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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics

0.18

Impact Factor

0.32

5-Years IF

13

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11131339003 (7.7%)0.05
19950.150.150.15203320.066913213227 (39.1%)0.1
19960.090.190.09195230.06973333331 (1%)0.09
19970.130.20.15146680.1293955281 (11.1%)0.08
19980.090.210.05188430.04593336638 (13.6%)0.12
19990.060.270.131498110.113332284112 (6.1%)0.15
20000.250.360.2411109250.234532885207 (15.6%)20.180.14
20010.120.360.1711120210.1844253761310 (22.7%)10.090.17
20020.320.370.2221141370.263222768159 (28.1%)20.10.18
20030.060.390.1222163220.13683227593 (4.4%)30.140.18
20040.190.410.2327190450.245043879188 (16%)60.220.18
20050.220.430.2626216550.25914911922412 (13.2%)70.270.22
20060.280.450.2722238580.247353151072917 (23.3%)30.140.19
20070.310.380.3214252660.264748151183812 (25.5%)20.140.17
20080.080.380.219261410.1628363111232 (7.1%)40.440.17
20090.260.350.2717278490.184223698266 (14.3%)10.060.17
20100.350.320.2723301550.183126988247 (22.6%)20.090.15
20110.150.410.3126327560.1731406852614 (45.2%)50.190.2
20120.220.460.2220347680.219491189209 (47.4%)60.30.21
20130.370.490.44293761600.43134617954210 (76.9%)40.140.22
20140.180.560.3230406790.1910499115374 (40%)30.10.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
1995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Koehler, A. ; Ord, J. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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55
1996Computers and Productivity in France: Some Evidence.. (1996). Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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36
2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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35
1998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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23
1996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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23
1996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

Full description at Econpapers || Download paper

23
1994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, E. A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

Full description at Econpapers || Download paper

21
2005Another Look at Measures of Forecast Accuracy. (2005). Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

Full description at Econpapers || Download paper

20
2005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

Full description at Econpapers || Download paper

18
2001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Koehler, A. B. ; Ord, J. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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17
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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17
1999Does International Trade Synchronize Business Cycles?. (1999). Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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16
2007Automatic time series forecasting: the forecast package for R.. (2007). Khandakar, Yeasmin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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14
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

Full description at Econpapers || Download paper

13
1998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

Full description at Econpapers || Download paper

12
2009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). De Livera, Alysha M ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

Full description at Econpapers || Download paper

11
2006VARMA versus VAR for Macroeconomic Forecasting. (2006). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

Full description at Econpapers || Download paper

10
2009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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10
2006Modelling and forecasting Australian domestic tourism. (2006). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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10
2002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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10
2005Forecasting age-specific breast cancer mortality using functional data models. (2005). Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
1996Growth Convergence: Some Panel Data Evidence.. (1996). Lee, M. ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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9
2000Bayesian Soft Target Zones.. (2000). Forbes, C. S. ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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9
2009The tourism forecasting competition. (2009). Wu, Doris C ; Athanasopoulos, George . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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8
2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Osmani Teixeira de Carvalho Guillen, ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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8
1998Lead Time demand for Simple Exponential Smoothing.. (1998). Koehler, A. B. ; Sunder, R. D. ; Ord, J. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

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8
2006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, D. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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8
2004Value of Expertise For Forecasting Decisions in Conflicts. (2004). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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8
2001Strategy Similarity and Coordination.. (2001). Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

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8
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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7
2006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

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7
2007Optimal combination forecasts for hierarchical time series. (2007). Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

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7
2008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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7
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Brooks, Robert . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

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7
2000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

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7
2007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

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7
2003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine S. ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

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7
2008Density forecasting for long-term peak electricity demand. (2008). Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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6
2004Inflation, Financial Development and Endogenous Growth. (2004). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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6
2006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Forbes, Catherine S ; Strickland, Chris M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-22.

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6
2006A Complete VARMA Modelling Methodology Based on Scalar Components. (2006). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-2.

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6
2007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

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6
2005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects. (2005). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-22.

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6
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Liao, Yin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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5
2011Estimation in threshold autoregressive models with a stationary and a unit root regime. (2011). Tjostheim, Dag ; Yin, Jiying . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-21.

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5
2007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). King, Maxwell L ; Brooks, Robert D. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-11.

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5
2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions. (2011). Li, Degui ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-12.

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5
1995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances.. (1995). Ara, I. ; King, M. L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-12.

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5
2012Solving Replication Problems in Complete Market by Orthogonal Series Expansion. (2012). Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-7.

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5
1999Predicting how People Play Games: a Simple Dynamic Model of Choice.. (1999). Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-12.

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5

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2005Another Look at Measures of Forecast Accuracy. (2005). Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

Full description at Econpapers || Download paper

13
2007Automatic time series forecasting: the forecast package for R.. (2007). Khandakar, Yeasmin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

Full description at Econpapers || Download paper

12
2005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

Full description at Econpapers || Download paper

10
2009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

Full description at Econpapers || Download paper

8
2009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). De Livera, Alysha M ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

Full description at Econpapers || Download paper

7
2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

Full description at Econpapers || Download paper

6
2006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

Full description at Econpapers || Download paper

5
2007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). King, Maxwell L ; Brooks, Robert D. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-11.

Full description at Econpapers || Download paper

5
2000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

Full description at Econpapers || Download paper

5
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

Full description at Econpapers || Download paper

5
1996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

Full description at Econpapers || Download paper

5
2010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Liao, Yin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

Full description at Econpapers || Download paper

5
2011Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects. (2011). Li, Degui ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-14.

Full description at Econpapers || Download paper

4
2006Modelling and forecasting Australian domestic tourism. (2006). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

Full description at Econpapers || Download paper

4
2011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence. (2011). Li, Degui ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-15.

Full description at Econpapers || Download paper

4
2011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions. (2011). Li, Degui ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-12.

Full description at Econpapers || Download paper

4
1998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

Full description at Econpapers || Download paper

4
2008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

Full description at Econpapers || Download paper

4
1995The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors.. (1995). Harris, D. C. ; King, M. L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-6.

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4
1995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Koehler, A. ; Ord, J. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

Full description at Econpapers || Download paper

3
2001The Importance Of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study.. (2001). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-2.

Full description at Econpapers || Download paper

3
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

Full description at Econpapers || Download paper

3
2006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, D. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

Full description at Econpapers || Download paper

3
2011Bayesian semiparametric GARCH models. (2011). King, Maxwell L. ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-24.

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3
2001The Missing Link: Using the NBER Recession Indicator to Construct Coincident and Leading Indices of Economic Activity.. (2001). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-9.

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3
1994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, E. A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

Full description at Econpapers || Download paper

3
2013Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2013). Martin, Gael M. ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-25.

Full description at Econpapers || Download paper

3
2006VARMA versus VAR for Macroeconomic Forecasting. (2006). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

Full description at Econpapers || Download paper

3
2010A Primal Divisia Technical Change Index Based on the Output Distance Function. (2010). Serletis, Apostolos ; Feng, Guohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-7.

Full description at Econpapers || Download paper

3
2008Density forecasting for long-term peak electricity demand. (2008). Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

Full description at Econpapers || Download paper

3
2001Comparison of Non-Stationary Time Series in the Frequency Domain.. (2001). Maharaj, E. A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-1.

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2
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

Full description at Econpapers || Download paper

2
2007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

Full description at Econpapers || Download paper

2
1999Inter-Regional Migration in Australia: an Applied Economic Analysis.. (1999). Peter, M. W.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-5.

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2
2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2012). Poskitt, D. S. ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-8.

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2
2015Common Shocks in panels with Endogenous Regressors. (2015). Jiang, Bin ; Forchini, G. ; Peng, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-8.

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2
1994A Comparison of Marginal Likelihood Based and Approximate Point Optimal Tests for Random Regression Coefficient in the Presence of Autocorrelation.. (1994). King, M. L. ; Rahman, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-4.

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2
2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions. (2009). Athanasopoulos, George ; Osmani T. de C. Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-2.

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2
2014Specification Testing in Structural Nonparametric Cointegration. (2014). Dong, Chaohua ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2.

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2
2012Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models. (2012). Dong, Chaohua ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-20.

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2
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density. (2011). Shang, Han Lin ; Zhang, Xibin ; King, Maxwell L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-10.

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2
2014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2014). Poskitt, D. S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-10.

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2
2013Estimating Smooth Structural Change in Cointegration Models. (2013). Li, Degui ; Peter C. B. Phillips, ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-22.

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2
2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2012). Poskitt, D. S. ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-9.

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2
2013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration. (2013). Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-16.

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2
2009The tourism forecasting competition. (2009). Wu, Doris C ; Athanasopoulos, George . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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2
2001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Koehler, A. B. ; Ord, J. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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2
2011A New Procedure For Multiple Testing Of Econometric Models. (2011). King, Maxwell L. ; Zhang, Xibin ; Akram, Muhammad . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-7.

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2
2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form. (2009). Poskitt, D. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-10.

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2
2013Gaussian kernel GARCH models. (2013). King, Maxwell L. ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-19.

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2

Citing documents used to compute impact factor 9:

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YearTitleSee
2014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2014). Poskitt, D. S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-10.

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2014Bias Correction of Persistence Measures in Fractionally Integrated Models. (2014). Poskitt, D. S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-19.

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2014Real Exchange Rate Determination and the China Puzzle. (2014). Zhang, Ying . In: Economics Discussion / Working Papers. RePEc:uwa:wpaper:14-19.

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2014Specification Testing in Structural Nonparametric Cointegration. (2014). Dong, Chaohua ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2.

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[Citation Analysis]
2014Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7.

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2014Semiparametric Localized Bandwidth Selection for Kernel Density Estimation. (2014). Cheng, Tingting ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-27.

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[Citation Analysis]
2014Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption. (2014). Chen, Haotian ; Zhang, Xibin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-28.

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[Citation Analysis]
2014Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7.

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[Citation Analysis]
2014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2014). Poskitt, D. S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-10.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Intrahousehold distribution in migrant-sending families. (2014). Perali, Federico ; Mangiavacchi, Lucia ; Piccoli, Luca . In: Working Papers. RePEc:inq:inqwps:ecineq2014-344.

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2014Bias Correction of Persistence Measures in Fractionally Integrated Models. (2014). Poskitt, D. S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-19.

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2014Intrahousehold distribution in migrant-sending families. (2014). Perali, Federico . In: DEA Working Papers. RePEc:ubi:deawps:63.

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Recent citations received in: 2013

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YearTitleSee
2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Gao, Jiti ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1929.

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2013Estimating Smooth Structural Change in Cointegration Models. (2013). Li, Degui ; Peter C. B. Phillips, ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-22.

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[Citation Analysis]
2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Gao, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-27.

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2013Bias Correction of Persistence Measures in Fractionally Integrated Models. (2013). Poskitt, Donald S. ; Grose, Simone D. ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-29.

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[Citation Analysis]

Recent citations received in: 2012

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YearTitleSee
2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, M. J. ; Hammoudeh, S. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32527.

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2012Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat . In: KIER Working Papers. RePEc:kyo:wpaper:816.

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2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). Gao, Jiti ; Saart, Patrick . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-21.

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2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2012). Poskitt, D. S. ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-8.

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2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2012). Poskitt, D. S. ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-9.

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2012Risk Management and Financial Derivatives: An Overview. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1208.

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[Citation Analysis]

Recent citations received in: 2011

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YearTitleSee
2011Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Yasmeen, Farah ; Booth, Heather . In: Working Papers. RePEc:asb:wpaper:201116.

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2011Do experts SKU forecasts improve after feedback?. (2011). Franses, Ph. H. B. F., ; Legerstee, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:26656.

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2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density. (2011). Shang, Han Lin ; Zhang, Xibin ; King, Maxwell L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-10.

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2011Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series. (2011). Tjostheim, Dag ; Li, Degui . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-13.

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2011Do Experts SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110135.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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