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Econometrics Journal / Royal Economic Society


1.49

Impact Factor

1.57

5-Years IF

10

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.4000 (%)0.15
20010.40100 (%)0.15
20020.420200 (%)0.18
20030.44000 (%)0.18
20040.49000 (%)0.2
20050.53000 (%)0.21
20060.51000 (%)0.2
20070.44000 (%)0.18
20080.470100 (%)0.2
20090.470800 (%)0.19
20100.440400 (%)0.16
20110.51101070.79700 (%)10.10.2
20120.60.560.62636110.31100106106 (%)50.190.21
20130.440.660.442561350.5712236163616 (%)160.640.23
20141.20.671.162283820.993951616171 (%)50.230.22
20151.490.821.57191021361.3314477083130 (%)20.110.27
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
12011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

Full description at Econpapers || Download paper

48
22011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; 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

22
32013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

20
4Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

19
52013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

17
62013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

15
72012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

14
82012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

Full description at Econpapers || Download paper

12
92013A 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

11
102012Statistical 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
112013Orthogonal 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

10
122013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

Full description at Econpapers || Download paper

10
132012Testing 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

10
142011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

9
152013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

9
162013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

8
172013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

8
182012Misspecification 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

7
192011A 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.

Full description at Econpapers || Download paper

6
202012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

Full description at Econpapers || Download paper

6
212011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

6
222014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

6
232014Improved 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

5
242012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

5
252014Weighted 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.

Full description at Econpapers || Download paper

5
262015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

Full description at Econpapers || Download paper

5
272014A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

Full description at Econpapers || Download paper

5
282012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

Full description at Econpapers || Download paper

5
292011Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

5
302011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

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4
312012On 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.

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4
322014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

4
332014Common 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

4
34Discrete 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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3
352013Estimation 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

3
362013The 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
372013Instrumental 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.

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3
382013Local NLLS estimation of semi‐parametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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3
392013Predictability 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

3
402012Estimating the effect of a variable in a high‐dimensional linear model. (2012). Würtz, Allan ; Jensen, Peter ; Wurtz, Allan H.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:325-357.

Full description at Econpapers || Download paper

3
412014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

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3
422015More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Burgess, Simon ; Allen, Rebecca . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66.

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2
432015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

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2
442015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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2
452013Asymptotics 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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2
462012Break 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
472013Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429.

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2
482014Confidence sets based on inverting Anderson–Rubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58.

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2
492014Maximum score estimation with nonparametrically generated regressors. (2014). Lee, Sokbae (Simon) ; Chen, Le-Yu ; Sung, Myung Jae . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:271-300.

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1
502014Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series. (2014). Härdle, Wolfgang ; Song, Song ; Ritov, Ya'acov ; Hardle, Wolfgang K.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s101-s131.

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1

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


#YearTitleCited
12011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

Full description at Econpapers || Download paper

45
22013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

19
32011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; 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

18
42013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

14
52013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

14
62013A 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

9
72013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

8
82012Testing 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

8
92013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

8
102013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

8
112011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

7
122013Orthogonal 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

7
132012Statistical 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

7
142011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

6
152013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

Full description at Econpapers || Download paper

6
162012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

Full description at Econpapers || Download paper

6
172014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

6
182015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

Full description at Econpapers || Download paper

5
192014Improved 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

5
202014A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

Full description at Econpapers || Download paper

5
212012Misspecification 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
222014Weighted 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.

Full description at Econpapers || Download paper

5
232012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

Full description at Econpapers || Download paper

5
242011A 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.

Full description at Econpapers || Download paper

5
252012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

5
262012Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

5
272011Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

5
282014Common 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

4
292014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

4
302012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

Full description at Econpapers || Download paper

4
312012Estimating the effect of a variable in a high‐dimensional linear model. (2012). Würtz, Allan ; Jensen, Peter ; Wurtz, Allan H.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:325-357.

Full description at Econpapers || Download paper

3
322013Instrumental 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
332014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

Full description at Econpapers || Download paper

3
342013The 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
352013Estimation 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

3
362012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

3
372013Predictability 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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3
382015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

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2
392013Local NLLS estimation of semi‐parametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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2
402011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

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2
412013Asymptotics 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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2
422015More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Burgess, Simon ; Allen, Rebecca . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66.

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2
432015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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2
442014Confidence sets based on inverting Anderson–Rubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58.

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2
452012Discrete 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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Citing documents used to compute impact factor 70:


YearTitle
2015Stochastic Spanning. (2015). Hallam, Mark ; Post, Thierry ; Arvanitis, Stelios . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1505.

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2015Saddle-Type Functionals for Continuous Processes with Applications to Tests for Stochastic Spanning. (2015). Arvanitis, Stelios . In: Working Papers. RePEc:aeb:wpaper:201509:y:2015.

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2015Stochastic Spanning. (2015). Topaloglou, Nikolas ; Hallam, Mark ; Arvanitis, Stelios ; Post, Thierry . In: Working Papers. RePEc:aeb:wpaper:201510:y:2015.

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2015Refinements in maximum likelihood inference on spatial autocorrelation in panel data. (2015). Rossi, Francesca ; Robinson, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61432.

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2015Improved inferences for spatial regression models. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:55-67.

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2015Refinements in maximum likelihood inference on spatial autocorrelation in panel data. (2015). Robinson, Peter M ; Rossi, Francesca . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:447-456.

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2015Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850.

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2015Binary quantile regression with local polynomial smoothing. (2015). Chen, Song Nian ; Zhang, Hanghui . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:24-40.

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2015Penalized regression across multiple quantiles under random censoring. (2015). Tang, Yanlin ; Wang, Huixia Judy . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:132-146.

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2015Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term. (2015). Kao, Chihwa ; Baltagi, Badi ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:178.

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2015Estimation of Heterogeneous Panels with Structural Breaks. (2015). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:179.

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2015On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions. (2015). Doko Tchatoka, Firmin ; Tchakota, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2015-01.

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2015Network Structure and Education Outcomes: Evidence from a Field Experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin . In: IZA Discussion Papers. RePEc:iza:izadps:dp8872.

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2015Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-35.

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2015Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10631.

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2015Endogenous Social Interactions: Which Peers Matter?. (2015). Tatsi, Eirini . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113168.

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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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2015Point Optimal Testing: A Survey of the Post 1987 Literature. (2015). King, Maxwell ; Sriananthakumar, Sivagowry . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-5.

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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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2015Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting. (2015). Khrapov, Stanislav ; Anatolyev, Stanislav. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:610-632:d:53976.

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2015Joint inference on market and estimation risks in dynamic portfolios. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:68100.

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2015Inference and testing on the boundary in extended constant conditional correlation GARCH models. (2015). Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1510.

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2015Should We Go One Step Further? Â An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework. (2015). Sun, Yixiao ; Hwang, Jungbin . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt58r2z98m.

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2015Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf.

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2015Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion. (2015). Kaplan, David. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:20-32.

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2015Autocorrelation robust inference using the Daniell kernel with fixed bandwidth. (2015). Hualde, Javier ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/14.

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2015Comparing predictive accuracy in small samples. (2015). Coroneo, Laura ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/15.

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2015Sieve semiparametric two-step GMM under weak dependence. (2015). Liao, Zhipeng ; Chen, Xiaohong . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:163-186.

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2015Binary quantile regression with local polynomial smoothing. (2015). Chen, Song Nian ; Zhang, Hanghui . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:24-40.

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2015LM tests of spatial dependence based on bootstrap critical values. (2015). Yang, Zhenlin. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:33-59.

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2015Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974.

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2015Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:52:y:2015:i:c:p:50-70.

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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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2015Improved inferences for spatial regression models. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:55-67.

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2015Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850.

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2015Grouped Model Averaging for Finite Sample Size. (2015). Amanullah, ; Zhang, Xinyu . In: Working Papers. RePEc:ucr:wpaper:201501.

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2015Consistency of model averaging estimators. (2015). Zhang, Xinyu . In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:120-123.

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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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2015Toward optimal model averaging in regression models with time series errors. (2015). Cheng, Tzu-Chang F ; Yu, Shu-Hui ; Ing, Ching-Kang . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:321-334.

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2015Moment Conditions for AR(1) Panel Data Models with Missing Outcomes. (2015). Windmeijer, Frank ; Pacini, David . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/660.

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2015Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction. (2015). Florax, Raymond ; Delgado, Michael S. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150091.

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2015Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: IZA Discussion Papers. RePEc:iza:izadps:dp8896.

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2015Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:lacicr:1504.

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2015Estimating direct and indirect effects of foreign direct investment on firm productivity in the presence of interactions between firms. (2015). Girma, Sourafel ; Gorg, Holger ; Gong, Yundan ; Lancheros, Sandra . In: Journal of International Economics. RePEc:eee:inecon:v:95:y:2015:i:1:p:157-169.

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2015Testing information diffusion in the decentralized unsecured market for euro funds. (2015). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1022_15.

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2015The effect of seismic hazard risk information on property prices: Evidence from a spatial regression discontinuity design. (2015). Hoshino, Tadao ; Sugiura, Ayako ; Hidano, Noboru . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:53:y:2015:i:c:p:113-122.

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2015the effect of longitudinal multiple subsidies on firm performance in the presence of neighbour interactions. (2015). Gabriele, Roberto ; Tundis, Enrico . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa15p1368.

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2015Identification of complete information games. (2015). Kline, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:117-131.

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2015Spatial Methods. (2015). Gibbons, Steve ; Patacchini, Eleonora ; Overman, Henry G. In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-115.

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2015Estimation of fixed effects panel regression models with separable and nonseparable space–time filters. (2015). Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:174-192.

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2015Of Donor Coordination, Free-Riding, Darlings, and Orphans: The dependence of bilateral aid on other bilateral giving. (2015). Klasen, Stephan ; Davies, Ronald. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:168.

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2015Centrality and pricing in spatially differentiated markets: The case of gasoline. (2015). Weiss, Christoph ; Pennerstorfer, Dieter ; Firgo, Matthias. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:40:y:2015:i:c:p:81-90.

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2015Power transformations of absolute returns and long memory estimation. (2015). Dalla, Violetta . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:1-18.

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2015Bias Correction of Persistence Measures in Fractionally Integrated Models. (2015). Poskitt, Donald ; Martin, Gael M ; Grose, Simone D ; Coakley, Jerry ; Osborn, Denise ; Kellard, Neil . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:721-740.

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2015PANICCA - PANIC on Cross-Section Averages. (2015). Westerlund, Joakim ; Reese, Simon . In: Working Papers. RePEc:hhs:lunewp:2015_003.

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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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2015ON THE ROLE OF PUBLIC POLICIES AND WAGE FORMATION FOR PRIVATE INVESTMENT IN R&D: A LONG-RUN PANEL ANALYSIS. (2015). Heylen, Freddy ; Buyse, Tim ; Schoonackers, Ruben . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/911.

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2015Fiscal policy and TFP in the OECD: measuring direct and indirect effects. (2015). Heylen, Freddy ; Everaert, Gerdie ; Schoonackers, Ruben . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:2:p:605-640.

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2015Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2015). Kiviet, Jan ; Pleus, Milan ; Poldermans, Rutger . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5189.

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2015When is it really justifiable to ignore explanatory variable endogeneity in a regression model?. (2015). Kiviet, Jan. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1505.

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2015A common jump factor stochastic volatility model. (2015). Laurini, Márcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10.

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2015Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147.

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2015Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-012.

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2015Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2015). Perron, Pierre ; Varneskov, Rasmus T. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-015.

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2015Peer Effects, Fast Food Consumption and Adolescent Weight Gain. (2015). Yazbeck, Myra ; Fortin, Bernard. In: IZA Discussion Papers. RePEc:iza:izadps:dp9087.

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2015Peer effects, fast food consumption and adolescent weight gain. (2015). Yazbeck, Myra ; Fortin, Bernard. In: Journal of Health Economics. RePEc:eee:jhecon:v:42:y:2015:i:c:p:125-138.

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2015A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2015). Perron, Pierre ; Chang, Seong Yeon . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-010.

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2015P. Secchi, S. Vantini and V. Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan. (2015). Kokoszka, Piotr . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:2:p:305-306.

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2015Regression discontinuity designs with unknown discontinuity points: Testing and estimation. (2015). Porter, Jack ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:132-147.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions. (2015). Doko Tchatoka, Firmin ; Tchakota, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2015-01.

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2015Ethnic Residential Segregation: A Multilevel, Multigroup, Multiscale Approach Exemplified by London in 2011. (2015). Johnston, Ron ; Charlton, Chris ; Jones, Kelvyn ; Manley, David ; Owen, Dewi . In: Demography. RePEc:spr:demogr:v:52:y:2015:i:6:p:1995-2019.

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Recent citations received in 2014

YearCiting document
2014Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin. 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). Doko Tchatoka, Firmin. 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. In: Discussion Papers. RePEc:kud:kuiedp:1404.

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2014Variance targeting estimation of multivariate GARCH models. (2014). Zakoian, Jean-Michel ; Horvath, Lajos ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:57794.

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

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Recent citations received in 2013

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

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2013A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2013). Perron, Pierre ; Chang, Seong Yeon . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2013-023.

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2013Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao. 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). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . 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). Shao, Xiaofeng ; Zhang, Xianyang . 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). Lee, Lung-Fei ; 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). Yang, Zhenlin ; Baltagi, Badi. 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 ; McDonough, Ian. 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). Karaman Örsal, Deniz ; 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). Yang, Zhenlin ; Baltagi, Badi. 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). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . 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, Jinghua. In: Discussion Paper. RePEc:tiu:tiucen:d63bf400-7ff2-4a1c-8067-1c3262f1c576.

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Recent citations received in 2012

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

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2012Local Identification of Nonparametric and Semiparametric Models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1795r.

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2012Local identification of nonparametric and semiparametric models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. 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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2012Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:43823.

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