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Econometric Reviews / Taylor & Francis Journals


1.44

Impact Factor

1.14

5-Years IF

37

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.114142080 (%)0.04
19910.09152933070 (%)0.04
19920.127562965 (%)0.04
19930.1114704276 (%)0.05
19940.12209024186 (%)0.05
19950.192811810.013490 (%)0.07
19960.222414220.0148104 (%)0.09
19970.272316520.01140521131 (%)10.040.09
19980.040.270.033319890.0524447210932 (%)20.060.1
19990.340.310.1524222320.143425619128192 (%)60.250.13
20000.210.40.1622244380.168835712132212 (%)50.230.15
20010.430.40.2723267440.16148462012634 (%)20.090.15
20020.730.420.5221288750.26605453312565 (%)60.290.18
20030.80.440.6726314980.312764435123821 (%)40.150.18
20040.680.490.883221190.37235473211693 (%)40.50.2
20050.470.531.05293511660.474423416100105 (%)110.380.21
20061.160.511.14213722640.7147737431071221 (%)190.90.2
20070.940.441.2344062790.697665047105126 (%)200.590.18
20081.80.471.5414473990.893545599118177 (%)130.320.2
20091.330.471.54504974840.9732875100133205 (%)330.660.19
20100.660.441.05355324310.811959160175183 (%)60.170.16
20110.620.511.23275595320.956885531812231 (1.5%)50.190.2
20120.580.560.9765655600.99836236187182 (%)50.830.21
20131.120.661.01335987751.32383337159161 (%)341.030.23
20141.920.671.11406387621.191003975151167 (%)150.380.22
20151.440.821.14456837861.1510673105141161 (%)4510.27
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:


#YearTitleCited
12000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

510
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

370
32002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

Full description at Econpapers || Download paper

321
42007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

308
51999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

210
62006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

Full description at Econpapers || Download paper

150
72007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

140
82009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

Full description at Econpapers || Download paper

133
91998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

116
102003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

Full description at Econpapers || Download paper

110
112005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

Full description at Econpapers || Download paper

109
122008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

97
132004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

91
142000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

Full description at Econpapers || Download paper

89
152004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

88
162005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

88
172002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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86
182008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

Full description at Econpapers || Download paper

83
192006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

Full description at Econpapers || Download paper

76
202000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

Full description at Econpapers || Download paper

71
212000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

Full description at Econpapers || Download paper

71
222006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

69
232006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

Full description at Econpapers || Download paper

61
242007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

Full description at Econpapers || Download paper

60
252002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447.

Full description at Econpapers || Download paper

60
262012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

56
272013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

55
282007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

Full description at Econpapers || Download paper

55
292001A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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48
302008Moving Average-Based Estimators of Integrated Variance. (2008). Lunde, Asger ; Large, Jeremy ; Hansen, Peter. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111.

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46
311998Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29.

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44
322003A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287.

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43
332006Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473.

Full description at Econpapers || Download paper

43
342007Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252.

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42
352005Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292.

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42
362006Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384.

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41
372010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

Full description at Econpapers || Download paper

40
382005Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332.

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35
392005RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Windmeijer, Frank ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37.

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35
402009A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631.

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34
412009Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521.

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33
422008Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?. (2008). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229.

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31
432005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

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31
442006Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2006). Richard, Jean-Francois ; Liesenfeld, Roman . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:335-360.

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31
452007Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739.

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28
462000Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492.

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28
472006Multivariate Stochastic Volatility: An Overview. (2006). McAleer, Michael ; Maasoumi, Esfandiar. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:139-144.

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28
481999An introduction to hypergeometric functions for economists. (1999). Abadir, Karim. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330.

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28
492013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

Full description at Econpapers || Download paper

26
502004Empirical Characteristic Function Estimation and Its Applications. (2004). Yu, Jun. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:93-123.

Full description at Econpapers || Download paper

26

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

132
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

132
32000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

125
42002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

Full description at Econpapers || Download paper

91
51999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

75
62007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

72
72009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

Full description at Econpapers || Download paper

50
82013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

44
92012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

38
102003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

Full description at Econpapers || Download paper

37
112004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

36
122005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

36
132006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

Full description at Econpapers || Download paper

35
142006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

32
152005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

Full description at Econpapers || Download paper

29
162008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

28
172004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

28
182006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

Full description at Econpapers || Download paper

27
192008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

Full description at Econpapers || Download paper

27
202007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

Full description at Econpapers || Download paper

23
212006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

Full description at Econpapers || Download paper

23
222000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

Full description at Econpapers || Download paper

22
231998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

21
242010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

Full description at Econpapers || Download paper

20
252015Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55.

Full description at Econpapers || Download paper

19
262005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

Full description at Econpapers || Download paper

18
272013State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

Full description at Econpapers || Download paper

17
282013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

Full description at Econpapers || Download paper

17
292000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

Full description at Econpapers || Download paper

17
302013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, M ; Chudik, Alexander. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

Full description at Econpapers || Download paper

17
312007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

Full description at Econpapers || Download paper

16
322000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

Full description at Econpapers || Download paper

15
332010Inferences from Cross-Sectional, Stochastic Frontier Models. (2010). Wilson, Paul ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:1:p:62-98.

Full description at Econpapers || Download paper

14
342006Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473.

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14
352015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

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362006Factor Multivariate Stochastic Volatility via Wishart Processes. (2006). Philipov, Alexander ; Glickman, Mark . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:311-334.

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372002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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382007Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252.

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392010Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling. (2010). Urbain, Jean-Pierre ; Palm, Franz ; Gengenbach, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:111-145.

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402009Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375.

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412012A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687.

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422010To Combine Forecasts or to Combine Information?. (2010). Lee, Tae Hwy ; Huang, Huiyu . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:534-570.

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432000Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492.

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442014DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171.

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452013Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125.

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462009Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521.

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472005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

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482013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

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492008Using High-Frequency Data in Dynamic Portfolio Choice. (2008). Bandi, Federico ; Zhu, Yinghua ; Russell, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:163-198.

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502003A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287.

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Citing documents used to compute impact factor 105:


YearTitle
2015Nonparametric predictive regression. (2015). Phillips, Peter ; Andreou, Elena ; Phillips, Peter C. B., ; Kasparis, Ioannis . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:468-494.

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2015A Jackknife Correction to a Test for Cointegration Rank. (2015). Chambers, Marcus. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:355-375:d:49830.

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2015Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:557-579.

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2015Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16.

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2015Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2.

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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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2015Forecasting with VAR models: fat tails and stochastic volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0528.

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2015Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène. In: MPRA Paper. RePEc:pra:mprapa:65643.

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2015Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; Isoré, Marlène. In: Working Papers. RePEc:cii:cepidt:2015-16.

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2015Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence. (2015). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2015/04.

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2015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

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2015Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2015). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5468.

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2015Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review. (2015). Schepsmeier, Ulf . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:34-52.

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2015Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels. (2015). Peng, Cheng ; You, Wan-Hai ; Yu, Keming ; Zhu, Hui-Ming . In: World Development. RePEc:eee:wdevel:v:66:y:2015:i:c:p:189-207.

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2015Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach. (2015). Montolio, Daniel ; Leon-Gonzalez, Roberto. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-16.

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2015Bayesian Model Averaging and Jointness Measures for gretl. (2015). Błażejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: gretl working papers. RePEc:anc:wgretl:2.

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2015Endogeneity and panel data in growth regressions: A Bayesian model averaging approach. (2015). Montolio, Daniel ; Leon-Gonzalez, Roberto. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:23-39.

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2015Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem). (2015). Szreder, Mirosaw . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:47-55.

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2015BAD BANK AND OTHER POSSIBLE BANKS’ RESCUING MODELS – THE CASE OF SLOVENIA. (2015). TOMEC, MATEJ ; Markovic-Hribernik, Tanja . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2015:v:1i:p:128-141.

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2015Jackknife model averaging for quantile regressions. (2015). Su, Liangjun ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:40-58.

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2015Bootstrap-based Selection for Instrumental Variables Model. (2015). LIU, QINGFENG ; Wang, Wenjie . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00384.

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2015Are all firms inefficient?. (2015). Rho, Seunghwa ; Schmidt, Peter . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:43:y:2015:i:3:p:327-349.

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2015Its all about volatility of volatility: Evidence from a two-factor stochastic volatility model. (2015). Grassi, Stefano. In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:62-78.

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2015Inference for nonparametric high-frequency estimators with an application to time variation in betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montde:2015-08.

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2015Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montec:13-2015.

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2015Measuring the frequency dynamics of financial and macroeconomic connectedness. (2015). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2015The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. (2015). van Dijk, Herman ; Grassi, Stefano ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150042.

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2015What is really puzzling about the “distance puzzle”. (2015). Bosquet, Clement ; Boulhol, Herve . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:151:y:2015:i:1:p:1-21.

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2015Pushed by Poverty or by Institutions? Determinants of Global Migration Flows. (2015). Nilsson, Therese ; Mirkina, Irina ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1077.

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2015Which import restrictions matter for trade in services ?. (2015). Gooris, Julien ; Mitaritonna, Cristina . In: Working Papers. RePEc:cii:cepidt:2015-33.

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2015The Impact of Free Trade Agreements on International Agricultural Trade: A Gravity Application on the Dairy Product Trade and the ASEAN-China-FTA. (2015). Schaak, Henning . In: 55th Annual Conference, Giessen, Germany, September 23-25, 2015. RePEc:ags:gewi15:211619.

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2015Working Paper 225 - Measuring the Impact of Micro-Health Insurance on Healthcare Utilization: A Bayesian Potential Outcomes Approach. (2015). Woldemichael, Andinet ; Abebe, Abebe. In: Working Paper Series. RePEc:adb:adbwps:2166.

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2015Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates. (2015). Kessler, Lawrence ; Munkin, Murat . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:1:p:81-114.

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2015Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761.

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2015A Simple Econometric Approach for Modeling Stress Event Intensities. (2015). Scheule, Harald ; Rosch, Daniel ; Jobst, Rainer ; Schmelzle, Martin . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:4:p:300-320.

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2015Nonparametric rank tests for non-stationary panels. (2015). Westerlund, Joakim ; Wagner, Martin ; Vogelsang, Timothy ; Pedroni, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:378-391.

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2015The effect of recursive detrending on panel unit root tests. (2015). Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:453-467.

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2015The power of PANIC. (2015). Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:495-509.

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2015Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100.

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2015The non-linear effect of population growth and linear effect of age structure on per capita income: A threshold dynamic panel structural model. (2015). Hajamini, Mehdi . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:46:y:2015:i:c:p:43-58.

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2015New tools for understanding the local asymptotic power of panel unit root tests. (2015). Westerlund, Joakim ; Larsson, Rolf . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:59-93.

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2015Statistical Methods for Distributional Analysis. (2015). Flachaire, Emmanuel ; Cowell, Frank. In: AMSE Working Papers. RePEc:aim:wpaimx:1507.

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2015Empirical Likelihood for Robust Poverty Comparisons. (2015). Tabri, Rami Victor . In: Working Papers. RePEc:syd:wpaper:2015-02.

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2015Can a poverty-reducing and progressive tax and transfer system hurt the poor?. (2015). Lustig, Nora ; Higgins, Sean. In: Working Papers. RePEc:inq:inqwps:ecineq2015-363.

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2015An Improved Bootstrap Test for Restricted Stochastic Dominance. (2015). Lok, Thomas M. ; Tabri, Rami V.. In: Working Papers. RePEc:syd:wpaper:2015-15.

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2015Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?. (2015). Lustig, Nora ; Higgins, Sean . In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:1333.

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2015Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui . In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

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2015Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761.

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2015Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model. (2015). Georgiadis, Georgios. In: European Economic Review. RePEc:eee:eecrev:v:75:y:2015:i:c:p:195-215.

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2015Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness. (2015). Mehl, Arnaud ; Georgiadis, Georgios. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:222.

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2015German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory. (2015). Leon-Ledesma, Miguel ; Bettendorf, Timo. In: Studies in Economics. RePEc:ukc:ukcedp:1510.

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2015Fair weather or foul? the macroeconomic effects of El Niño. (2015). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:239.

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2015Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2015). Mohaddes, Kamiar ; Cashin, Paul ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/89.

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2015Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

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2015Economic slowdown in China: Current assessment and global implications. (2015). Gern, Klaus-Jurgen ; Potjagailo, Galina ; Hauber, Philipp . In: Kiel Policy Brief. RePEc:zbw:ifwkpb:94.

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2015System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616.

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2015GMM estimation of SAR models with endogenous regressors. (2015). Saraiva, Paulo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:68-79.

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2015THE SLX MODEL. (2015). Elhorst, J.Paul ; Vega, Solmaria Halleck . In: Journal of Regional Science. RePEc:bla:jregsc:v:55:y:2015:i:3:p:339-363.

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2015An information theory based framework for the measurement of population health. (2015). Robinson, Joshua ; Nesson, Erik. In: Economics & Human Biology. RePEc:eee:ehbiol:v:17:y:2015:i:c:p:86-103.

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2015Human development and data envelopment analysis: A structured literature review. (2015). Mariano, Enzo Barberio ; Sobreiro, Vinicius Amorim ; Rebelatto, Daisy Aparecida do Nascimento, . In: Omega. RePEc:eee:jomega:v:54:y:2015:i:c:p:33-49.

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2015Multidimensional welfare rankings under weight imprecision: a social choice perspective. (2015). Athanasoglou, Stergios ; Athanassoglou, Stergios . In: Social Choice and Welfare. RePEc:spr:sochwe:v:44:y:2015:i:4:p:719-744.

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2015Measuring Young Graduates’ Job Quality Through a Composite Indicator. (2015). Gianecchini, Martina ; Boccuzzo, Giovanna . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:122:y:2015:i:2:p:453-478.

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2015The relationship between income and housing deprivation: A longitudinal analysis. (2015). Fusco, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:137-143.

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2015Policy Evaluation via Composite Indexes: Qualitative Lessons from International Transparency Policy Indexes. (2015). Michener, Gregory . In: World Development. RePEc:eee:wdevel:v:74:y:2015:i:c:p:184-196.

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2015Regional Perspectives to the Multidimensional Poverty Index. (2015). Pasha, Atika . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:188.

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2015Construction of a responsible investment composite index for renewable energy industry. (2015). Lee, Cheuk Wing ; Zhong, Jin . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:51:y:2015:i:c:p:288-303.

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2015.

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2015Measuring multidimensional inequality in the OECD Member Countries with a distribution-sensitive Better Life Index. (2015). Decancq, Koen. In: Working Papers. RePEc:inq:inqwps:ecineq2015-386.

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2015Differences in needs and multidimensional deprivation measurement. (2015). Díaz, Yadira ; Diaz, Yadira . In: Working Papers. RePEc:inq:inqwps:ecineq2015-387.

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2015Nicaragua: Evolución de la Pobreza Multidimensional, 2001-2009. (2015). López-Laborda, Julio ; Espinoza-Delgado, José ; Lopez-Laborda, Julio . In: MPRA Paper. RePEc:pra:mprapa:68971.

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2015The many dimensions of child poverty: Evidence from the UK Millennium Cohort Study. (2015). Popli, Gurleen ; Dickerson, Andrew. In: Working Papers. RePEc:shf:wpaper:2015009.

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2015Assessing sufficient capability: A new approach to economic evaluation. (2015). Mitchell, Paul Mark ; Coast, Joanna ; Barton, Pelham M ; Roberts, Tracy E. In: Social Science & Medicine. RePEc:eee:socmed:v:139:y:2015:i:c:p:71-79.

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2015Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors. (2015). Song, Suyong . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:95-109.

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2015Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020.

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2015Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:874.

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2015Does the Greenspan era provide evidence on leadership in the FOMC?. (2015). Jung, Alexander ; El-Shagi, Makram. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:43:y:2015:i:c:p:173-190.

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2015Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-46.

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2015Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711.

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2015Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-3.

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2015Nonstationary-volatility robust panel unit root tests and the great moderation. (2015). Czudaj, Robert ; Hanck, Christoph . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:2:p:161-187.

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2015Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?. (2015). Norkute, Milda . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:4:p:1191-1216.

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2015Dimensions of the welfare state and economic performance: a comparative analysis. (2015). Simoes, Marta ; Andrade, Joo Sousa ; Duarte, Adelaide . In: Investigaciones de Economía de la Educación volume 10. RePEc:aec:ieed10:10-41.

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2015Multidimensional Poverty Reduction in India between 1999 and 2006: Where and How?. (2015). Seth, Suman ; Alkire, Sabina. In: World Development. RePEc:eee:wdevel:v:72:y:2015:i:c:p:93-108.

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2015Fuzzy ranking of human development: A proposal. (2015). Zheng, Buhong . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:78:y:2015:i:c:p:39-47.

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2015Unbalanced Regressions and the Predictive Equation. (2015). Ventosa-Santaulària, Daniel ; Vera-Valdés, J ; Osterrieder, Daniela ; Vera-Valdes, Eduardo J. ; Ventosa-Santaularia, Daniel . In: CREATES Research Papers. RePEc:aah:create:2015-09.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term. (2015). Doan, Osman . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:101-127:d:46162.

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2015Econometría espacial usando Stata. Breve guía aplicada para datos de corte transversal. (2015). Herrera, Marcos. In: Working Papers. RePEc:slt:wpaper:13.

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2015Econometrics of network models. (2015). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:52/15.

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2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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2015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

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2015Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models. (2015). Mutschler, Willi. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113138.

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2015Evaluating reliability of some symmetric and asymmetric univariate filters. (2015). , Anusha . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-030.

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2015QML estimation of dynamic panel data models with spatial errors. (2015). Yang, Zhenlin ; Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:230-258.

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2015Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables. (2015). He, Ming ; Lin, Kuan-Pin . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:761-796:d:58512.

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2015Testing spatial effects and random effects in a nested panel data model. (2015). He, Ming ; Lin, Kuan-Pin . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:85-91.

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2015Spatial Concentration of Milk Production in Norway: The Flow of Quotas. (2015). Marton, Tibor . In: 150th Seminar, October 22-23, 2015, Edinburgh, Scotland. RePEc:ags:eaa150:212657.

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2015Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Lagunoff, Roger ; Harrison, Rodrigo . In: Working Papers. RePEc:geo:guwopa:gueconwpa~15-15-01.

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2015Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Lagunoff, Roger ; Harrison, Rodrigo . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000001019.

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2015Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Harrison, Rodrigo ; Lagunoff, Roger . In: Documentos de Trabajo. RePEc:ioe:doctra:458.

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2015Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-7.

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2015Semiparametric single-index panel data models with cross-sectional dependence. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:301-312.

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2015A semiparametric model for heterogeneous panel data with fixed effects. (2015). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:327-345.

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2015Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries. (2015). Messinis, George ; liddle, brantley. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:278-285.

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2015Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014. (2015). Wohar, Mark ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:72422.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2015-30.

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2015Gold, currencies and market efficiency. (2015). Krištoufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1510.08615.

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2015Econometricians Have Their Moments: GMM at 32. (2015). Dungey, Mardi ; Hall, Alastair R. In: The Economic Record. RePEc:bla:ecorec:v:91:y:2015:i::p:1-24.

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2015Is there a Debt-Threshold Effect on Output Growth?. (2015). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5434.

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2015Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Li, Jianan ; Bernhofen, Daniel M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5580.

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2015Democracy and Income: taking parameter heterogeneity and cross-country dependency into account. (2015). Sequeira, Tiago. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2015_10.

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2015Adding Flexibility to Markov Switching Models. (2015). Otranto, Edoardo. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509.

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2015MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516.

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2015Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r2.

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2015Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r3.

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2015Education and regional mobility in Europe. (2015). Weiss, Christoph T. In: Economics of Education Review. RePEc:eee:ecoedu:v:49:y:2015:i:c:p:129-141.

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2015A modified test against spurious long memory. (2015). Kruse, Robinson. In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:34-38.

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2015Half-lives of currencies and aggregation bias. (2015). MacDonald, Ronald ; Kunkler, Michael . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:58-60.

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2015The multivariate Beveridge–Nelson decomposition with I(1) and I(2) series. (2015). Murasawa, Yasutomo. In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:157-162.

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2015Binary response correlated random coefficient panel data models. (2015). Liang, Zhongwen ; Gao, Yichen . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:421-434.

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2015Identification and estimation of games with incomplete information using excluded regressors. (2015). Lewbel, Arthur ; Tang, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:229-244.

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2015A misspecification test for multiplicative error models of non-negative time series processes. (2015). GAO, Jiti ; Saart, Patrick W ; Kim, Namhyun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:346-359.

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2015A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies. (2015). Chen, Zhongfei ; Borges, Maria ; Barros, Carlos Pestana . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:136-144.

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2015Carbon dioxide emissions reduction in Chinas transport sector: A dynamic VAR (vector autoregression) approach. (2015). Xu, Bin ; Lin, Boqiang . In: Energy. RePEc:eee:energy:v:83:y:2015:i:c:p:486-495.

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2015Higher order comoments of multifactor models and asset allocation. (2015). Boudt, Kris ; Peeters, Benedict ; Lu, Wanbo . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:225-233.

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2015Third-country effects on the exchange rate. (2015). Mark, Nelson ; Berg, Kimberly. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:2:p:227-243.

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2015The impact of commercial sweeping on the demand for monetary assets during the Great Recession. (2015). Jones, Barry ; Fleissig, Adrian R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:412-422.

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2015Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-20.

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2015A Bayesian model comparison for trend-cycle decompositions of output. (2015). Grant, Angelia ; Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-31.

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2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32.

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2015Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-06.

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2015Is there a debt-threshold effect on output growth?. (2015). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:245.

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2015Cost-benefit framework for policy action to navigate food price spikes. FOODSECURE Working Paper No 33.. (2015). Kalkuhl, Matthias ; Haile, Mekbib ; Kozicka, Marta ; Kornher, Lukas . In: FOODSECURE Working papers. RePEc:fsc:fspubl:33.

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2015A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547.

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2015Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: Working Papers. RePEc:hka:wpaper:2015-017.

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2015Is There a Debt-threshold Effect on Output Growth?. (2015). Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M. In: IMF Working Papers. RePEc:imf:imfwpa:15/197.

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2015Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: IZA Discussion Papers. RePEc:iza:izadps:dp9476.

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2015Welfare Consequences of Information Aggregation and Optimal Market Size. (2015). Hajargasht, Gholamreza ; Griffiths, William E. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1190.

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2015Early Childhood Education. (2015). Heckman, James ; Hojman, Andres ; Garcia, Jorge Luis ; Elango, Sneha . In: NBER Working Papers. RePEc:nbr:nberwo:21766.

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2015Globalization and Its (Dis-)Content: Trade Shocks and Voting Behavior. (2015). Heblich, Stephan ; Gold, Robert ; Dippel, Christian . In: NBER Working Papers. RePEc:nbr:nberwo:21812.

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2015Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Li, Jianan ; Bernhofen, Daniel . In: Discussion Papers. RePEc:not:notgep:15/12.

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2015The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?. (2015). Wang, Ben ; Sheen, Jeffrey ; Ponomareva, Natalia. In: MPRA Paper. RePEc:pra:mprapa:68966.

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2015Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices. (2015). Rambaldi, Alicia ; McAllister, Ryan ; Fletcher, Cameron S. In: Discussion Papers Series. RePEc:qld:uq2004:549.

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2015Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07.

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2015Effect of health on labor supply of elderly. (2015). Roshchin, Sergey ; Lyashok, Victor . In: Applied Econometrics. RePEc:ris:apltrx:0275.

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2015Visa waivers, multilateral resistance and international tourism: some evidence from Israel. (2015). Rubin, Ziv ; Beenstock, Michael ; Felsenstein, Daniel . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:8:y:2015:i:3:p:357-371.

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2015Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide ; Santucci, Paolo . In: Studies in Economics. RePEc:ukc:ukcedp:1511.

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2015The Role of Spatial and Temporal Structure for Residential Rent Predictions. (2015). Füss, Roland ; Koller, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:23.

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Recent citations received in 2014

YearCiting document
2014Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2014). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: CREATES Research Papers. RePEc:aah:create:2014-22.

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2014Forecasting with DSGE models with financial frictions. (2014). Rubaszek, Michał ; Kolasa, Marcin. In: Dynare Working Papers. RePEc:cpm:dynare:040.

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2014Gravity Equations: Workhorse,Toolkit, and Cookbook. (2014). Head, Keith ; Mayer, Thierry . In: Handbook of International Economics. RePEc:eee:intchp:4-131.

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2014Comparison, utility, and partition of dependence under absolutely continuous and singular distributions. (2014). Soofi, Ehsan S. ; Jalali, Nima Y. ; Ebrahimi, Nader . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:32-50.

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2014Changing statistical significance with the amount of information: The adaptive α significance level. (2014). Pericchi, Luis Raul ; Perez, Maria-Eglee. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:20-24.

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2014Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France. (2014). Jégourel, Yves ; Chiappini, Raphaël ; Jegourel, Yves . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-34.

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2014The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Halla, Martin ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia ; Pruckner, Gerald J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8024.

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2014The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Pruckner, Gerald ; Halla, Martin ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia . In: CDL Aging, Health, Labor working papers. RePEc:jku:cdlwps:wp1501.

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2014The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Pruckner, Gerald ; Halla, Martin ; Posekany, Alexandra ; Schober, Thomas ; Fruhwirth-Schnatter, Sylvia . In: Economics working papers. RePEc:jku:econwp:2014_03.

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2014Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident. (2014). Pruckner, Gerald ; Halla, Martin ; Schober, Thomas ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia . In: NRN working papers. RePEc:jku:nrnwps:2014_02.

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2014Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. (2014). Wagner, Helga ; Fruhwirth-Schnatter, Sylvia ; Jacobi, Liana . In: NRN working papers. RePEc:jku:nrnwps:2014_12.

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2014Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N.. In: Working Papers. RePEc:mnh:wpaper:36668.

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2014Robust linear static panel data models using epsilon-contamination. (2014). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: MPRA Paper. RePEc:pra:mprapa:59896.

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2014Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon. In: Working Papers. RePEc:qmw:qmwecw:wp714.

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2014On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; Çakmaklı, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140085.

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Recent citations received in 2013

YearCiting document
2013A Spatial Analysis of Agricultural Land Prices in Bavaria. (2013). Salhofer, Klaus ; Feichtinger, Paul . In: Working Papers. RePEc:ags:famawp:160741.

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2013.

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2013Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13020.

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2013Durable goods, access to services and the derivation of an asset index: Comparing two methodologies and three countries. (2013). Silber, Jacques ; Berenger, Valerie ; Deutsch, Joseph . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:881-891.

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2013Locally adjusted LM test for spatial dependence in fixed effects panel data models. (2013). Lin, Kuan-Pin ; He, Ming . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:59-63.

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2013GMM estimation of spatial autoregressive models with moving average disturbances. (2013). Dogan, Osman ; Doan, Osman ; Tapnar, Suleyman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:6:p:903-926.

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2013Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote. (2013). Athanasoglou, Stergios ; Athanassoglou, Stergios . In: Working Papers. RePEc:fem:femwpa:2013.40.

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2013Covariates and causal effects: the problem of context. (2013). Aliprantis, Dionissi. In: Working Paper. RePEc:fip:fedcwp:1310.

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2013Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201316.

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2013Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume . In: Post-Print. RePEc:hal:journl:hal-00914830.

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2013Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume. In: Working Papers. RePEc:hal:wpaper:hal-00914830.

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2013Country-Specific Conditions for Work and Family Reconciliation: An Attempt at Quantification. (2013). Matysiak, Anna ; Weziak-Biaowolska, Dorota . In: Working Papers. RePEc:isd:wpaper:67.

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2013Postawy wzglêdem euro i ich determinanty– przegl¹d badañ i literatury przedmiotu. (2013). Osiska, Joanna . In: Working Papers. RePEc:isd:wpaper:70.

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2013Multidimensional Targeting and Evaluation: A General Framework with an Application to a Poverty Program in Bangladesh. (2013). Smith, Stephen ; Robano, Virginia . In: IZA Discussion Papers. RePEc:iza:izadps:dp7593.

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2013Multidimensional indices of deprivation: the introduction of reference groups weights. (2013). Bellani, Luna. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:11:y:2013:i:4:p:495-515.

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2013Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18.

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2013Multidimensional welfare rankings. (2013). Athanasoglou, Stergios. In: MPRA Paper. RePEc:pra:mprapa:51642.

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2013A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:201303.

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2013Comparing Implementations of Estimation Methods for Spatial Econometrics. (2013). Piras, Gianfranco ; Bivand, Roger . In: Working Papers. RePEc:rri:wpaper:2013wp01.

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2013A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:2013wp03.

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2013.

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2013Performance of unit root tests in unbalanced panels: experimental evidence. (2013). Werkmann, Verena . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:97:y:2013:i:3:p:271-285.

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2013Tracking Poverty Reduction in Bhutan: Income Deprivation Alongside Deprivation in Other Sources of Happiness. (2013). Santos, Maria . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:259-290.

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2013Multidimensional Poverty in China: Findings Based on the CHNS. (2013). Yu, Jiantuo . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:315-336.

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2013Multidimensional Targeting: Identifying Beneficiaries of Conditional Cash Transfer Programs. (2013). Robles, Marcos ; Azevedo, Viviane . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:447-475.

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2013Asymptotically UMP Panel Unit Root Tests. (2013). Drost, Feike C. ; Becheri, I. G. ; van den Akker, R.. In: Discussion Paper. RePEc:tiu:tiucen:e34b7d23-8e53-4cea-ba69-55481af16647.

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2013LA CROISSANCE A-T-ELLE ETE « PRO-PAUVRES » EN TERMES DE NIVEAU DE VIE ET D’EDUCATION EN EGYPTE ENTRE 2000 ET 2008 ?. (2013). Berenger, Valerie . In: Region et Developpement. RePEc:tou:journl:v:37:y:2013:p:119-148.

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2013Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M.. In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:221-241.

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2013Creating and managing spatial-weighting matrices with the spmat command. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M. ; Peng, Hua . In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:242-286.

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2013A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M.. In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:287-301.

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2013A Spatial Dynamic Panel Analysis of Corruption. (2013). Malin, Eric ; Jeanty, P. Wilner ; Donfouet, Hermann ; Hermann Pythagore Pierre Donfouet, . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:201324.

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2013Gender inequality in multidimensional welfare deprivation in west Africa : the case of Burkina Faso and Togo. (2013). Batana, Yele ; Agbodji, Akoete Ega ; Ouedraogo, Denis . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6522.

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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Czudaj, Robert ; Hanck, Christoph . In: Ruhr Economic Papers. RePEc:zbw:rwirep:434.

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2013Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Czudaj, Robert ; Hanck, Christoph . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79734.

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Recent citations received in 2012

YearCiting document
2012The effect of ESCOs on energy use. (2012). Miller, Stephen ; Yeh, Chih-Chuan ; Fang, WenShwo . In: Energy Policy. RePEc:eee:enepol:v:51:y:2012:i:c:p:558-568.

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2012A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18.

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2012Instant Trend-Seasonal Decomposition of Time Series with Splines. (2012). . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:131.

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2012Natural hedging of exchange rate risk: The role of imported input prices. (2012). Shingal, Anirudh ; Fauceglia, Dario ; Wermelinger, Martin . In: MPRA Paper. RePEc:pra:mprapa:39438.

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2012The effect of ECSOs on energy use. (2012). Miller, Stephen ; Fang, WenShwo ; Yeh, Chih-Chuan . In: Working papers. RePEc:uct:uconnp:2012-13.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team