Most cited documents in this series:

Year	Title	Cited
1995	Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models. RePEc:msh:ebswps:1995-4 [Citation Analysis]	51
1996	Computers and Productivity in France: Some Evidence. RePEc:msh:ebswps:1996-15 [Citation Analysis]	33
1996	A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. RePEc:msh:ebswps:1996-4 [Citation Analysis]	26
2003	A Monte Carlo Investigation of Some Tests for Stochastic Dominance RePEc:msh:ebswps:2003-7 [Citation Analysis]	24
1998	Nonparametric Estimation and Symmetry Tests for Conditional Density Functions. RePEc:msh:ebswps:1998-17 [Citation Analysis]	16
2000	Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models. RePEc:msh:ebswps:2000-3 [Citation Analysis]	14
1999	Does International Trade Synchronize Business Cycles? RePEc:msh:ebswps:1999-8 [Citation Analysis]	13
1996	Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations. RePEc:msh:ebswps:1996-3 [Citation Analysis]	13
1996	Growth Convergence: Some Panel Data Evidence. RePEc:msh:ebswps:1996-14 [Citation Analysis]	9
2006	Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions RePEc:msh:ebswps:2006-13 [Citation Analysis]	9
2000	Bayesian Soft Target Zones. RePEc:msh:ebswps:2000-4 [Citation Analysis]	8
2003	Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? RePEc:msh:ebswps:2003-18 [Citation Analysis]	8
2005	Forecasting age-specific breast cancer mortality using functional data models RePEc:msh:ebswps:2005-3 [Citation Analysis]	8
2001	Prediction Intervals for Exponential Smoothing State Space Models. RePEc:msh:ebswps:2001-11 [Citation Analysis]	7
2004	Value of Expertise For Forecasting Decisions in Conflicts RePEc:msh:ebswps:2004-27 [Citation Analysis]	7
2001	Strategy Similarity and Coordination. RePEc:msh:ebswps:2001-8 [Citation Analysis]	7
2007	Effective global regularity and empirical modeling of direct, inverse and mixed demand systems RePEc:msh:ebswps:2007-2 [Citation Analysis]	6
2008	Testing Conditional Asset Pricing Models: An Emerging Market Perspective RePEc:msh:ebswps:2008-3 [Citation Analysis]	6
2006	VARMA versus VAR for Macroeconomic Forecasting RePEc:msh:ebswps:2006-4 [Citation Analysis]	6
2005	Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study RePEc:msh:ebswps:2005-15 [Citation Analysis]	6
2002	Estimation of Hyperbolic Diffusion Using MCMC Method RePEc:msh:ebswps:2002-18 [Citation Analysis]	6
2005	Robust forecasting of mortality and fertility rates: a functional data approach RePEc:msh:ebswps:2005-2 [Citation Analysis]	6
2004	Inflation, Financial Development and Endogenous Growth RePEc:msh:ebswps:2004-24 [Citation Analysis]	5
1998	U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks RePEc:msh:ebswps:1998-1 [Citation Analysis]	5
2007	Hierarchical forecasts for Australian domestic tourism RePEc:msh:ebswps:2007-12 [Citation Analysis]	5
2006	Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models RePEc:msh:ebswps:2006-22 [Citation Analysis]	5
2009	The tourism forecasting competition RePEc:msh:ebswps:2008-10 [Citation Analysis]	5
2006	A Complete VARMA Modelling Methodology Based on Scalar Components RePEc:msh:ebswps:2006-2 [Citation Analysis]	5
1998	Lead Time demand for Simple Exponential Smoothing. RePEc:msh:ebswps:1998-13 [Citation Analysis]	5
2005	Another Look at Measures of Forecast Accuracy RePEc:msh:ebswps:2005-13 [Citation Analysis]	5
1996	Principal Components Analysis of Cointegrated Time Series. RePEc:msh:ebswps:1996-2 [Citation Analysis]	4
2004	Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. RePEc:msh:ebswps:2004-19 [Citation Analysis]	4
2006	Modelling and forecasting Australian domestic tourism RePEc:msh:ebswps:2006-19 [Citation Analysis]	4
2007	The vector innovation structural time series framework: a simple approach to multivariate forecasting RePEc:msh:ebswps:2007-3 [Citation Analysis]	4
1994	One Sided Hypothesis Testing in Econometrics: A Survey. RePEc:msh:ebswps:1994-6 [Citation Analysis]	4
	repec:msh:ebswps:1996-19 [Citation Analysis]	4
2011	Estimation in threshold autoregressive models with a stationary and a unit root regime RePEc:msh:ebswps:2011-21 [Citation Analysis]	4
2004	Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model RePEc:msh:ebswps:2004-14 [Citation Analysis]	4
2005	Demand Forecasting: Evidence-based Methods RePEc:msh:ebswps:2005-24 [Citation Analysis]	4
2008	Rainbow plots, Bagplots and Boxplots for Functional Data RePEc:msh:ebswps:2008-9 [Citation Analysis]	4
1997	The Kuznets U-Curve Hypothesis: Some Panel Data Evidence. RePEc:msh:ebswps:1997-7 [Citation Analysis]	4
	repec:msh:ebswps:2000-11 [Citation Analysis]	4
2002	A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options RePEc:msh:ebswps:2002-17 [Citation Analysis]	4
2000	Bayesian Exponential Smoothing. RePEc:msh:ebswps:2000-7 [Citation Analysis]	4
2003	The Decline in Income Growth Volatility in the United States: Evidence from Regional Data RePEc:msh:ebswps:2003-21 [Citation Analysis]	4
	repec:msh:ebswps:1998-12 [Citation Analysis]	3
1997	Modelling Export Activity in a Multicountry Economic Area : The APEC Case. RePEc:msh:ebswps:1997-1 [Citation Analysis]	3
2005	25 Years of IIF Time Series Forecasting: A Selective Review RePEc:msh:ebswps:2005-12 [Citation Analysis]	3
2003	Empirical Information Criteria for Time Series Forecasting Model Selection RePEc:msh:ebswps:2003-2 [Citation Analysis]	3
2001	Using R to Teach Econometrics. RePEc:msh:ebswps:2001-10 [Citation Analysis]	3

Citing documents used to compute impact factor 8:

Year	Title	See
2011	Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models RePEc:asb:wpaper:201116	[Citation Analysis]
2011	Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes RePEc:msh:ebswps:2011-22	[Citation Analysis]
2011	Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis RePEc:msh:ebswps:2011-23	[Citation Analysis]
2011	Estimation of Parametric and Nonparametric Models for Univariate Claim Severity Distributions - an approach using R RePEc:xrp:wpaper:xreap2011-06	[Citation Analysis]
2011	The value of feedback in forecasting competitions RePEc:eee:intfor:v:27:y::i:3:p:845-849	[Citation Analysis]
2011	Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction RePEc:eee:intfor:v:27:y::i:3:p:635-660	[Citation Analysis]
2011	Combining exponential smoothing forecasts using Akaike weights RePEc:eee:intfor:v:27:y::i:2:p:238-251	[Citation Analysis]
2011	Cointegrated VARMA models and forecasting US interest rates RePEc:zur:econwp:033	[Citation Analysis]

Cites in year: CiY