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

Econometrics Journal / Royal Economic Society


1.16

Impact Factor

1.07

5-Years IF

9

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
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.39000 (%)0.15
20010.410100 (%)0.16
20020.430200 (%)0.19
20030.45000 (%)0.19
20040.51000 (%)0.21
20050.54000 (%)0.22
20060.52000 (%)0.21
20070.45000 (%)0.18
20080.480100 (%)0.2
20090.480800 (%)0.19
20100.440500 (%)0.16
20110.53101060.64600 (%)10.10.21
20120.20.580.2263670.1979102102 (%)40.150.22
20130.360.710.362561310.519236133613 (%)150.60.25
20141.160.811.072283750.91651596165 (%)40.180.28
 
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
2011Weak and strong cross‐section dependence and estimation of large panels. (2011). Chudik, Alexander ; Pesaran, Hashem M. ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

Full description at Econpapers || Download paper

25
2013Identification of treatment response with social interactions. (2013). Manski, Charles F.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

17
Instrumental regression in partially linear models. (2012). Johannes, Jan ; VanBellegem, Sebastien ; Van Bellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

16
2013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Baltagi, Badi H. ; Yang, Zhenlin . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

14
2012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Creel, Michael . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

14
2013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan F.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

12
2012Statistical inference in the presence of heavy tails. (2012). DAVIDSON, Russell . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

Full description at Econpapers || Download paper

11
2012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; Deblander, Rembert ; De Blander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

Full description at Econpapers || Download paper

11
2013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lungfei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

Full description at Econpapers || Download paper

10
2011Short‐term forecasts of euro area GDP growth. (2011). Giannone, Domenico ; Reichlin, Lucrezia ; CambaMendez, Gonzalo ; Runstler, Gerhard ; Angelini, Elena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

Full description at Econpapers || Download paper

9
2013Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221.

Full description at Econpapers || Download paper

9
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

Full description at Econpapers || Download paper

8
2012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

Full description at Econpapers || Download paper

7
2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). CarrioniSilvestre, Josep Lluis ; Bai, Jushan . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

7
2011The Hausman test in a Cliff and Ord panel model. (2011). Mutl, Jan ; Pfaffermayr, Michael . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

7
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

5
2012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

Full description at Econpapers || Download paper

5
2012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Barrett, Garry F. ; Hsu, YuChin ; Donald, Stephen G.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

Full description at Econpapers || Download paper

5
2012On the problem of inference for inequality measures for heavy‐tailed distributions. (2012). Schluter, Christian . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153.

Full description at Econpapers || Download paper

4
2011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

4
2014Multivariate variance targeting in the BEKK–GARCH model. (2014). Pedersen, Rasmus S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

4
2012Breakdown point theory for implied probability bootstrap. (2012). Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

Full description at Econpapers || Download paper

4
2013The projection approach for unbalanced panel data. (2013). Abrevaya, Jason . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:161-178.

Full description at Econpapers || Download paper

3
2013Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72.

Full description at Econpapers || Download paper

3
2013Heteroscedasticity‐robust C(p) model averaging. (2013). Liu, Qingfeng ; Okui, Ryo . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

3
2014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Tchatoka, Firmin Doko ; Dufour, JeanMarie . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

3
2011Testing for sphericity in a fixed effects panel data model. (2011). Baltagi, Badi H. ; Kao, Chihwa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

2
2013Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399.

Full description at Econpapers || Download paper

2
2012Break point estimators for a slope shift: levels versus first differences. (2012). Yang, Jingjing . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:154-169.

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2
2014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

Full description at Econpapers || Download paper

2
2012Non‐parametric detection and estimation of structural change. (2012). . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

2
2014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

Full description at Econpapers || Download paper

2
2014A social interaction model with an extreme order statistic. (2014). Tao, Ji ; Lee, Lungfei . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

Full description at Econpapers || Download paper

2
2013Predictability of shapes of intraday price curves. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308.

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2
2013Local NLLS estimation of semi‐parametric binary choice models. (2013). Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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1
2011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Moench, Emanuel ; Ng, Serena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24.

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1
2014Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23.

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1
2015On bootstrap validity for specification tests with weak instruments. (2015). Tchatoka, Firmin Doko . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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1
2014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Linton, Oliver ; Whang, YoonJae ; Post, Thierry . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

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1
2012Estimating the effect of a variable in a high‐dimensional linear model. (2012). Wurtz, Allan H. ; Jensen, Peter S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:325-357.

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1
2015Specification testing in nonstationary time series models. (2015). Li, Degui ; Lin, Zhengyan ; Chen, Jia . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:117-136.

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1
2012Generalized empirical likelihood testing in semiparametric conditional moment restrictions models. (2012). Bravo, Francesco . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:1-31.

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1
2013Asymptotics for threshold regression under general conditions. (2013). Yu, Ping ; Zhao, Yongqiang . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:430-462.

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1
2014Point‐optimal panel unit root tests with serially correlated errors. (2014). Perron, Benoit ; Peter C. B. Phillips, ; Moon, Hyungsik Roger. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:338-372.

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1
Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Jun, Sung Jae ; Pinkse, Joris . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303.

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1

50 most relevant documents in this series:


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

YearTitleCited
2011Weak and strong cross‐section dependence and estimation of large panels. (2011). Chudik, Alexander ; Pesaran, Hashem M. ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

Full description at Econpapers || Download paper

24
2013Identification of treatment response with social interactions. (2013). Manski, Charles F.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

17
2013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Baltagi, Badi H. ; Yang, Zhenlin . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

14
2013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan F.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

12
2012Statistical inference in the presence of heavy tails. (2012). DAVIDSON, Russell . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

Full description at Econpapers || Download paper

11
2013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lungfei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

Full description at Econpapers || Download paper

10
2011Short‐term forecasts of euro area GDP growth. (2011). Giannone, Domenico ; Reichlin, Lucrezia ; CambaMendez, Gonzalo ; Runstler, Gerhard ; Angelini, Elena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

Full description at Econpapers || Download paper

8
2013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

Full description at Econpapers || Download paper

8
2013Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221.

Full description at Econpapers || Download paper

8
2012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

Full description at Econpapers || Download paper

7
2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). CarrioniSilvestre, Josep Lluis ; Bai, Jushan . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

7
2011The Hausman test in a Cliff and Ord panel model. (2011). Mutl, Jan ; Pfaffermayr, Michael . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

6
2012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Barrett, Garry F. ; Hsu, YuChin ; Donald, Stephen G.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

Full description at Econpapers || Download paper

5
2012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

Full description at Econpapers || Download paper

5
2013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

5
2012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Creel, Michael . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

4
2011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

4
2012On the problem of inference for inequality measures for heavy‐tailed distributions. (2012). Schluter, Christian . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153.

Full description at Econpapers || Download paper

4
2012Breakdown point theory for implied probability bootstrap. (2012). Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

Full description at Econpapers || Download paper

4
2014Multivariate variance targeting in the BEKK–GARCH model. (2014). Pedersen, Rasmus S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

4
2013The projection approach for unbalanced panel data. (2013). Abrevaya, Jason . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:161-178.

Full description at Econpapers || Download paper

3
2012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; Deblander, Rembert ; De Blander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

Full description at Econpapers || Download paper

3
2013Heteroscedasticity‐robust C(p) model averaging. (2013). Liu, Qingfeng ; Okui, Ryo . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

3
2012Instrumental regression in partially linear models. (2012). Johannes, Jan ; VanBellegem, Sebastien ; Van Bellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

3
2014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Tchatoka, Firmin Doko ; Dufour, JeanMarie . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

3
2013Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72.

Full description at Econpapers || Download paper

3
2014A social interaction model with an extreme order statistic. (2014). Tao, Ji ; Lee, Lungfei . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

Full description at Econpapers || Download paper

2
2013Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399.

Full description at Econpapers || Download paper

2
2014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

Full description at Econpapers || Download paper

2
2012Non‐parametric detection and estimation of structural change. (2012). . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

2
2014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

Full description at Econpapers || Download paper

2
2013Predictability of shapes of intraday price curves. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308.

Full description at Econpapers || Download paper

2
2011Testing for sphericity in a fixed effects panel data model. (2011). Baltagi, Badi H. ; Kao, Chihwa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 59:


[Click on heading to sort table]

YearTitleSee
2014Sieve inference on possibly misspecified semi-nonparametric time series models. (2014). Chen, Xiaohong ; Liao, Zhipeng ; Sun, Yixiao . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:639-658.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Testing stationarity of functional time series. (2014). Rice, Gregory ; Kokoszka, Piotr . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Threshold Regression with Endogeneity. (2014). Peter C. B. Phillips, ; Yu, Ping . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1966.

Full description at Econpapers || Download paper

[Citation Analysis]
2014DEMANDA POR COMBUSTÍVEIS LEVES NO BRASIL: UMA ABORDAGEM UTILIZANDO PAINÉIS ESPACIAIS DINÂMICOS.. (2014). Porsse, Alexandre Alves ; Mauricio Vaz Lobo Bittencourt, ; LEONARDO CHAVES BORGES CARDOSO, . In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41th Brazilian Economics Meeting]. RePEc:anp:en2013:194.

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[Citation Analysis]
2014Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality. (2014). Liu, Shew Fan ; Yang, Zhenlin . In: Working Papers. RePEc:siu:wpaper:14-2014.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2014). Liu, Shew Fan ; Yang, Zhenlin . In: Working Papers. RePEc:siu:wpaper:15-2014.

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[Citation Analysis]
2014A közgazdasági adatforradalom és a panelökonometria. (2014). Kezdi, Gabor ; Matyas, Laszlo ; Balazsi, Laszlo ; Divenyi, Janos Karoly . In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1515.

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[Citation Analysis]
2014A simple spatial dependence test robust to local and distributional misspecifications. (2014). Zhang, Jinfeng ; Fang, Ying ; Park, Sung Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:203-206.

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[Citation Analysis]
2014Indirect inference in spatial autoregression. (2014). Rossi, Francesca ; Phillips, Peter C. B., ; Kyriacou, Maria . In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1418.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:56049.

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2014Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57659.

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2014Accounting for Peer Effects in Treatment Response. (2014). Barrera-Osorio, Felipe ; Dieye, Rokhaya ; Djebbari, Habiba . In: AMSE Working Papers. RePEc:aim:wpaimx:1435.

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2014Accounting for Peer Effects in Treatment Response. (2014). Barrera-Osorio, Felipe ; Dieye, Rokhaya ; Djebbari, Habiba . In: IZA Discussion Papers. RePEc:iza:izadps:dp8340.

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2014Accounting for Peer Effects in Treatment Response. (2014). Barrera-Osorio, Felipe ; Dieye, Rokhaya ; Djebbari, Habiba . In: Working Papers. RePEc:hal:wpaper:halshs-01025680.

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2014Vaccine Approvals and Mandates Under Uncertainty: Some Simple Analytics. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20432.

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2014ntreatreg: a Stata module for estimation of treatment effects in the presence of neighborhood interactions. (2014). . In: United Kingdom Stata Users' Group Meetings 2014. RePEc:boc:usug14:15.

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2014Estimation of causal effects in observational studies with interference between units. (2014). Karlsson, Maria ; Lundin, Mathias . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:3:p:417-433.

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2014Evaluating locally-based policies in the presence of neighbourhood effects: The case of touristic accommodation in the Garda district of Trentino. (2014). Tundis, Enrico ; Gabriele, Roberto ; Cerulli, Giovanni . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa14p715.

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2014ntreatreg: A Stata module for estimation of treatment effects in the presence of neighborhood interactions. (2014). . In: Italian Stata Users' Group Meetings 2014. RePEc:boc:isug14:06.

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2014Empirical methods for networks data: social effects, network formation and measurement error. (2014). Advani, Arun ; Malde, Bansi . In: IFS Working Papers. RePEc:ifs:ifsewp:14/34.

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2014Cooperation in environmental policy: a spatial approach. (2014). Naughton, Helen ; Davies, Ronald . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:21:y:2014:i:5:p:923-954.

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2014Essays on nonlinear panel data models. (2014). Lei, J.. In: Other publications TiSEM. RePEc:tiu:tiutis:302d1ae7-0310-43b0-b253-6e3da1413d35.

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2014Aid Fragmentation and Effectiveness for Infant and Child Mortality and Primary School Completion. (2014). Furukawa, Mitsuaki . In: Working Papers. RePEc:jic:wpaper:83.

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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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2014Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities. (2014). Rainone, Edoardo ; Arduini, Tiziano ; Patacchini, Eleonora . In: EIEF Working Papers Series. RePEc:eie:wpaper:1407.

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2014Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities. (2014). Rainone, Edoardo ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:167.

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2014Identification and estimation of outcome response with heterogeneous treatment externalities. (2014). Rainone, Edoardo ; Arduini, Tiziano ; Patacchini, Eleonora . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_974_14.

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2014Fiscal policy and TFP in the OECD : Measuring direct and indirect effects. (2014). Schoonackers, Ruben . In: Working Paper Research. RePEc:nbb:reswpp:201411-274.

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2014Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models. (2014). Tchatoka, Firmin Doko ; Dufour, Jean-Marie . In: Cahiers de recherche. RePEc:mtl:montec:03-2014.

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2014OLS and IV estimation of regression models including endogenous interaction terms. (2014). Bun, Maurice J. G., . In: School of Economics Working Paper Series. RePEc:ris:drxlwp:2014_003.

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2014Prediction after IV estimation. (2014). Skeels, Christopher L. ; Taylor, Larry W.. In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:3:p:420-422.

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2014Identification-robust inference for endogeneity parameters in linear structural models. (2014). Tchatoka, Firmin Doko ; Dufour, Jean-Marie . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-17.

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2014Specification Tests with Weak and Invalid Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05.

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2014Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5088.

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2014Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1406.

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2014Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1409.

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2014Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity. (2014). . In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1413.

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2014Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan . In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1415.

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2014The stochastic volatility model with random jumps and its application to BRL/USD exchange rate.. (2014). Mauad, Roberto B.. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00201.

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2014Discriminating between fractional integration and spurious long memory. (2014). Haldrup, Niels ; Kruse, Robinson . In: CREATES Research Papers. RePEc:aah:create:2014-19.

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2014Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Hou, Jie ; Perron, Pierre . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328.

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2014Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/572.

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2014Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:58185.

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2014Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:572.

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2014Willingness to Pay for Green Products vs Ecological Value System. (2014). Leszczynska, Agnieszka . In: International Journal of Synergy and Research. RePEc:tkp:ijsrsy:v:3:y:2014:i:1:p:67-77.

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2014Specification Tests for Nonlinear Dynamic Models. (2014). Kheifets, Igor . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1937.

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2014Specification Tests for Nonlinear Dynamic Models. (2014). Kheifets, Igor . In: Working Papers. RePEc:cfr:cefirw:w0209.

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2014Transmission of government default risk in the eurozone. (2014). Kohonen, Anssi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:71-85.

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2014School System Evaluation by Value Added Analysis Under Endogeneity. (2014). SanMartin, Ernesto ; VanBellegem, Sebastien ; Van Bellegem, Sebastien ; Manzi, Jorge ; San Martin, Ernesto . In: Psychometrika. RePEc:spr:psycho:v:79:y:2014:i:1:p:130-153.

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2014Fama on bubbles. (2014). Engsted, Tom . In: CREATES Research Papers. RePEc:aah:create:2014-28.

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2014GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Robertson, Donald ; Sarafidis, Vasilis ; Westerlund, Joakim . In: MPRA Paper. RePEc:pra:mprapa:53419.

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2014Unit root tests for dependent and heterogeneous micropanels. (2014). Choi, In. In: Working Papers. RePEc:sgo:wpaper:1404.

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2014Threshold Regression with Endogeneity. (2014). Peter C. B. Phillips, ; Yu, Ping . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1966.

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2014Estimation and inference for distribution functions and quantile functions in treatment effect models. (2014). Donald, Stephen G. ; Hsu, Yu-Chin . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:383-397.

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2014Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706.

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2014Statistical Methods for Distributional Analysis. (2014). Flachaire, Emmanuel . In: Working Papers. RePEc:hal:wpaper:halshs-01115996.

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2014Exploring the production of natural gas through the lenses of the ACEGES model. (2014). Stasinopoulos, Dimitrios ; Voudouris, Vlasios ; Rigby, Robert ; Jefferson, Michael ; Matsumoto, Ken'ichi ; Sedgwick, John . In: Energy Policy. RePEc:eee:enepol:v:64:y:2014:i:c:p:124-133.

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2014Log-Transform Kernel Density Estimation of Income Distribution. (2014). Charpentier, Arthur ; Flachaire, Emmanuel . In: Working Papers. RePEc:hal:wpaper:halshs-01115988.

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2014Specification Tests with Weak and Invalid Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05.

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2014On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06.

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2014Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus Sondergaard . In: Discussion Papers. RePEc:kud:kuiedp:1404.

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2014Indirect inference in spatial autoregression. (2014). Rossi, Francesca ; Phillips, Peter C. B., ; Kyriacou, Maria . In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1418.

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2013Dynamic Panel Data Models. (2013). Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1301.

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2013Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64x4z265.

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2013The Allocation of Time in Sleep: a Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9752.

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2013Good countries or good projects? Macro and micro correlates of World Bank project performance. (2013). Kraay, Aart ; Kaufmann, Daniel ; Denizer, Cevdet . In: Journal of Development Economics. RePEc:eee:deveco:v:105:y:2013:i:c:p:288-302.

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2013A note on bounding average treatment effects. (2013). Laffers, Luka . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:424-428.

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2013On a general class of long run variance estimators. (2013). Zhang, Xianyang ; Shao, Xiaofeng . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:437-441.

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2013Accounting for unobserved management in renewable energy & growth. (2013). Menegaki, Angeliki N.. In: Energy. RePEc:eee:energy:v:63:y:2013:i:c:p:345-355.

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2013Estimation of spatial panel data models with randomly missing data in the dependent variable. (2013). Wang, Wei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:3:p:521-538.

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2013Heteroskedasticity and non-normality robust LM tests for spatial dependence. (2013). Baltagi, Badi H.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:5:p:725-739.

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2013Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development. (2013). Millimet, Daniel L. ; McDonough, Ian K.. In: IZA Discussion Papers. RePEc:iza:izadps:dp7359.

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2013Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. (2013). Arsova, Antonia ; Deniz Dilan Karaman Oersal, . In: Working Paper Series in Economics. RePEc:lue:wpaper:280.

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2013Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence. (2013). Baltagi, Badi H. ; Yang, Zhenlin . In: Center for Policy Research Working Papers. RePEc:max:cprwps:156.

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2013The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Rainone, Edoardo ; Liu, Xiaodong ; Patacchini, Eleonora . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162.

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2013LM Tests of Spatial Dependence Based on Bootstrap Critical Values. (2013). Yang, Zhen Lin. In: Working Papers. RePEc:siu:wpaper:03-2013.

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2013Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models. (2013). Lei, J.. In: Discussion Paper. RePEc:tiu:tiucen:d63bf400-7ff2-4a1c-8067-1c3262f1c576.

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Recent citations received in: 2012


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2012Nonparametric Estimation of Semiparametric Transformation Models. (2012). . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:12/625.

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2012Local Identification of Nonparametric and Semiparametric Models. (2012). . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1795r.

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2012Local identification of nonparametric and semiparametric models. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:37/12.

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2012On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis . In: MPRA Paper. RePEc:pra:mprapa:43131.

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Recent citations received in: 2011


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2011Nowcasting GDP in real-time: A density combination approach. (2011). Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Paper. RePEc:bno:worpap:2011_11.

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