Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Econometrics / MDPI, Open Access Journal


1.29

Impact Factor

1.52

5-Years IF

8

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
19910.1000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.06
19940.12000 (%)0.05
19950.2000 (%)0.07
19960.24000 (%)0.09
19970.28000 (%)0.1
19980.29000 (%)0.11
19990.33000 (%)0.14
20000.41000 (%)0.15
20010.41000 (%)0.15
20020.43000 (%)0.18
20030.45000 (%)0.19
20040.5000 (%)0.2
20050.53000 (%)0.21
20060.52000 (%)0.21
20070.46000 (%)0.18
20080.49000 (%)0.2
20090.49000 (%)0.19
20100.47000 (%)0.17
20110.54000 (%)0.21
20120.57000 (%)0.21
20130.64131320.1581002 (2.5%)20.150.23
20141.770.71.771225311.2483132313238 (9.6%)80.670.23
20151.680.791.684671650.9247254225429 (19.1%)120.260.25
20161.291.111.52831541290.8485875711082 (25%)70.080.34
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
12014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414.

Full description at Econpapers || Download paper

39
22014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

Full description at Econpapers || Download paper

35
32013Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620.

Full description at Econpapers || Download paper

33
42015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer ; Pretis, Felix . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

20
52014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

19
62013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

14
72013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

Full description at Econpapers || Download paper

13
82015On the Interpretation of Instrumental Variables in the Presence of Specification Errors. (2015). Tavlas, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:55-64:d:45286.

Full description at Econpapers || Download paper

9
92013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

8
102014A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Krause, Jochen ; Paolella, Marc S.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459.

Full description at Econpapers || Download paper

6
112013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659.

Full description at Econpapers || Download paper

6
122015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

Full description at Econpapers || Download paper

4
132014Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

Full description at Econpapers || Download paper

3
142013Forecasting Value-at-Risk Using High-Frequency Information. (2013). Lee, Tae Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:127-140:d:26621.

Full description at Econpapers || Download paper

3
152016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Hall, Stephen G ; Mehta, Jatinder S ; Greene, William H ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19:d:66559.

Full description at Econpapers || Download paper

2
162015Finding Starting-Values for the Estimation of Vector STAR Models. (2015). Schleer, Frauke. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:65-90:d:45287.

Full description at Econpapers || Download paper

2
172013Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging. (2013). Sueishi, Naoya . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:141-156:d:26900.

Full description at Econpapers || Download paper

2
182016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas K ; Braione, Manuela . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

Full description at Econpapers || Download paper

2
192016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Tavlas, George ; Greene, William ; Gibson, Heather ; Hall, Stephen G ; Mehta, Jatinder S ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19-:d:66559.

Full description at Econpapers || Download paper

2
202015Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C.. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249.

Full description at Econpapers || Download paper

2
212015Asymptotic 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.

Full description at Econpapers || Download paper

2
222016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:61992.

Full description at Econpapers || Download paper

2
232016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3:d:61992.

Full description at Econpapers || Download paper

2
242015Nonparametric Regression Estimation for Multivariate Null Recurrent Processes. (2015). Cai, Biqing ; Tjostheim, Dag . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:265-288:d:48167.

Full description at Econpapers || Download paper

1
252016Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:65219.

Full description at Econpapers || Download paper

1
262015A New Approach to Model Verification, Falsification and Selection. (2015). Buck, Andrew ; Lady, George M. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:466-493:d:51844.

Full description at Econpapers || Download paper

1
272016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:64253.

Full description at Econpapers || Download paper

1
282013Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028.

Full description at Econpapers || Download paper

1
292016Timing Foreign Exchange Markets. (2016). Malone, Samuel ; Gramacy, Robert B. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:15-:d:65565.

Full description at Econpapers || Download paper

1
302015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

Full description at Econpapers || Download paper

1
312016A Conditional Approach to Panel Data Models with Common Shocks. (2016). Peng, Bin . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:62057.

Full description at Econpapers || Download paper

1
322016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8:d:64253.

Full description at Econpapers || Download paper

1
332015A Joint Chow Test for Structural Instability. (2015). Whitby, Andrew ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:156-186:d:46757.

Full description at Econpapers || Download paper

1
342016Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219.

Full description at Econpapers || Download paper

1
352015Information Recovery in a Dynamic Statistical Markov Model. (2015). Miller, Douglas J. ; Judge, George . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:187-198:d:47332.

Full description at Econpapers || Download paper

1
362016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253.

Full description at Econpapers || Download paper

1
372015A 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.

Full description at Econpapers || Download paper

1
382016Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Batrk, Nalan . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219.

Full description at Econpapers || Download paper

1
392014Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391.

Full description at Econpapers || Download paper

1
402015Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems. (2015). Judge, George . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:91-100:d:46012.

Full description at Econpapers || Download paper

1
412015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

Full description at Econpapers || Download paper

1
422013Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

Full description at Econpapers || Download paper

35
22014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414.

Full description at Econpapers || Download paper

31
32013Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620.

Full description at Econpapers || Download paper

22
42015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer ; Pretis, Felix . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

20
52014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

19
62013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

13
72015On the Interpretation of Instrumental Variables in the Presence of Specification Errors. (2015). Tavlas, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:55-64:d:45286.

Full description at Econpapers || Download paper

9
82014A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Krause, Jochen ; Paolella, Marc S.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459.

Full description at Econpapers || Download paper

6
92013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659.

Full description at Econpapers || Download paper

6
102013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

6
112015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

Full description at Econpapers || Download paper

4
122013Forecasting Value-at-Risk Using High-Frequency Information. (2013). Lee, Tae Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:127-140:d:26621.

Full description at Econpapers || Download paper

3
132013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

Full description at Econpapers || Download paper

3
142014Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

Full description at Econpapers || Download paper

3
152016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Hall, Stephen G ; Mehta, Jatinder S ; Greene, William H ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19:d:66559.

Full description at Econpapers || Download paper

2
162016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3:d:61992.

Full description at Econpapers || Download paper

2
172015Asymptotic 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.

Full description at Econpapers || Download paper

2
182016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Tavlas, George ; Greene, William ; Gibson, Heather ; Hall, Stephen G ; Mehta, Jatinder S ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19-:d:66559.

Full description at Econpapers || Download paper

2
192015Finding Starting-Values for the Estimation of Vector STAR Models. (2015). Schleer, Frauke. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:65-90:d:45287.

Full description at Econpapers || Download paper

2
202016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:61992.

Full description at Econpapers || Download paper

2
212015Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C.. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249.

Full description at Econpapers || Download paper

2
222013Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging. (2013). Sueishi, Naoya . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:141-156:d:26900.

Full description at Econpapers || Download paper

2
232016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas K ; Braione, Manuela . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 75:


YearTitle
2016Removing Specification Errors from the Usual Formulation of Binary Choice Models. (2016). Tavlas, George ; Greene, William ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, ; Hall, Stephen G ; Mehta, Jatinder S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:26-:d:71425.

Full description at Econpapers || Download paper

2016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Tavlas, George ; Greene, William ; Gibson, Heather ; Hall, Stephen G ; Mehta, Jatinder S ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19-:d:66559.

Full description at Econpapers || Download paper

2016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Tavlas, George ; Hall, Stephen ; Greene, William ; Gibson, Heather ; Mehta, J S ; Chang, I. In: Discussion Papers in Economics. RePEc:lec:leecon:16/02.

Full description at Econpapers || Download paper

2016A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Hall, Stephen G ; Mehta, Jatinder S ; Greene, William H ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19:d:66559.

Full description at Econpapers || Download paper

2016Removing Specification Errors from the Usual Formulation of Binary Choice Models*. (2016). Tavlas, George ; Greene, William ; Hall, Stephen G ; Mehta, Jatinder S ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Discussion Papers in Economics. RePEc:lec:leecon:16/11.

Full description at Econpapers || Download paper

2016Predicting the Evolution of CO 2 Emissions in Bahrain with Automated Forecasting Methods. (2016). Tudor, Cristiana . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:9:p:923-:d:77896.

Full description at Econpapers || Download paper

2016Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yang, Zhen Lin ; Liu, Shew Fan ; Yu, Jihai . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72.

Full description at Econpapers || Download paper

2016Estimating a Falsified Model. (2016). Buck, Andrew ; Lady, George M. In: DETU Working Papers. RePEc:tem:wpaper:1601.

Full description at Econpapers || Download paper

2016Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide . In: International Economics. RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

Full description at Econpapers || Download paper

2016Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:778.

Full description at Econpapers || Download paper

2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

Full description at Econpapers || Download paper

2016An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:779.

Full description at Econpapers || Download paper

2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation. (2016). Hendry, David ; Smerdon, Jason E ; Pretis, Felix . In: Economics Series Working Papers. RePEc:oxf:wpaper:780.

Full description at Econpapers || Download paper

2016Improving the Teaching of Econometrics. (2016). Mizon, Grayham ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:785.

Full description at Econpapers || Download paper

2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis. (2016). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583.

Full description at Econpapers || Download paper

2016Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter. (2016). Stillwagon, Josh ; Frydman, Roman . In: Working Papers Series. RePEc:thk:wpaper:44.

Full description at Econpapers || Download paper

2016Forecasting food prices: The case of corn, soybeans and wheat. (2016). Cornejo, Magdalena ; Ahumada, Hildegart. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:838-848.

Full description at Econpapers || Download paper

2016Non-linear exchange rate relationships: An automated model selection approach with indicator saturation. (2016). Stillwagon, Josh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:84-109.

Full description at Econpapers || Download paper

2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

Full description at Econpapers || Download paper

2016Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809.

Full description at Econpapers || Download paper

2016Macroeconomics and Consumption. (2016). muellbauer, john. In: Economics Series Working Papers. RePEc:oxf:wpaper:paper-811.

Full description at Econpapers || Download paper

2016Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6.

Full description at Econpapers || Download paper

2016Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil R. In: Working Papers. RePEc:gwc:wpaper:2016-012.

Full description at Econpapers || Download paper

2016Macroeconomics and Consumption. (2016). muellbauer, john. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11588.

Full description at Econpapers || Download paper

2016Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth. (2016). Sun, Yiguo ; Koroglu, Mustafa . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6-:d:63356.

Full description at Econpapers || Download paper

2016Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth. (2016). Koroglu, Mustafa ; Sun, Yiguo . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6:d:63356.

Full description at Econpapers || Download paper

2016Functional-coefficient spatial autoregressive models with nonparametric spatial weights. (2016). Sun, Yiguo . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:1:p:134-153.

Full description at Econpapers || Download paper

2016ESTIMATION OF STAR-GARCH MODELS WITH ITERATIVELY WEIGHTED LEAST SQUARES. (2016). Midilic, Murat . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/918.

Full description at Econpapers || Download paper

2016A Hedonic Output Index based Approach to Modeling Polluting Technologies. (2016). Malikov, Emir ; Bokusheva, Raushan ; Kumbhakar, Subal C. In: MPRA Paper. RePEc:pra:mprapa:73186.

Full description at Econpapers || Download paper

2016Local composite quantile regression smoothing for Harris recurrent Markov processes. (2016). Li, Degui. In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:44-56.

Full description at Econpapers || Download paper

2016Econometric Information Recovery in Behavioral Networks. (2016). Judge, George . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:38-:d:78167.

Full description at Econpapers || Download paper

2016Jackknife Bias Reduction in the Presence of a Near-Unit Root. (2016). Chambers, Marcus ; Kyriacou, Maria . In: Economics Discussion Papers. RePEc:esx:essedp:17623.

Full description at Econpapers || Download paper

2016Regional Competition, Heterogeneous Factors and Pollution Intensity in China: A Spatial Econometric Analysis. (2016). Huang, Jianhuan ; Xia, Jiejin . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:2:p:171-:d:63873.

Full description at Econpapers || Download paper

2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

Full description at Econpapers || Download paper

2016Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth. (2016). Sun, Yiguo ; Koroglu, Mustafa . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6-:d:63356.

Full description at Econpapers || Download paper

2016Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth. (2016). Koroglu, Mustafa ; Sun, Yiguo . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:6:d:63356.

Full description at Econpapers || Download paper

2016Regional Competition, Heterogeneous Factors and Pollution Intensity in China: A Spatial Econometric Analysis. (2016). Huang, Jianhuan ; Xia, Jiejin . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:2:p:171:d:63873.

Full description at Econpapers || Download paper

2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria . In: CEIS Research Paper. RePEc:rtv:ceisrp:375.

Full description at Econpapers || Download paper

2016Patterns and determinants of inventors’ mobility across European urban areas. (2016). Gorin, Clement . In: Working Papers. RePEc:gat:wpaper:1615.

Full description at Econpapers || Download paper

2016A Bayesian heterogeneous coefficients spatial autoregressive panel data model of retail fuel price rivalry. (2016). LeSage, James ; Chih, Yao-Yu ; Vance, Colin . In: Ruhr Economic Papers. RePEc:zbw:rwirep:617.

Full description at Econpapers || Download paper

2016Interregional migration within the European Union in the aftermath of the Eastern enlargements: a spatial approach. (2016). Rocha-Akis, Silvia ; Sardadvar, Sascha . In: Review of Regional Research: Jahrbuch für Regionalwissenschaft. RePEc:spr:jahrfr:v:36:y:2016:i:1:d:10.1007_s10037-015-0100-1.

Full description at Econpapers || Download paper

2016A spatial difference-in-differences analysis of the impact of sugarcane production on respiratory diseases. (2016). Chagas, André ; Azzoni, Carlos. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:59:y:2016:i:c:p:24-36.

Full description at Econpapers || Download paper

2016Job search and hiring in local labor markets: Spillovers in regional matching functions. (2016). Heuermann, Daniel ; Haller, Peter . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:60:y:2016:i:c:p:125-138.

Full description at Econpapers || Download paper

2016How Spatial Pricing Affects Cooperative Members’ Switching Decisions. (2016). Viergutz, Tim ; Schulze-Ehlers, Birgit ; Zubek, Nana . In: 149th Seminar, October 27-28, 2016, Rennes, France. RePEc:ags:eaa149:244772.

Full description at Econpapers || Download paper

2016Bias correction and refined inferences for fixed effects spatial panel data models. (2016). Yang, Zhen Lin ; Liu, Shew Fan ; Yu, Jihai . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:61:y:2016:i:c:p:52-72.

Full description at Econpapers || Download paper

2016Explosive bubbles in house prices? Evidence from the OECD countries. (2016). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:14-25.

Full description at Econpapers || Download paper

2016Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1601.

Full description at Econpapers || Download paper

2016Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:79731.

Full description at Econpapers || Download paper

2016Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160006.

Full description at Econpapers || Download paper

2016Modelling volatility spillovers for bio-ethanol, sugarcane and corn. (2016). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1603.

Full description at Econpapers || Download paper

2016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1602.

Full description at Econpapers || Download paper

2016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913.

Full description at Econpapers || Download paper

2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923.

Full description at Econpapers || Download paper

2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160047.

Full description at Econpapers || Download paper

2016Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1610.

Full description at Econpapers || Download paper

2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y. In: Econometric Institute Research Papers. RePEc:ems:eureir:93116.

Full description at Econpapers || Download paper

2016DAY-OF-THE-WEEK EFFECT IN US BIOTECHNOLOGY STOCKS — DO POLICY CHANGES AND ECONOMIC CYCLES MATTER?. (2016). Chatterjee, Swarnankur ; Hubble, Amy . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:02:p:1650008-01-1650008-17.

Full description at Econpapers || Download paper

2016A Simple Test for Causality in Volatility. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160094.

Full description at Econpapers || Download paper

2016Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Zopiatis, Anastasios ; Lambertides, Neophytos . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160104.

Full description at Econpapers || Download paper

2016Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2016). McAleer, Michael ; Savva, Christos S ; Zopiatis, Anastasios ; Lambertides, Neophytos . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1618.

Full description at Econpapers || Download paper

2016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1704.

Full description at Econpapers || Download paper

2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

Full description at Econpapers || Download paper

2016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas K ; Braione, Manuela . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

Full description at Econpapers || Download paper

2016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3:d:61992.

Full description at Econpapers || Download paper

2016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25:d:69492.

Full description at Econpapers || Download paper

2016Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models. (2016). Ardia, David ; Trottier, Denis-Alexandre . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:311-316.

Full description at Econpapers || Download paper

2016Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1609.

Full description at Econpapers || Download paper

2016An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1612.

Full description at Econpapers || Download paper

2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93117.

Full description at Econpapers || Download paper

2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93118.

Full description at Econpapers || Download paper

2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160053.

Full description at Econpapers || Download paper

2016Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes. (2016). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160071.

Full description at Econpapers || Download paper

2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160076.

Full description at Econpapers || Download paper

2016Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes. (2016). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:93334.

Full description at Econpapers || Download paper

2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160052.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2016). Tavlas, George ; Hall, Stephen G ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:214.

Full description at Econpapers || Download paper

2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

Full description at Econpapers || Download paper

2016Continuous and Jump Betas: Implications for Portfolio Diversification. (2016). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231.

Full description at Econpapers || Download paper

2016Nonparametric Regression with Common Shocks. (2016). Souza-Rodrigues, Eduardo A. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:36-:d:77160.

Full description at Econpapers || Download paper

2016Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*. (2016). Tavlas, George ; Gibson, Heather D ; Hall, Stephen G. In: Discussion Papers in Economics. RePEc:lec:leecon:16/18.

Full description at Econpapers || Download paper

2016Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. (2016). Degiannakis, Stavros ; Potamia, Artemis . In: MPRA Paper. RePEc:pra:mprapa:74670.

Full description at Econpapers || Download paper

2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160099.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Financial sector and output dynamics in the euro area: Non-linearities reconsidered. (2015). Schleer, Frauke ; Semmler, Willi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:235-263.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Is Benford’s Law a Universal Behavioral Theory?. (2015). Villas-Boas, Sofia ; Judge, George ; Fu, Qiuzi . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:698-708:d:57619.

Full description at Econpapers || Download paper

2015How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?. (2015). Qin, Duo ; van Huellen, Sophie ; Wang, Qing-Chao . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:1-:d:61313.

Full description at Econpapers || Download paper

2015How Credible Are Shrinking Wage Elasticities of Married Women Labour Supply?. (2015). Qin, Duo ; Wang, Qing-Chao ; van Huellen, Sophie . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:1:d:61313.

Full description at Econpapers || Download paper

2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003.

Full description at Econpapers || Download paper

2015Exploring the gender wage gap in the managerial labour market:a counterfactual decomposition analysis. (2015). scicchitano, sergio. In: Working Papers. RePEc:itt:wpaper:2015-2.

Full description at Econpapers || Download paper

2015Causal transmission in reduced-form models. (2015). Nielsen, Bent ; Bazinas, Vassili. In: Economics Papers. RePEc:nuf:econwp:1507.

Full description at Econpapers || Download paper

2015Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs. (2015). Pretis, Felix . In: Economics Series Working Papers. RePEc:oxf:wpaper:750.

Full description at Econpapers || Download paper

2015A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of U.S. Banks in 2001-2010. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal C. In: MPRA Paper. RePEc:pra:mprapa:66490.

Full description at Econpapers || Download paper

2015Time to Demystify Endogeneity Bias. (2015). Qin, Duo. In: Working Papers. RePEc:soa:wpaper:192.

Full description at Econpapers || Download paper

2015Testing competing models of the temperature hiatus: assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection. (2015). Pretis, Felix ; Kaufmann, Robert . In: Climatic Change. RePEc:spr:climat:v:131:y:2015:i:4:p:705-718.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document
2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21.

Full description at Econpapers || Download paper

2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

Full description at Econpapers || Download paper

2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750.

Full description at Econpapers || Download paper

2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

Full description at Econpapers || Download paper

2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096.

Full description at Econpapers || Download paper

2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125.

Full description at Econpapers || Download paper

2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428.

Full description at Econpapers || Download paper

Recent citations received in 2013

YearCiting document
2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26.

Full description at Econpapers || Download paper

2013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

10 most frequent citing series


#SeriesCites

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

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 1 2017. Contact: CitEc Team