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

0.14

Impact Factor

0.13

5-Years IF

14

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 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14131341003 (7.3%)0.06
19950.150.170.15203320.067113213227 (38%)0.11
19960.090.220.09195230.06983333331 (1%)0.1
19970.130.220.15146680.12103955281 (10%)0.09
19980.090.240.05188430.04593336638 (13.6%)0.13
19990.060.30.131498110.113432284112 (5.9%)0.16
20000.250.370.2411109250.235132885207 (13.7%)20.180.14
20010.120.370.1711120210.1850253761310 (20%)10.090.17
20020.320.370.2221141390.283922768159 (23.1%)30.140.18
20030.060.40.1222163230.14733227593 (4.1%)30.140.19
20040.230.410.2727190480.2562431079218 (12.9%)60.220.18
20050.240.430.2826216570.261004912922612 (12%)70.270.21
20060.30.440.2822238590.257853161073017 (21.8%)30.140.19
20070.290.370.3214252660.265348141183812 (22.6%)20.140.17
20080.140.390.259261480.1838365111282 (5.3%)40.440.17
20090.260.360.2617278520.195123698256 (11.8%)10.060.17
20100.350.340.2723301550.183626988248 (22.2%)20.090.15
20110.330.410.4426327760.23374013853714 (37.8%)50.190.2
20120.220.450.2520347730.2123491189229 (39.1%)60.30.21
20130.370.50.45293761640.44224617954312 (54.5%)40.140.2
20140.20.550.3530406890.22184910115405 (27.8%)40.130.25
20150.190.570.1321427470.11115911128174 (36.4%)30.140.26
20160.140.660.1320447340.08451712617 (%)10.050.34
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
11995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, Keith ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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55
22003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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39
31996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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36
41996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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24
51996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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23
61994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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23
71998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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23
82006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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22
92005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

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21
102001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
112005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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18
122007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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18
132008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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16
141999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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16
152009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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14
162000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

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13
171998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

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12
182009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

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12
192002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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12
202009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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11
212004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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10
222004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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10
232006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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10
242005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
252000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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9
261996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Lee, Xin ; Harris, Mark ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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9
272005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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9
282008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

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8
291998Lead Time demand for Simple Exponential Smoothing.. (1998). Snyder, Ralph ; Ord, Keith ; Koehler, A. B. ; Sunder, R. D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

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8
302001Strategy Similarity and Coordination.. (2001). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

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8
312006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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8
322006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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8
332003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine ; Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

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7
342007Optimal combination forecasts for hierarchical time series. (2007). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

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7
352007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

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7
362000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Snyder, Ralph ; Hyndman, Rob ; Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

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7
372007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

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7
382006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

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7
392000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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7
402002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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7
412004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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7
422006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-22.

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6
432011Estimation in threshold autoregressive models with a stationary and a unit root regime. (2011). GAO, Jiti ; Tjostheim, Dag ; Yin, Jiying . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-21.

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6
442006A Complete VARMA Modelling Methodology Based on Scalar Components. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-2.

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6
452005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects. (2005). Kim, Jae ; Doucouliagos, Chris. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-22.

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6
462010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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6
472008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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6
482011Bayesian semiparametric GARCH models. (2011). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-24.

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6
491995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances.. (1995). King, Maxwell ; Ara, I.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-12.

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5
502004Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions. (2004). Galagedera, Don ; faff, robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-8.

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5

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

#YearTitleCited
12008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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8
22015Common Shocks in panels with Endogenous Regressors. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-8.

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4
32012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors. (2012). Yao, Wenying ; Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-11.

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4
42007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

Full description at Econpapers || Download paper

4
52006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

Full description at Econpapers || Download paper

4
62010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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3
72002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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3
81995The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors.. (1995). King, Maxwell ; Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-6.

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3
92014Fast computation of reconciled forecasts for hierarchical and grouped time series. (2014). Hyndman, Rob ; Lee, Alan ; Wang, Earo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-17.

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3
102014Specification Testing in Structural Nonparametric Cointegration. (2014). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2.

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3
112006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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2
122014Semiparametric Localized Bandwidth Selection for Kernel Density Estimation. (2014). Zhang, Xibin ; GAO, Jiti ; Cheng, Tingting . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-27.

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2
132005Competitor-oriented Objectives: The Myth of Market Share. (2005). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-17.

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2
142014Semiparametric Localized Bandwidth Selection in Kernel Density Estimation. (2014). GAO, Jiti ; Zhang, Xibin ; Cheng, Tingting . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-14.

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2
152004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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2
162014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2014). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-10.

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2
172013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors. (2013). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-13.

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2
182009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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2
192013Gaussian kernel GARCH models. (2013). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-19.

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2
202011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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2
212015Forecasting hierarchical and grouped time series through trace minimization. (2015). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-15.

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2
222010Probabilistic Forecasts of Volatility and its Risk Premia. (2010). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree ; Grose, Simone. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-22.

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2
232015A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction. (2015). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-10.

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2
242016Grouped functional time series forecasting: An application to age-specific mortality rates. (2016). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-4.

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2

Citing documents used to compute impact factor 7:

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

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

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2016Labour market modelling in the light of the financial crisis. (2016). Vanhala, Juuso ; Papageorgiou, Dimitris ; Maria, José ; Lozej, Matija ; Katay, Gabor ; Gerali, Andrea ; Buss, Ginters ; Bruha, Jan ; Hkanson, Christina ; Haavio, Markus ; Corbo, Vesna ; Bursian, Dirk ; Brha, Jan ; Lafourcade, Pierre ; Zeleznik, Marin ; Micallef, Brian ; Kulikov, Dmitry ; Hledik, Tibor . In: Occasional Paper Series. RePEc:ecb:ecbops:2016175.

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2016On bandwidth selection using minimal spanning tree for kernel density estimation. (2016). , Sreevani ; Murthy, C A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:102:y:2016:i:c:p:67-84.

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2016Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Kolassa, Stephan ; Boylan, John E ; Babai, Zied . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26.

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2016Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates. (2016). Zeng, Jing . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:2:d:10.1007_s10663-016-9330-x.

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2016Cross-validation aggregation for combining autoregressive neural network forecasts. (2016). Barrow, Devon K ; Crone, Sven F. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1120-1137.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Long-term Forecasts of Age-specific Labour Market Participation Rates with Functional Data Models. (2016). Hyndman, Rob ; Url, Thomas ; Dokumentov, Alexander . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2016:i:510.

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Recent citations received in 2015
YearCiting document
2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-14.

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2015Forecasting hierarchical and grouped time series through trace minimization. (2015). Hyndman, Rob ; Athanasopoulos, George ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-15.

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2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin. In: School of Economics Discussion Papers. RePEc:sur:surrec:0315.

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

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2014Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420.

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

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

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Recent citations received in 2013
YearCiting document
2013Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1929.

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

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

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

Full description at Econpapers || Download paper

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

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