Most cited documents in this series:

Year	Title	Cited
1995	Initial Conditions and Moment Restrictions in Dynamic Panel Data Models. RePEc:nuf:econwp:104 [Citation Analysis]	447
2001	GMM Estimation of Empirical Growth Models RePEc:nuf:econwp:0121 [Citation Analysis]	184
2005	Stochastic Volatility RePEc:nuf:econwp:0517 [Citation Analysis]	174
1999	Auction Theory: a Guide to the Literature. RePEc:nuf:econwp:1999-w12 [Citation Analysis]	173
1996	Initial conditions and moment restrictions in dynamic panel data model RePEc:nuf:econwp:9614 [Citation Analysis]	137
2004	Auctions: Theory and Practice RePEc:nuf:econwp:049 [Citation Analysis]	113
1996	Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks. RePEc:nuf:econwp:126 [Citation Analysis]	80
	repec:nuf:econwp:146 [Citation Analysis]	62
1996	An omnibus test for univariate and multivariate normalit RePEc:nuf:econwp:9604 [Citation Analysis]	61
2004	We Ran One Regression RePEc:nuf:econwp:0417 [Citation Analysis]	40
1999	Innovation and Market Value. RePEc:nuf:econwp:1999-w3 [Citation Analysis]	39
2001	Econometric analysis of realised volatility and its use in estimating stochastic volatility models RePEc:nuf:econwp:0104 [Citation Analysis]	36
1996	Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se RePEc:nuf:econwp:9625 [Citation Analysis]	30
2006	Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise RePEc:nuf:econwp:0603 [Citation Analysis]	28
2001	How accurate is the asymptotic approximation to the distribution of realised volatility? RePEc:nuf:econwp:0116 [Citation Analysis]	28
1996	Booms and Busts in the UK Housing Market. RePEc:nuf:econwp:125 [Citation Analysis]	27
2004	Capital Accumulation and Growth: A New Look at the Empirical Evidence RePEc:nuf:econwp:048 [Citation Analysis]	23
1997	Filtering via simulation: auxiliary particle filters RePEc:nuf:econwp:9713 [Citation Analysis]	23
2002	Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics RePEc:nuf:econwp:0213 [Citation Analysis]	22
2006	Limit theorems for multipower variation in the presence of jumps RePEc:nuf:econwp:0507 [Citation Analysis]	22
1998	Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years RePEc:nuf:econwp:143 [Citation Analysis]	21
1998	Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms RePEc:nuf:econwp:142 [Citation Analysis]	21
2001	Realised power variation and stochastic volatility models RePEc:nuf:econwp:0118 [Citation Analysis]	21
2001	Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments RePEc:nuf:econwp:0113 [Citation Analysis]	20
2002	Unemployment, Labour Market Institutions and Shocks RePEc:nuf:econwp:0216 [Citation Analysis]	18
2005	Adjustment Costs and the Identification of Cobb Douglas Production Functions RePEc:nuf:econwp:0504 [Citation Analysis]	17
2003	Multimodality in the GARCH Regression Model RePEc:nuf:econwp:0320 [Citation Analysis]	16
2006	Management of a Capital Stock by Strotzs Naive Planner RePEc:nuf:econwp:0526 [Citation Analysis]	16
1996	Pathological Outcomes of Observational Learning. RePEc:nuf:econwp:115 [Citation Analysis]	14
2005	Outlier Detection in GARCH Models RePEc:nuf:econwp:0524 [Citation Analysis]	14
2004	Regression Models with Data-based Indicator Variables RePEc:nuf:econwp:044 [Citation Analysis]	14
2006	Limit theorems for bipower variation in financial econometrics RePEc:nuf:econwp:0506 [Citation Analysis]	14
2001	Order determination in general vector autoregressions RePEc:nuf:econwp:0110 [Citation Analysis]	14
2001	The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses RePEc:nuf:econwp:0204 [Citation Analysis]	14
2005	Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic RePEc:nuf:econwp:0509 [Citation Analysis]	14
2001	Pooling of Forecasts RePEc:nuf:econwp:0209 [Citation Analysis]	13
1999	The Tobacco Deal. RePEc:nuf:econwp:1999-w11 [Citation Analysis]	12
1999	Income Inequality and Macroeconomic Volatility: an Empirical Investigation. RePEc:nuf:econwp:1999-w20 [Citation Analysis]	12
2002	A Model of Path-Dependence in Decisions over Multiple Propositions RePEc:nuf:econwp:0215 [Citation Analysis]	11
1995	Bartlett correction of the unit root test in autoregressive models RePEc:nuf:econwp:0011 [Citation Analysis]	10
2008	Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading RePEc:nuf:econwp:0810 [Citation Analysis]	10
2005	Hurricanes: Intertemporal Trade and Capital Shocks RePEc:nuf:econwp:0522 [Citation Analysis]	10
2001	Economic Forecasting: Some Lessons from Recent Research RePEc:nuf:econwp:0211 [Citation Analysis]	10
1999	Multidimensional Inequality Measurement: a Proposal. RePEc:nuf:econwp:9927 [Citation Analysis]	10
2003	Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals RePEc:nuf:econwp:0316 [Citation Analysis]	9
1998	Aggregation and Model Construction for Volatility Models RePEc:nuf:econwp:141 [Citation Analysis]	9
2000	Does Competition Solve the Hold-Up Problem?. RePEc:nuf:econwp:2000-w11 [Citation Analysis]	9
1996	Bringing Income Distribution in from the Cold. RePEc:nuf:econwp:117 [Citation Analysis]	9
1994	An evaluation of forecasting using leading indicators RePEc:nuf:econwp:0005 [Citation Analysis]	9
2001	Firm Level Investment and R&D in France and the United States: A Comparison RePEc:nuf:econwp:0102 [Citation Analysis]	9

Citing documents used to compute impact factor 12:

Year	Title	See
2011	Asymptotic theory for iterated one-step Huber-skip estimators RePEc:kud:kuiedp:1129	[Citation Analysis]
2011	Asymptotic theory for iterated one-step Huber-skip estimators RePEc:aah:create:2011-40	[Citation Analysis]
2011	Efficient Combinatorial Exchanges RePEc:cfi:fseres:cf258	[Citation Analysis]
2011	Testable implications of general equilibrium models: An integer programming approach RePEc:eee:mateco:v:47:y:2011:i:4:p:564-575	[Citation Analysis]
2011	Dynamic Conditional Correlations for Asymmetric Processes RePEc:ucm:doicae:1130	[Citation Analysis]
2011	Asymmetry and Long Memory in Volatility Modelling RePEc:ucm:doicae:1129	[Citation Analysis]
2011	Are realized volatility models good candidates for alternative Value at Risk prediction strategies? RePEc:pra:mprapa:30364	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures RePEc:dgr:uvatin:20110132	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management RePEc:aah:create:2011-37	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management RePEc:pen:papers:11-037	[Citation Analysis]
2011	Multidimensional procurement auctions with unknown weights RePEc:kud:kuiedp:1123	[Citation Analysis]
2011	Internet auctions with a temporary buyout option RePEc:eee:ecolet:v:110:y:2011:i:3:p:268-271	[Citation Analysis]

Cites in year: CiY