Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Business & Economic Statistics / American Statistical Association

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.080.085454601.11128113010070.130.04
19910.280.0852106740.757111432020.040.04
19920.150.0850156690.44196410616050.10.04
19930.090.0948204790.3911121029040.080.05
19940.260.1572611200.4614959825090.160.04
19950.540.19483092770.9292910557090.190.07
19960.620.23523613851.07113810565080.150.09
19970.930.29464074931.211050100930120.260.1
19980.70.29584655811.25113198690100.170.11
19990.690.33485136921.35968104720220.460.14
20000.950.42455588961.616871061010170.380.16
20010.760.44556139381.53108293710160.290.17
20020.810.444866110881.652082100810150.310.19
20031.250.465371413611.916131031290200.380.2
20041.510.534075416602.27031011530230.580.22
20051.20.564680018462.31727931120190.410.23
20061.330.534284219582.33585861140441.050.22
20071.450.464388518082.04635881280370.860.19
20082.050.493992420942.27475851740330.850.21
20091.550.54697019602.02447821270320.70.2
20101.540.4641101117351.72274851310280.680.16
20111.70.5749106022212.1287871480340.690.22
20121.940.66106025962.4509017500.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
1995Comparing Predictive Accuracy.. (1995). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

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1557
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). Zivot, Eric ; Andrews, Donald. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

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693
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). Yogo, Motohiro ; Wright, Jonathan ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

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520
2002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

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409
2002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

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400
1989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). Schwert, G.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

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326
1994Bayesian Analysis of Stochastic Volatility Models.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

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297
1984Production Frontiers and Panel Data.. (1984). Sickles, Robin ; Schmidt, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

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296
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). Vogelsang, Timothy ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

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286
1990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

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252
1990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William D ; Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

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245
1993Testing for Common Features.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80.

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238
1996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

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228
1997When Do Long-Run Identifying Restrictions Give Reliable Results?. (1997). Leeper, Eric ; Faust, Jon. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53.

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224
1993Testing for Common Features: Reply.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95.

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218
1998Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David I ; Newbold, Paul . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

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212
2002Regime Switches in Interest Rates.. (2002). Bekaert, Geert ; Ang, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82.

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207
1985Estimation and Inference in Two-Step Econometric Models.. (1985). topel, robert ; Murphy, Kevin. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

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206
1990Permanent Income, Current Income, and Consumption.. (1990). Mankiw, N. Gregory ; Campbell, John. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79.

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202
2006Realized Variance and Market Microstructure Noise. (2006). Lunde, Asger ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

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198
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; Banerjee, Anindya ; Lumsdaine, Robin L. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87.

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198
1989The Message in Daily Exchange Rates: A Conditional-Variance Tale.. (1989). Bollerslev, Tim ; Baillie, Richard. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305.

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197
1992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

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193
2001Cointegration and Threshold Adjustment.. (2001). Siklos, Pierre ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76.

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192
2004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). Manganelli, Simone ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

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173
1994Estimating Potential Output as a Latent Variable.. (1994). Kuttner, Kenneth. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68.

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171
1995Natural and Quasi-experiments in Economics.. (1995). Meyer, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

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171
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection.. (1994). Hall, Alastair. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70.

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164
2005A Test for Superior Predictive Ability. (2005). Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

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162
1996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Yaron, Amir ; Hansen, Lars ; Heaton, John . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80.

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156
1985Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States.. (1985). Bartik, Timothy. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22.

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155
1991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

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154
1992Searching for a Break in GNP.. (1992). Christiano, Lawrence. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50.

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153
1993A Fractional Cointegration Analysis of Purchasing Power Parity.. (1993). Cheung, Yin-Wong ; Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12.

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150
1992A Simple Nonparametric Test of Predictive Performance.. (1992). Timmermann, Allan ; Pesaran, M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65.

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150
1985Trends and Cycles in Macroeconomic Time Series.. (1985). Harvey, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27.

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150
1987Vector Autoregressions and Reality.. (1987). Runkle, David E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42.

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147
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Granger, Clive ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

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146
1999Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification.. (1999). Lechner, Michael. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90.

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145
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

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136
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). Litterman, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

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135
2001Testing Density Forecasts, with Applications to Risk Management.. (2001). Berkowitz, Jeremy . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:4:p:465-74.

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134
1999Humps and Bumps in Lifetime Consumption.. (1999). Attanasio, Orazio. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35.

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130
1995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). Granger, Clive ; Gonzalo, Jesus. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

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128
2001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

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127
1999Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, César. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49.

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126
1994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

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124
1991Semiparametric ARCH Models.. (1991). Gonzalez-Rivera, Gloria ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59.

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121
1987Vector Autoregressions and Reality: Reply.. (1987). Runkle, David E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:5:y:1987:i:4:p:454.

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120
1993Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts.. (1993). Albert, James H ; Chib, Siddhartha . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:1-15.

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118

Citing documents used to compute impact factor 175:

YearTitleSee
2012LM tests for spatial correlation in spatial models with limited dependent variables. (2012). Lee, Lung-Fei ; Qu, Xi. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:430-445.

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[Citation Analysis]
2012Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions. (2012). Yu, Shih-Ti ; Chen, Ho-Chyuan ; Chang, Kuang-Liang . In: Japan and the World Economy. RePEc:eee:japwor:v:24:y:2012:i:4:p:274-282.

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[Citation Analysis]
2012Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends. (2012). McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-17.

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[Citation Analysis]
2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2012). Yamamoto, Yohei ; Perron, Pierre. In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-250.

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[Citation Analysis]
2012When do donors trust recipient country systems ?. (2012). Knack, Stephen. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6019.

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[Citation Analysis]
2012Green Havens and Pollution Havens. (2012). van der Ploeg, Frederick (Rick) ; Poelhekke, Steven. In: OxCarre Working Papers. RePEc:oxf:oxcrwp:087.

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[Citation Analysis]
2012Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Grouped Data. (2012). Hendricks, Nathan ; Smith, Aaron D.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124548.

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[Citation Analysis]
2012Institutions, competition and regulation: Intellectual property and innovation. (2012). Tucker, Catherine. In: Discussion Paper. RePEc:dgr:kubtil:2012030.

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[Citation Analysis]
2012Green havens and pollution havens. (2012). van der Ploeg, Frederick (Rick) ; Poelhekke, Steven. In: DNB Working Papers. RePEc:dnb:dnbwpp:353.

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[Citation Analysis]
2012Who Cares about Stock Market Booms and Busts? Evidence from Data on Mental Health. (2012). Taylor, Karl ; Ratcliffe, Anita. In: IZA Discussion Papers. RePEc:iza:izadps:dp6956.

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[Citation Analysis]
2012Executive Compensation and Systemic Risk: The Role of Non-Interest Income and Wholesale Funding. (2012). Rubia, Antonio ; Balboa, Marina ; Ray, Korok ; Lopez-Espinosa, German . In: Faculty Working Papers. RePEc:una:unccee:wp0412.

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[Citation Analysis]
2012Credit spreads as predictors of real-time economic activity: a Bayesian Model-Averaging approach. (2012). Zakrajsek, Egon ; Gilchrist, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-77.

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[Citation Analysis]
2012Non-linear Dynamics in Discretionary Accruals: An Analysis of Bank Loan-Loss Provisions. (2012). López-Espinosa, Germán. In: Faculty Working Papers. RePEc:una:unccee:wp0612.

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[Citation Analysis]
2012Minimum Wage Shocks, Employment Flows and Labor Market Frictions. (2012). Dube, Arindrajit ; Lester, William T. ; Reich, Michael . In: Institute for Research on Labor and Employment, Working Paper Series. RePEc:cdl:indrel:qt76p927ks.

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[Citation Analysis]
2012Mental Health and Labour Supply – Evidence from Mexico‘s Ongoing Violent Conflicts. (2012). Michaelsen, Maren. In: Ruhr Economic Papers. RePEc:rwi:repape:0378.

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[Citation Analysis]
2012Online accessibility of academic articles and the diversity of economics. (2012). Staub, Kevin ; Boppart, Timo. In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62040.

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[Citation Analysis]
2012Mental Health and Labour Supply: Evidence from Mexico’s Ongoing Violent Conflicts. (2012). Michaelsen, Maren. In: HiCN Working Papers. RePEc:hic:wpaper:117.

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[Citation Analysis]
2012Bye Bye, G.I. - The Impact of the U.S. Military Drawdown on Local German Labor Markets. (2012). Spitz-Oener, Alexandra ; aus dem Moore, Jan Peter ; Jan Peter aus dem Moore, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-024.

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[Citation Analysis]
2012Trade integration and business tax differentials: Evidence from OECD countries. (2012). Geys, Benny ; Exbrayat, Nelly . In: Discussion Papers, Research Professorship & Project The Future of Fiscal Federalism. RePEc:zbw:wzbfff:spii2012110.

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[Citation Analysis]
2012What Do Smoothed Earnings Tell Us about the Future?. (2012). Nakano, Makoto ; Takasu, Yusuke . In: The Japanese Accounting Review. RePEc:kob:tjrevi:dec2012:v:2:p:1-32.

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[Citation Analysis]
2012Business cycles and wage rigidity. (2012). Bartolucci, Cristian. In: Labour Economics. RePEc:eee:labeco:v:19:y:2012:i:4:p:568-583.

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[Citation Analysis]
2012Are Free Trade Agreements contagious?. (2012). Jaimovich, Dany ; Baldwin, Richard. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:1:p:1-16.

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[Citation Analysis]
2012Ethnic disparities in adolescent body mass index in the United States: The role of parental socioeconomic status and economic contextual factors. (2012). Wada, Roy ; Powell, Lisa M. ; Wang, Youfa ; Krauss, Ramona C.. In: Social Science & Medicine. RePEc:eee:socmed:v:75:y:2012:i:3:p:469-476.

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[Citation Analysis]
2012Do health plans risk-select? An audit study on Germanys Social Health Insurance. (2012). Bauhoff, Sebastian . In: Journal of Public Economics. RePEc:eee:pubeco:v:96:y:2012:i:9:p:750-759.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Job-to-job flows and the consequences of job separations. (2012). McEntarfer, Erika ; Haltiwanger, John ; Fallick, Bruce. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-73.

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[Citation Analysis]
2012Are real entry wages rigid over the business cycle? : Empirical evidence for Germany from 1977 to 2009. (2012). Stüber, Heiko ; Stuber, Heiko . In: IAB Discussion Paper. RePEc:iab:iabdpa:201206.

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[Citation Analysis]
2012Decomposing Aggregate Trade Flows: New Evidence from U.S. Traders. (2012). Krizan, C.J. ; Kamal, Fariha. In: Working Papers. RePEc:cen:wpaper:12-17.

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[Citation Analysis]
2012A Search and Matching Approach to Labor Markets: Did the Natural Rate of Unemployment Rise?. (2012). Hobijn, Bart ; Daly, Mary ; Sahin, Aysegul ; Valletta, Robert G.. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:26:y:2012:i:3:p:3-26.

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[Citation Analysis]
2012Measuring What Employers Do about Entry Wages over the Business Cycle: A New Approach. (2012). Thomas, Jonathan ; Solon, Gary ; Martins, Pedro. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:4:y:2012:i:4:p:36-55.

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[Citation Analysis]
2012Constructing Optimal Density Forecasts from Point Forecast Combinations. (2012). Lima, Luiz ; Gaglianone, Wagner ; Luiz Renato Regis de Oliveira Lima, . In: Série Textos para Discussão (Working Papers). RePEc:ppg:ppgewp:5.

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[Citation Analysis]
2012The state space representation and estimation of a time-varying parameter VAR with stochastic volatility. (2012). Doh, Taeyoung ; Connolly, Michael . In: Research Working Paper. RePEc:fip:fedkrw:rwp12-04.

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[Citation Analysis]
2012Household Search or Individual Search: Does It Matter? Evidence from Lifetime Inequality Estimates. (2012). Mabli, James ; Flabbi, Luca. In: IZA Discussion Papers. RePEc:iza:izadps:dp6908.

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[Citation Analysis]
2012Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range. (2012). McAleer, Michael ; Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard ; Hwang, Bruce B. K., . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:557-574.

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[Citation Analysis]
2012The Dyanamic Location/Scale Model: with applications to intra-day financial data. (2012). Harvey, Andrew ; Andres, Philipp. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1240.

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[Citation Analysis]
2012Autocontour-based evaluation of multivariate predictive densities. (2012). Yoldas, Emre ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:328-342.

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[Citation Analysis]
2012Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes. (2012). Lucas, André ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120059.

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[Citation Analysis]
2012EGARCH models with fat tails, skewness and leverage. (2012). Sucarrat, Genaro ; Harvey, Andrew. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1236.

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[Citation Analysis]
2012Regime switches in the volatility and correlation of financial institutions. (2012). Lucas, André ; Koopman, Siem Jan ; Danielsson, Jon ; Boudt, Kris . In: Working Paper Research. RePEc:nbb:reswpp:201210-227.

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[Citation Analysis]
2012Filtering with heavy tails. (2012). Harvey, Andrew ; Luati, A.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1255.

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[Citation Analysis]
2012A New Semiparametric Volatility Model. (2012). Lucas, André ; Ji, Jiangyu . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120055.

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2012Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk. (2012). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011176.

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2012Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models. (2012). Lucas, Andre ; Koopman, Siem Jan ; Scharth, Marcel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012020.

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2012A New Semiparametric Volatility Model. (2012). Lucas, Andre ; Ji, Jiangyu . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012055.

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2012Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes. (2012). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012059.

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2012THE FRENCH OVERALL CITY SIZE DISTRIBUTION. (2012). Suedekum, Jens ; Giesen, Kristian ; Sudekum, Jens . In: Region et Developpement. RePEc:tou:journl:v:36:y:2012:p:107-126.

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2012ZIPF’S LAW: MAIN ISSUES IN EMPIRICAL WORK. (2012). González-Val, Rafael ; Gonzalez-Val, Rafael . In: Region et Developpement. RePEc:tou:journl:v:36:y:2012:p:147-164.

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2012LA LOI DE ZIPF SOUS LE PRISME DE L’AUTO-CORRELATION SPATIALE - LES CAS DE LA CHINE ET DE L’INDE. (2012). Schaffar, Alexandra . In: Region et Developpement. RePEc:tou:journl:v:36:y:2012:p:189-204.

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2012Suffrage, Schooling, and Sorting in the Post-Bellum U.S. South. (2012). Naidu, Suresh . In: NBER Working Papers. RePEc:nbr:nberwo:18129.

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2012An appraisal of firm size distribution: Does sample size matter?. (2012). Teruel Carrizosa, Mercedes ; Segarra, Agust . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:314-328.

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2012International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885.

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2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120118.

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2012Oil price density forecasts: Exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008.

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2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012118.

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2012Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. (2012). Taylor, Robert ; Smeekes, Stephan ; Phillips, Peter ; Cavaliere, Giuseppe ; A. M. Robert Taylor, ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1844.

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2012Re-weighted functional estimation of second-order diffusion processes. (2012). Zhang, Li Xin ; Wang, Yunyan ; Tang, Mingtian . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:8:p:1129-1151.

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2012Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets. (2012). Hernandez, Manuel ; Gardebroek, Cornelis . In: 123rd Seminar, February 23-24, 2012, Dublin, Ireland. RePEc:ags:eaa123:122476.

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2012Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets. (2012). Hernandez, Manuel ; Gardebroek, Cornelis . In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124583.

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2012Price volatility in food markets: can stock building mitigate price fluctuations?. (2012). Gil, Jose Maria ; Serra, Serra . In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil. RePEc:ags:iaae12:126055.

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2012Biofuel-related price volatility literature: a review and new approaches. (2012). Serra, Teresa . In: 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil. RePEc:ags:iaae12:126057.

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2012Relationship Between Prices of Food, Fuel and Biofuel. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: 131st Seminar, September 18-19, 2012, Prague, Czech Republic. RePEc:ags:eaa131:135793.

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2012Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective. (2012). Zilberman, David ; Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1380-1391.

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2012Modelling world investment markets using threshold conditional correlation models. (2012). Aslanidis, Nektarios ; Ibaez, oscar Martinez . In: Working Papers. RePEc:urv:wpaper:2072/203167.

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2012Forecasting inflation in Asian economies. (2012). Liew, Freddy. In: MPRA Paper. RePEc:pra:mprapa:36781.

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2012Forecasting a monetary aggregate under instability: Argentina after 2001. (2012). Garegnani, Maria ; Ahumada, Hildegart. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:412-427.

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2012Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation. (2012). muellbauer, john ; Aron, Janine. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:456-476.

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2012Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland. (2012). Lein, Sarah ; Kaufmann, Daniel ; Bo E. Honore, . In: Working Papers. RePEc:snb:snbwpa:2012-09.

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2012The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data. (2012). Gautier, Erwan ; Le Saout, R.. In: Working papers. RePEc:bfr:banfra:375.

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2012Management matters. (2012). Tombe, Trevor ; Alexopoulos, Michelle. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:3:p:269-285.

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2012Valuation of vix derivatives. (2012). Sentana, Enrique ; Mencia, Javier . In: Banco de España Working Papers. RePEc:bde:wpaper:1232.

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2012Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach. (2012). Yu, Jun ; Fulop, Andras ; Li, Junye . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-264.

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2012Parametric Inference and Dynamic State Recovery from Option Panels. (2012). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor . In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-266.

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2012Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation. (2012). PHILIPPON, Thomas. In: NBER Working Papers. RePEc:nbr:nberwo:18077.

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2012Some recent theory for autoregressive count time series. (2012). Tjostheim, Dag . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:21:y:2012:i:3:p:413-438.

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2012The impact of the National School Lunch Program on child health: A nonparametric bounds analysis. (2012). Pepper, John ; Kreider, Brent ; Gundersen, Craig . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:79-91.

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2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05.

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2012The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003.

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2012Heterogeneous effect of coinsurance rate on the demand for health care: a finite mixture approach. (2012). Besstremyannaya, Galina . In: Working Papers. RePEc:cfr:cefirw:w0163.

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2012Beschäftigungseffekte der Exportkreditgarantien der Bundesrepublik Deutschland »Hermesdeckungen«. (2012). Yalcin, Erdal ; Heiland, Inga ; Felbermayr, Gabriel. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:65:y:2012:i:01:p:20-30.

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2012DO NEIGHBORHOOD PARKS AND PLAYGROUNDS REDUCE CHILDHOOD OBESITY?. (2012). Fan, Maoyong ; Jin, Yanhong H.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:123421.

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2012Are Consumers Willing to Pay for Organic When the Food is Already Local?. (2012). Klaiber, Henry ; Connolly, Cristina. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124364.

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2012k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA. (2012). Jacho-Chávez, David ; Chu, Ba ; Jacho-Chavez, David T.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:769-803_00.

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2012Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09.

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2012Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12.

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2012Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072). (2012). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2012012.

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2012Model selection in binary and tobit quantile regression using the Gibbs sampler. (2012). Zhang, Baoxue ; Ji, Yonggang ; Lin, Nan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:4:p:827-839.

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2012Bayesian modeling of joint and conditional distributions. (2012). Pelenis, Justinas ; Norets, Andriy. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:332-346.

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2012Dynamic spatial panels: models, methods, and inferences. (2012). Elhorst, J.Paul. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:5-28.

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2012Deep Habits in Consumption: A Spatial Panel Analysis Using Scanner Data. (2012). VERHELST, B. ; VAN DEN POEL, D.. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:12/823.

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2012Spatial dynamic panel data models with random effects. (2012). Parent, Olivier ; LeSage, James. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:4:p:727-738.

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2012Testing for Breaks in Cointegrated Panels. (2012). Urga, Giovanni ; Kao, Chihwa ; Trapani, Lorenzo . In: Center for Policy Research Working Papers. RePEc:max:cprwps:135.

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2012Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach. (2012). You, Kefei ; Sarantis, Nicholas . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1146-1163.

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2012The Feldstein–Horioka Puzzle and structural breaks: Evidence from EU members. (2012). Ketenci, Natalya. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:262-270.

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2012Is there an environmental Kuznets curve for Spain? Fresh evidence from old data. (2012). Tamarit, Cecilio ; Esteve, Vicente. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2696-2703.

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2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates. (2012). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1607-1626.

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2012Thirty Years of Heteroskedasticity-Robust Inference. (2012). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1268.

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2012Higher order properties of the wild bootstrap under misspecification. (2012). Kline, Patrick ; Santos, Andres . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:54-70.

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2012Pitfalls in Backtesting Historical Simulation VaR Models. (2012). Pei, Pei ; Escanciano, Juan Carlos. In: Caepr Working Papers. RePEc:inu:caeprp:2012-003.

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2012Estimation Adjusted VaR. (2012). Zakoian, Jean-Michel ; gourieroux, christian. In: Working Papers. RePEc:crs:wpaper:2012-16.

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2012Pitfalls in backtesting Historical Simulation VaR models. (2012). Escanciano, Juan Carlos ; Pei, Pei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2233-2244.

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2012The impact of the National School Lunch Program on child health: A nonparametric bounds analysis. (2012). Pepper, John ; Kreider, Brent ; Gundersen, Craig . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:79-91.

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2012A semiparametric stochastic volatility model. (2012). Yu, Jun ; JunYu, . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:473-482.

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2012Entrepreneurial optimism and survival. (2012). Pajarinen, Mika ; Hyytinen, Ari ; Lahtonen, Jukka . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_020.

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2012Modelling shelter choices in a class of mixture models for ordinal responses. (2012). Iannario, Maria . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:21:y:2012:i:1:p:1-22.

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2012The emergence of fifty-fifty probability judgements in a conditional Savage world. (2012). Zimper, Alexander. In: Working Papers. RePEc:pre:wpaper:201221.

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2012The emergence of fifty-fifty probability judgements in a conditional Savage world. (2012). Zimper, Alexander. In: Working Papers. RePEc:rza:wpaper:291.

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2012Do they Know whats at Risk? Health Risk Perception among the Obese. (2012). Wuppermann, Amelie ; Winter, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3864.

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2012Estimating Second Order Probability Beliefs from Subjective Survival Data. (2012). Hudomiet, Peter ; Willis, Robert J.. In: NBER Working Papers. RePEc:nbr:nberwo:18258.

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2012Probabilistic survey questions and incorrect answers: Retirement income replacement rates. (2012). van Santen, Peter ; Kalwij, Adriaan ; alessie, rob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:82:y:2012:i:1:p:267-280.

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2012Partial identification using random set theory. (2012). Molinari, Francesca ; Beresteanu, Arie ; Molchanov, Ilya . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:17-32.

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2012Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time. (2012). Mesters, Geert ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012009.

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2012Skewness-kurtosis bounds for the skewed generalized T and related distributions. (2012). McDonald, James ; Kerman, Sean C.. In: BYU Macroeconomics and Computational Laboratory Working Paper Series. RePEc:byu:byumcl:201210.

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2012Enriching interactions: Incorporating outcome data into static discrete games. (2012). Ellickson, Paul ; Misra, Sanjog . In: Quantitative Marketing and Economics. RePEc:kap:qmktec:v:10:y:2012:i:1:p:1-26.

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2012Gaming the Boston School Choice Mechanism in Beijing. (2012). HE, Yinghua. In: TSE Working Papers. RePEc:tse:wpaper:26414.

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2012Pairwise-difference estimation of incomplete information games. (2012). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:1:p:120-140.

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2012Rationalization and Identification of Discrete Games with Correlated Types. (2012). Xu, Haiqing ; Vuong, Quang ; Liu, Nianqing . In: Department of Economics Working Papers. RePEc:tex:wpaper:130915.

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2012A Semiparametric Test of Agents Information Sets for Games of Incomplete Information. (2012). Navarro, Salvador ; Takahashi, Yuya . In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems. RePEc:trf:wpaper:432.

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2012Index-number tests and the common-scaling social cost-of-living index. (2012). Pendakur, Krishna ; Donaldson, David. In: Social Choice and Welfare. RePEc:spr:sochwe:v:38:y:2012:i:3:p:407-429.

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2012A winning formula? Elementary indices in the Retail Prices Index. (2012). . In: IFS Working Papers. RePEc:ifs:ifsewp:12/22.

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2012The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options. (2012). Stentoft, Lars ; Rombouts, Jeroen ; Violente, Francesco . In: CIRANO Working Papers. RePEc:cir:cirwor:2012s-05.

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2012Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2012). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1302.

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2012The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options. (2012). Violante, Francesco ; Stentoft, Lars ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2012003.

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2012Keep on smiling? The pricing of Quanto options when all covariances are stochastic. (2012). Muck, Matthias ; Branger, Nicole . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1577-1591.

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2012Asset pricing with Second-Order Esscher Transforms. (2012). Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1678-1687.

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2012On detection of volatility spillovers in simultaneously open stock markets. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:37504.

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2012Identifying the Substitution Effect of Temporary Agency Employment. (2012). Weber, Enzo ; Jahn, Elke. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:23597.

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2012Identifying the Substitution Effect of Temporary Agency Employment. (2012). Weber, Enzo ; Jahn, Elke. In: IZA Discussion Papers. RePEc:iza:izadps:dp6471.

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2012Fundamental Problems with Nonfundamental Shocks. (2012). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1230.

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2012Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:43823.

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2012Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09.

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2012Drift in transcation-level asset price models. (2012). . In: Working Papers. RePEc:hal:wpaper:hal-00756372.

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2012Unit roots, nonlinearities and structural breaks. (2012). Teräsvirta, Timo ; Kruse, Robinson ; Haldrup, Niels ; TERaSVIRTA, Timo ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14.

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2012Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Perron, Pierre ; McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-15.

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2012Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends. (2012). McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-17.

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2012Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2012). Yamamoto, Yohei ; Perron, Pierre. In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd12-250.

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2012Long memory and nonlinearities in realized volatility: A Markov switching approach. (2012). Raggi, Davide ; Bordignon, Silvano . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3730-3742.

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2012Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:41558.

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2012Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal . In: Discussion Papers. RePEc:bir:birmec:12-12.

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2012Estimation of high-dimensional linear factor models with grouped variables. (2012). Heaton, Chris ; Solo, Victor . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:105:y:2012:i:1:p:348-367.

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2012Forecasting Interest Rates with Shifting Endpoints. (2012). van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012076.

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2012Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields. (2012). Hautsch, Nikolaus ; Ou, Yangguoyi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:2988-3007.

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2012Bayesian inference in a Stochastic Volatility Nelson–Siegel model. (2012). Yang, Fuyu ; Hautsch, Nikolaus. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3774-3792.

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2012Predicting and Capitalizing on Stock Market Bears in the U.S.. (2012). Candelon, Bertrand ; Ahmed, Jameel ; Jameel, Ahmed ; Stefan, Straetmans . In: Research Memoranda. RePEc:dgr:umamet:2012019.

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2012Simple Estimators for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Working Papers. RePEc:irv:wpaper:111204.

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2012A Simple Estimator for Binary Choice Models With Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:807.

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2012An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810.

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2012An instrumental variable random coefficients model for binary outcomes. (2012). Rosen, Adam ; Chesher, Andrew. In: CeMMAP working papers. RePEc:ifs:cemmap:34/12.

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2012A Poisson mixture model of discrete choice. (2012). Hausman, Jerry ; Burda, Martin ; Harding, Matthew . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:184-203.

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2012The random coefficients logit model is identified. (2012). Ryan, Stephen ; Fox, Jeremy ; Bajari, Patrick ; Kim, Kyoo il . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:204-212.

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2012Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa L.. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:106-115.

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2012A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2012). Lewbel, Arthur ; Dong, Yingying. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:604.

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2012Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions. (2012). Fève, Patrick ; Gay, Alain ; Feve, Patrick ; Chaudourne, Jeremy . In: TSE Working Papers. RePEc:tse:wpaper:26112.

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2012Understanding the Effect of Technology Shocks in SVARs with Long-Run Restrictions. (2012). Fève, Patrick ; Gay, Alain ; Feve, Patrick ; Chaudourne, Jeremy . In: IDEI Working Papers. RePEc:ide:wpaper:26113.

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2012Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper. RePEc:fip:fedawp:2012-09.

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2012Bayesian semiparametric multivariate GARCH modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Papers. RePEc:tor:tecipa:tecipa-458.

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2012Bayesian Semiparametric Multivariate GARCH Modeling. (2012). Maheu, John ; Jensen, Mark. In: Working Paper Series. RePEc:rim:rimwps:48_12.

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2012Identification and estimation of dynamic games when players beliefs are not in equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:tor:tecipa:tecipa-449.

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2012Identification and Estimation of Dynamic Games when Players Beliefs Are Not in Equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor. In: Working Papers. RePEc:clg:wpaper:2012-03.

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2012Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75.

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2012DEA-Risk Efficiency and Stochastic Dominance Efficiency of Stock Indices. (2012). Branda, Martin ; Kopa, Milo . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:2:p:106-124.

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2012A new country risk index for emerging markets: A stochastic dominance approach. (2012). Stengos, Thanasis ; Pinar, Mehmet ; Agliardi, Elettra ; Topaloglou, Nikolas . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:741-761.

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2012On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea. (2012). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky ; Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:326-332.

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2012Marijuana on main street: What if?. (2012). Jacobi, Liana ; Sovinsky, Michelle . In: ECON - Working Papers. RePEc:zur:econwp:087.

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2012Impact of CEPA on the labor market of Hong Kong. (2012). hsiao, cheng ; Ching, Steve ; Wan, Shui Ki . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:975-981.

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2012Contagion or Flight-to-Quality Phenomena in Stock and Bond Returns. (2012). Thomadakis, Apostolos. In: School of Economics Discussion Papers. RePEc:sur:surrec:0612.

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2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

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2012Stress Testing Liquidity Risk: The Case of the Brazilian Banking System.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Guerra, Solange M. ; Sergio Rubens S. de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:302.

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2012Exchange Rate Risk Exposure and the Value of European Firms. (2012). Alexeev, Vitali ; Parlapiano, Fabio . In: Working Papers. RePEc:tas:wpaper:201209.

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2012Gender Wage Gaps across Skills and Trade Openness. (2012). Ben Yahmed, Sarra . In: AMSE Working Papers. RePEc:aim:wpaimx:1232.

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2012The Careers of Immigrants. (2012). de Matos, Ana Damas . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1171.

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2012Gender Wage Gaps across Skills and Trade Openness. (2012). Ben Yahmed, Sarra . In: Working Papers. RePEc:hal:wpaper:halshs-00793559.

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2012Immigrant wage profiles within and between establishments. (2012). Raaum, Oddbjørn ; Bratsberg, Bernt ; Barth, Erling. In: Labour Economics. RePEc:eee:labeco:v:19:y:2012:i:4:p:541-556.

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2012Discrimination, technology and unemployment. (2012). Merlino, Luca. In: Labour Economics. RePEc:eee:labeco:v:19:y:2012:i:4:p:557-567.

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2012Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects. (2012). Vogelsang, Timothy. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:303-319.

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2012Testing the Masters Hypothesis in commodity futures markets. (2012). Irwin, Scott ; Sanders, Dwight R.. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:256-269.

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Recent citations received in: 2011

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2011Parametric Inference and Dynamic State Recovery from Option Panels. (2011). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2012-11.

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2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2011). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-049.

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2011Can the Fed talk the hind legs off the stock market?. (2011). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, ; Raes, Louis . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8450.

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2011Structural Vector Autoregressions. (2011). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515.

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2011Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813.

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2011Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012). (2011). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2011072.

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2011Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. (2011). Taylor, Robert ; Smeekes, Stephan ; Phillips, Peter ; Cavaliere, Giuseppe ; Giuseppe, Cavaliere ; Taylor A. M. Robert, ; Stephan, Smeekes ; Phillips Peter C. B., . In: Research Memoranda. RePEc:dgr:umamet:2011056.

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2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails. (2011). Zhang, Xin ; Lucas, Andre ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011078.

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2011The Effect of Subsidized Employment on Happiness. (2011). Crost, Benjamin . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp384.

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2011Optimal Forecasts in the Presence of Structural Breaks. (2011). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail . In: DNB Working Papers. RePEc:dnb:dnbwpp:327.

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2011Using panel data to partially identify HIV prevalence When HIV status is not missing at random. (2011). Peracchi, Franco ; arpino, bruno ; De Cao, Elisabetta . In: Working Papers. RePEc:don:donwpa:048.

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2011Advances in Forecasting Under Instability. (2011). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-20.

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2011Brownian motion vs. pure-jump processes for individual stocks. (2011). Sévi, Benoît ; Svi, Benot ; Baena, Csar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00669.

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2011Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). Reijer, Ard ; den Reijer, Ard H. J., . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837.

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2011Distributional impacts of a local living wage increase with ability sorting. (2011). Ahn, Tom. In: Economics Letters. RePEc:eee:ecolet:v:112:y:2011:i:3:p:283-286.

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2011Realized Laplace transforms for estimation of jump diffusive volatility models. (2011). Tauchen, George ; Todorov, Viktor ; Grynkiv, Iaryna . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:2:p:367-381.

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2011Using panel data to partially identify HIV prevalence when HIV status is not missing at random. (2011). Peracchi, Franco ; arpino, bruno ; De Cao, Elisabetta . In: EIEF Working Papers Series. RePEc:eie:wpaper:1113.

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2011Modeling Financial Crises Mutation. (2011). Palm, Franz ; Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand. In: Working Papers. RePEc:hal:wpaper:halshs-00630036.

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2011Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures. (2011). Vollmer, Sebastian ; Fink, Gunther ; McConnell, Margaret . In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-477.

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2011The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis. (2011). Pepper, John ; Kreider, Brent ; Gundersen, Craig . In: Staff General Research Papers. RePEc:isu:genres:32719.

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2011So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design. (2011). Wagner, Mathis ; list, john ; Sadoff, Sally . In: Experimental Economics. RePEc:kap:expeco:v:14:y:2011:i:4:p:439-457.

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2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights. (2011). Lütkepohl, Helmut ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1123.

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2011The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Pathak, Parag ; Barwick, Panle. In: NBER Working Papers. RePEc:nbr:nberwo:17227.

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2011Labor Reallocation in Response to Trade Reform. (2011). Muendler, Marc-Andreas ; Menezes-Filho, Naercio. In: NBER Working Papers. RePEc:nbr:nberwo:17372.

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2011An Empirical Model of Industry Dynamics with Common Uncertainty and Learning from the Actions of Competitors. (2011). Yang, Nathan. In: Working Papers. RePEc:net:wpaper:1116.

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2011Conditional jumps in volatility and their economic determinants. (2011). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0138.

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2011Does high involvement management lead to higher pay?. (2011). Ilmakunnas, Pekka ; Bryson, Alex ; Böckerman, Petri ; Bockerman, Petri . In: MPRA Paper. RePEc:pra:mprapa:28711.

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2011Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter . In: MPRA Paper. RePEc:pra:mprapa:30507.

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2011Patterns in U.S. urban growth (1790–2000). (2011). Lanaspa, Luis ; González-Val, Rafael ; Gonzalez-Val, Rafael . In: MPRA Paper. RePEc:pra:mprapa:31006.

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2011Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility. (2011). Yu, Jun ; Fulop, Andras ; Li, Junye . In: Working Papers. RePEc:skb:wpaper:cofie-10-2011.

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2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:11/2011.

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2011Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks. (2011). Audrino, Francesco. In: Economics Working Paper Series. RePEc:usg:econwp:2011:12.

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2011Efficient high-dimensional importance sampling in mixture frameworks. (2011). Kleppe, Tore ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201111.

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2011Early life conditions and financial risk-taking in older age. (2011). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto . In: CFS Working Paper Series. RePEc:zbw:cfswop:201128.

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Recent citations received in: 2010

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2010Modelling asset correlations during the recent FInancial crisis: A semiparametric approach. (2010). Casas, Isabel ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2010-71.

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2010Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2010). Perron, Pierre ; McCloskey, Adam. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-048.

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2010A Test Against Spurious Long Memory. (2010). Qu, Zhongjun. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2010-051.

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2010Robust Inference with Clustered Data. (2010). Miller, Douglas ; Cameron, A.. In: Working Papers. RePEc:cda:wpaper:10-6.

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2010Robust Inference with Clustered Data. (2010). Miller, Douglas ; Cameron, A.. In: Working Papers. RePEc:cda:wpaper:10-7.

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2010Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers. (2010). Haile, Philip ; Berry, Steven. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1718.

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2010Identification in Differentiated Products Markets Using Market Level Data. (2010). Haile, Philip ; Berry, Steven. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1744.

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2010Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). Jungbacker, Borus ; Koopman, Siem Jan ; van der Wel, Michel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:0000041.

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2010Dynamic Factor Models with Smooth Loadings for Analyzing the Term Structure of Interest Rates. (2010). Jungbacker, Borus ; van der Wel, Michel . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2009041.

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2010International money and stock market contingent claims. (2010). Monfort, Alain ; gourieroux, christian ; Sufana, R.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:8:p:1727-1751.

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2010.

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2010Can subjective expectations data be used in choice models? Evidence on cognitive biases. (2010). Zafar, Basit. In: Staff Reports. RePEc:fip:fednsr:454.

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2010The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods. (2010). Roca, Eduardo ; Hatemi-J, Abdulnasser ; Abdulnasser Hatemi-J, . In: Discussion Papers in Finance. RePEc:gri:fpaper:finance:201003.

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2010Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005. (2010). Védrine, Lionel ; Agha, Bouayad S. ; Turpin, Nadine ; Vedrine, Lionel . In: Working Papers. RePEc:hal:wpaper:halshs-00812077.

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2010Grandparents and womens participation in the labor market. (2010). Albuquerque, Paula ; Passos, Jose . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp162010.

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2010Rounding in Recreation Demand Models: A Latent Class Count Model. (2010). Herriges, Joseph ; Evans, Keith. In: Staff General Research Papers. RePEc:isu:genres:31594.

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2010The Glass Door: The Gender Composition of Newly-Hired Workers Across Hierarchical Job Levels. (2010). Russo, Giovanni ; Hassink, Wolter . In: IZA Discussion Papers. RePEc:iza:izadps:dp4858.

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2010Semiparametric estimation of consumer demand systems in real expenditure. (2010). Pendakur, Krishna ; Sperlich, Stefan . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:3:p:420-457.

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2010Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering. (2010). Winter-Ebmer, Rudolf ; Weber, Andrea ; Fruhwirth-Schnatter, Sylvia ; Pamminger, Christoph . In: NRN working papers. RePEc:jku:nrnwps:2010_14.

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2010Identification in Differentiated Products Markets Using Market Level Data. (2010). Haile, Philip ; Berry, Steven. In: NBER Working Papers. RePEc:nbr:nberwo:15641.

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2010Products, patents and productivity persistence: A DSGE model of endogenous growth. (2010). Holden, Tom. In: Economics Series Working Papers. RePEc:oxf:wpaper:512.

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2010Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information. (2010). Wang, Yafeng ; Graham, Brett . In: MPRA Paper. RePEc:pra:mprapa:23153.

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2010The contagion effect: evidences from former Soviet Economies in Eastern Europe. (2010). KORKMAZ, Abdurrahman ; Insel, Aysu. In: MPRA Paper. RePEc:pra:mprapa:24999.

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2010Recent developments in empirical IO: dynamic demand and dynamic games. (2010). Nevo, Aviv ; Aguirregabiria, Victor. In: MPRA Paper. RePEc:pra:mprapa:27814.

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2010Time Varying Dimension Models. (2010). Strachan, Rodney ; Leon-Gonzalez, Roberto ; Koop, Gary ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_10.

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2010Contagion effects of the subprime crisis in the European NYSE Euronext markets. (2010). Vieira, Isabel ; Mendes, Carlos ; Horta, Paulo . In: Portuguese Economic Journal. RePEc:spr:portec:v:9:y:2010:i:2:p:115-140.

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2010.

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2010Eliciting probabilistic expectations with visual aids in developing countries : how sensitive are answers to variations in elicitation design ?. (2010). McKenzie, David ; Gine, Xavier ; Delavande, Adeline. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5458.

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Recent citations received in: 2009

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2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Liz ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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2009Structural Inflation Models with Real Wage Rigidities: The Case of Canada. (2009). Khalaf, Lynda ; Dufour, Jean-Marie ; Kichian, Maral . In: Working Papers. RePEc:bca:bocawp:09-21.

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2009Forecasting Euro-area recessions using time-varying binary response models for financial.. (2009). Ferrara, Laurent ; Bellego, C.. In: Working papers. RePEc:bfr:banfra:259.

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2009k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models. (2009). Sun, Yixiao ; Kim, Min Seong. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9gn6n5mr.

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2009Optimal Use of Labor Market Policies: The Role of Job Search Assistance. (2009). Wunsch, Conny. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2890.

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2009A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data. (2009). Tkacz, Greg ; Galbraith, John. In: CIRANO Working Papers. RePEc:cir:cirwor:2009s-23.

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2009Pooling versus model selection for nowcasting with many predictors: An application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7197.

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2009Back to square one: identification issues in DSGE models. (2009). Sala, Luca ; Canova, Fabio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7234.

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2009Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work?. (2009). Wunsch, Conny ; Walter, Thomas ; Lechner, Michael ; Huber, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7238.

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2009Introducing the Euro-STING: Short-Term Indicator of Euro Area Growth. (2009). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7343.

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2009Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status. (2009). Carro, Jesus ; Traferri, Alejandra . In: Economics Working Papers. RePEc:cte:werepe:we094021.

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2009Instrumental variables quantile regression for panel data with measurement errors. (2009). Montes Rojas, Gabriel ; Galvao, A. F. ; Montes-Rojas, G.. In: Working Papers. RePEc:cty:dpaper:09/06.

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2009Estimating deterministic trends with an integrated or stationary noise component. (2009). Yabu, Tomoyoshi ; Perron, Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:151:y:2009:i:1:p:56-69.

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2009The impact of risk and uncertainty on expected returns. (2009). Ghysels, Eric ; Juergens, Jennifer L. ; Anderson, Evan W.. In: Journal of Financial Economics. RePEc:eee:jfinec:v:94:y:2009:i:2:p:233-263.

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2009Long-run labour market and health effects of individual sports activities. (2009). Lechner, Michael. In: Journal of Health Economics. RePEc:eee:jhecon:v:28:y:2009:i:4:p:839-854.

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2009Pooling versus Model Selection for Nowcasting with Many Predictors: An Application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Economics Working Papers. RePEc:eui:euiwps:eco2009/13.

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2009Heeding Daedalus: Optimal inflation and the zero lower bound. (2009). Williams, John. In: Working Paper Series. RePEc:fip:fedfwp:2009-23.

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2009Inference on counterfactual distributions. (2009). Melly, Blaise ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:09/09.

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2009Intersection Bounds: estimation and inference. (2009). Rosen, Adam ; Lee, Sokbae (Simon) ; Chernozhukov, Victor ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:19/09.

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2009Nonparametric identification in nonseparable panel data models with generalized fixed effects. (2009). White, Halbert ; Hoderlein, Stefan. In: CeMMAP working papers. RePEc:ifs:cemmap:33/09.

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2009Vertical Specialization and Nonstationarities in International Trade Series. (2009). Sabate, Marcela. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp309.

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2009Do German Welfare-to-Work Programmes Reduce Welfare and Increase Work?. (2009). Wunsch, Conny ; Walter, Thomas ; Lechner, Michael ; Huber, Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp4090.

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2009Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak. (2009). Chaudhuri, Saraswata ; Rose, Elaina . In: IZA Discussion Papers. RePEc:iza:izadps:dp4203.

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2009The Effect of Consumers’ Real-World Choice Sets on Inferences from Stated Preference Surveys. (2009). Cameron, Trudy ; DeShazo, J. ; Saenz, Manrique . In: Environmental & Resource Economics. RePEc:kap:enreec:v:42:y:2009:i:3:p:319-343.

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2009Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program. (2009). Tchernis, Rusty ; Millimet, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:15539.

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2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/01.

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2009Measuring output gap uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2009/15.

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2009Forecasting New Zealands economic growth using yield curve information. (2009). Thorsrud, Leif ; Krippner, Leo. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2009/18.

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2009On the Robustness of the Trade-Inducing Effects of Trade Agreements and Currency Unions. (2009). Roy, Jayjit. In: Departmental Working Papers. RePEc:smu:ecowpa:0906.

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2009Partial Identification of Discrete Counterfactual Distributions with Sequential Update of Information. (2009). Boes, Stefan. In: SOI - Working Papers. RePEc:soz:wpaper:0918.

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2009Pooling versus model selection for nowcasting with many predictors: an application to German GDP. (2009). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:7572.

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2009Factor forecasting using international targeted predictors: the case of German GDP. (2009). Schumacher, Christian. In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:7579.

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Source data used to compute the impact factor of RePEc series.