
2008	Last in, first out? Estimating the effect of seniority rules in Sweden RePEc:hhs:ifauwp:2008_027	[Citation Analysis]
2008	Dynamic Analysis of Structural Change and Productivity Measurement RePEc:hhs:osloec:2008_027	[Citation Analysis]
2008	Intergovernmental Grants and Bureaucratic Power RePEc:hhs:uunewp:2008_012	[Citation Analysis]
2008	A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model RePEc:iae:iaewps:wp2008n16	[Citation Analysis]
2008	More on confidence intervals for partially identified parameters RePEc:ifs:cemmap:11/08	[Citation Analysis]
2008	Identification with imperfect instruments RePEc:ifs:cemmap:16/08	[Citation Analysis]
2008	GEL methods for non-smooth moment indicators RePEc:ifs:cemmap:19/08	[Citation Analysis]
2008	A Bayesian mixed logit-probit model for multinomial choice RePEc:ifs:cemmap:23/08	[Citation Analysis]
2008	Alternative approaches to evaluation in empirical microeconomics RePEc:ifs:cemmap:26/08	[Citation Analysis]
2008	Large-sample inference on spatial dependence RePEc:ifs:cemmap:29/08	[Citation Analysis]
2008	The retirement consumption puzzle: evidence from a regression discontinuity approach RePEc:ifs:ifsewp:08/05	[Citation Analysis]
2008	Do Better Paid Politicians Perform Better? Disentangling Incentives from Selection RePEc:igi:igierp:346	[Citation Analysis]
2008	Catching Growth Determinants with the Adaptive LASSO RePEc:ihs:ihsesp:232	[Citation Analysis]
2008	House Price Developments in Europe: A Comparison RePEc:imf:imfwpa:08/211	[Citation Analysis]
2008	Bounding the Effects of Food Insecurity on Childrens Health Outcomes RePEc:isu:genres:13008	[Citation Analysis]
2008	Evaluating the German (New Keynesian) Phillips Curve RePEc:iwh:dispap:10-08	[Citation Analysis]
2008	Electoral Rules and Politiciansâ Behavior: A Micro Test RePEc:iza:izadps:dp3348	[Citation Analysis]
2008	Motivating Politicians: The Impacts of Monetary Incentives on Quality and Performance RePEc:iza:izadps:dp3411	[Citation Analysis]
2008	The Effect of Extending the Duration of Eligibility in an Italian Labour Market Programme for Dismissed Workers RePEc:iza:izadps:dp3633	[Citation Analysis]
2008	Quantile Treatment Effects in the Regression Discontinuity Design RePEc:iza:izadps:dp3638	[Citation Analysis]
2008	Heterogeneous Impacts of Conditional Cash Transfers: Evidence from Nicaragua RePEc:iza:izadps:dp3653	[Citation Analysis]
2008	Identification of Treatment Effects on the Treated with One-Sided Non-Compliance RePEc:iza:izadps:dp3671	[Citation Analysis]
2008	Culture and Human Capital Investments: Evidence of an Unconditional Cash Transfer Program in Bolivia RePEc:iza:izadps:dp3678	[Citation Analysis]
2008	An Afriat Theorem for the Collective Model of Household Consumption RePEc:iza:izadps:dp3794	[Citation Analysis]
2008	Identifying the new Keynesian Phillips curve RePEc:jae:japmet:v:23:y:2008:i:5:p:525-551	[Citation Analysis]
2008	Nonparametric Identification of Dynamic Models with Unobserved State Variables RePEc:jhu:papers:543	[Citation Analysis]
2008	TESTS FOR CHANGING MEAN WITH MONOTONIC POWER RePEc:kan:wpaper:200809	[Citation Analysis]
2008	Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model RePEc:kof:wpskof:08-189	[Citation Analysis]
2008	The Labour Supply Effects of the South African State Old Age Pension: Theory, Evidence and Implications RePEc:ldr:wpaper:20	[Citation Analysis]
2008	Exports and Firm Characteristics First Evidence from Fractional Probit Panel Estimates RePEc:lue:wpaper:97	[Citation Analysis]
2008	Do Criminals Politicians Reduce Corruption? Evidence from India RePEc:lvl:lacicr:0825	[Citation Analysis]
2008	Technical Methods Report: Statistical Power for Regression Discontinuity Designs in Education Evaluations. Washington, DC: National Center for Education Evaluation and Regional Assistance, Institute o RePEc:mpr:mprres:6372	[Citation Analysis]
2008	The Labor Supply Effects of Disability Insurance Work Disincentives: Evidence from the Automatic Conversion to Retirement Benefits at Full Retirement Age RePEc:mrr:papers:wp194	[Citation Analysis]
2008	General Education vs. Vocational Training: Evidence from an Economy in Transition RePEc:nbr:nberwo:14155	[Citation Analysis]
2008	The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance RePEc:nbr:nberwo:14194	[Citation Analysis]

More than 100 citations. List broken...

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