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Econometric Reviews / Taylor & Francis Journals

1.18

Impact Factor

1.33

5-Years IF

38

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.114142080 (%)0.04
19910.09152933070 (%)0.04
19920.0927562965 (%)0.04
19930.114704276 (%)0.05
19940.11209024186 (%)0.05
19950.22811810.013490 (%)0.07
19960.232414220.0148104 (%)0.09
19970.272316520.01143521131 (%)10.040.09
19980.040.290.033319890.0527547210932 (%)20.060.1
19990.360.320.1624222330.154105620128202 (%)60.250.13
20000.250.40.1622244400.1610095714132212 (%)50.230.15
20010.430.40.2823267450.17162462012635 (%)20.090.15
20020.730.420.5321288790.27666453312566 (%)90.430.18
20030.820.440.71263141040.333094436123871 (%)40.150.19
20040.70.490.9183221310.412754733116105 (%)40.50.2
20050.470.531.1293511720.494933416100110 (%)110.380.21
20061.190.511.18213722740.7455137441071261 (%)190.90.2
200710.451.26344062900.718905050105132 (%)210.620.18
20081.850.481.54414474170.9339955102118182 (%)130.320.2
20091.440.471.63504975141.0337775108133217 (%)340.680.19
20100.680.451.11355324590.862219162175194 (%)60.170.16
20110.640.521.27275595470.988485541812291 (1.2%)60.220.2
20120.580.550.9965655831.031036236187185 (%)50.830.2
20131.210.621.05335988081.353173340159167 (%)401.210.22
20141.950.641.15406388021.261333976151173 (%)140.350.21
20151.470.691.16456838291.2116973107141164 (%)4510.22
20161.180.851.33637468991.215585100151201 (%)120.190.26
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

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

Full description at Econpapers || Download paper

588
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

444
32007Bayesian Analysis of DSGE Models—Rejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219.

Full description at Econpapers || Download paper

382
42002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

Full description at Econpapers || Download paper

365
51999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

264
62007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

167
72006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

Full description at Econpapers || Download paper

161
82009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

Full description at Econpapers || Download paper

148
91998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

136
102003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

Full description at Econpapers || Download paper

127
112005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

Full description at Econpapers || Download paper

123
122008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

110
132004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

108
142004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

104
152005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

101
162006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

Full description at Econpapers || Download paper

99
172000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

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99
182008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

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96
192002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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89
202000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

Full description at Econpapers || Download paper

83
212006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

83
222013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

78
232000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

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73
242006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

Full description at Econpapers || Download paper

69
252007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

Full description at Econpapers || Download paper

66
262012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

65
272007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

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64
282002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447.

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62
292001A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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53
302008Moving Average-Based Estimators of Integrated Variance. (2008). Lunde, Asger ; Large, Jeremy ; Hansen, Peter. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111.

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50
312007Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252.

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48
321998Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29.

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46
332003A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287.

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46
342010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

Full description at Econpapers || Download paper

44
352006Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473.

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44
362005Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292.

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43
372006Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384.

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42
382005RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Windmeijer, Frank ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37.

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38
392009A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631.

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38
402005Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332.

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37
412013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

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37
422009Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521.

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36
432005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

Full description at Econpapers || Download paper

35
442006Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2006). Richard, Jean-Francois ; Liesenfeld, Roman . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:335-360.

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34
452005New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316.

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34
462000Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492.

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33
472008Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?. (2008). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229.

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33
482007Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739.

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30
492013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

Full description at Econpapers || Download paper

29
502015Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55.

Full description at Econpapers || Download paper

29

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

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

Full description at Econpapers || Download paper

149
22007Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172.

Full description at Econpapers || Download paper

149
32000GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340.

Full description at Econpapers || Download paper

140
41999Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73.

Full description at Econpapers || Download paper

84
52002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47.

Full description at Econpapers || Download paper

79
62007MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90.

Full description at Econpapers || Download paper

67
72013Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34.

Full description at Econpapers || Download paper

55
82009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440.

Full description at Econpapers || Download paper

51
92004Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70.

Full description at Econpapers || Download paper

39
102004Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147.

Full description at Econpapers || Download paper

37
112003Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335.

Full description at Econpapers || Download paper

36
122006On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522.

Full description at Econpapers || Download paper

35
132012Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531.

Full description at Econpapers || Download paper

35
142006Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175.

Full description at Econpapers || Download paper

34
152005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

31
162005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

Full description at Econpapers || Download paper

31
172008The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78.

Full description at Econpapers || Download paper

30
182006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116.

Full description at Econpapers || Download paper

29
192015Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55.

Full description at Econpapers || Download paper

29
201998A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84.

Full description at Econpapers || Download paper

27
212008Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45.

Full description at Econpapers || Download paper

26
222015Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117.

Full description at Econpapers || Download paper

24
232007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

Full description at Econpapers || Download paper

24
242013Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, M ; Chudik, Alexander. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649.

Full description at Econpapers || Download paper

21
252006Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544.

Full description at Econpapers || Download paper

21
262005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402.

Full description at Econpapers || Download paper

19
272009Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375.

Full description at Econpapers || Download paper

19
282010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223.

Full description at Econpapers || Download paper

18
292014DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171.

Full description at Econpapers || Download paper

18
302000Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68.

Full description at Econpapers || Download paper

18
312013A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685.

Full description at Econpapers || Download paper

16
322012A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687.

Full description at Econpapers || Download paper

16
332013State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813.

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16
342007Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252.

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15
352013On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733.

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14
362010To Combine Forecasts or to Combine Information?. (2010). Lee, Tae Hwy ; Huang, Huiyu . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:534-570.

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372015Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126.

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14
382013Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125.

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14
392000Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286.

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13
402000Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48.

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13
412007Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363.

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12
422006Factor Multivariate Stochastic Volatility via Wishart Processes. (2006). Philipov, Alexander ; Glickman, Mark . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:311-334.

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12
432010Inferences from Cross-Sectional, Stochastic Frontier Models. (2010). Wilson, Paul ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:1:p:62-98.

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12
442010Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling. (2010). Urbain, Jean-Pierre ; Palm, Franz ; Gengenbach, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:111-145.

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12
452002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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11
462015A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105.

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11
472013Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591.

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11
482004Empirical Characteristic Function Estimation and Its Applications. (2004). Yu, Jun. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:93-123.

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492008Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Park, Sung Y. ; Bera, Anil . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512.

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10
502006Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473.

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2016Parallelization 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.

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2016GLM estimation of trade gravity models with fixed effects. (2016). Staub, Kevin ; Egger, Peter. In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:1:d:10.1007_s00181-015-0935-x.

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2016On the value of foreign PhDs in the developing world: Training versus selection effects.. (2016). Cowan, Robin ; Muller, Moritz ; Barnard, Helena . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-04.

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2016On the value of foreign PhDs in the developing world: Training versus selection effects. (2016). Cowan, Robin ; Barnard, Helena ; Muller, Moritz . In: MERIT Working Papers. RePEc:unm:unumer:2016006.

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2016On the value of foreign PhDs in the developing world: Training versus selection effects. (2016). Cowan, Robin ; Barnard, Helena ; Muller, Moritz . In: Working Paper Series in Economics. RePEc:zbw:kitwps:82.

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2016Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave. (2016). Wagner, Helga ; Jacobi, Liana ; Fruhwirth-Schnatter, Sylvia . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:234-250.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2016Determinants of the Price-Premium for Green Energy: Evidence from an OECD Cross-Section. (2016). Kiran, Chandra ; Kristrom, Bengt . In: Environmental & Resource Economics. RePEc:kap:enreec:v:64:y:2016:i:2:d:10.1007_s10640-014-9864-y.

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2016A narrative approach to a fiscal DSGE model. (2016). Drautzburg, Thorsten. In: Working Papers. RePEc:fip:fedpwp:16-11.

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2016Kernel estimation of hazard functions when observations have dependent and common covariates. (2016). Wolter, James Lewis . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:1-16.

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2016Robust econometric inference with mixed integrated and mildly explosive regressors. (2016). Phillips, Peter ; Lee, Ji Hyung. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:433-450.

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2016Challenges for Central Banks´ Macro Models. (2016). Wouters, Raf ; Smets, Frank ; Lindé, Jesper ; Linde, Jesper . In: Working Paper Series. RePEc:hhs:rbnkwp:0323.

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2016Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. (2016). Chen, Cathy W. S. ; Lee, Sangyeol . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0624-4.

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2016Monetary Policy in the Presence of Random Wage Indexation. (2016). Attey, Jonathan A ; de Vries, Casper G. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160086.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2016Challenges for Central Banks’ Macro Models. (2016). Lind, J ; Wouters, R ; Smets, F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-2185.

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2016Dissecting the 2007-2009 Real Estate Market Bust: Systematic Pricing Correction or Just a Housing Fad?. (2016). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele. In: Working Papers. RePEc:igi:igierp:567.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2016EM algorithm in Gaussian copula with missing data. (2016). Ding, Wei ; PEter, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:1-11.

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2016Goodness-of-fit test for specification of semiparametric copula dependence models. (2016). Zhang, Shulin ; PEter, ; Zhou, Qian M ; Okhrin, Ostap . In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:1:p:215-233.

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2016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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2016Generalized Information Matrix Tests for Detecting Model Misspecification. (2016). Henley, Steven S ; White, Halbert ; Kashner, Michael T ; Golden, Richard M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:46-:d:82838.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216.

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2016Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217.

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2016HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf.

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2016Testing for deterministic seasonality in mixed-frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, Tomás. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24.

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2016Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432.

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2016Combining forecasts from successive data vintages: An application to U.S. growth. (2016). Hecq, Alain ; Götz, Thomas ; Urbain, Jean-Pierre ; Gotz, Thomas B. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74.

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2016Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud . In: Cahiers de recherche. RePEc:lvl:crrecr:1607.

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2016Accounting for Multiplicity in Inference on Economics Journal Rankings. (2016). Parmeter, Christopher ; Horrace, William. In: Working Papers. RePEc:mia:wpaper:2016-08.

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2016Integrated likelihoods in parametric survival models for highly clustered censored data. (2016). Cortese, Giuliana ; Sartori, Nicola. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:3:d:10.1007_s10985-015-9337-9.

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2016Testing for Deterministic Seasonality in Mixed-Frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, Tomás. In: DEA Working Papers. RePEc:ubi:deawps:76.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2013How have global shocks impacted the real effective exchange rates of individual euro area countries since the euro’s creation?. (2013). Mehl, Arnaud ; Chudik, Alexander ; Bussiere, Matthieu ; Alexander, Chudik . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:13:y:2013:i:1:p:48:n:5.

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2013The economic consequences of crime in Italy. (2013). Detotto, Claudio ; carboni, oliviero. In: Working Paper CRENoS. RePEc:cns:cnscwp:201303.

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2013.

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

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

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

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

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

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

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2013Generalized 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.

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2013Alternative weighting structures for multidimensional poverty assessment. (2013). Miniaci, Raffaele ; Han, Wei ; Cavapozzi, Danilo. In: Research Report. RePEc:gro:rugsom:13018-eef.

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

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

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

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2013Development and biodiversity conservation in Sub-Saharan Africa: A spatial analysis. (2013). Choumert Nkolo, Johanna ; AMIN, ARIANE. In: Working Papers. RePEc:hal:wpaper:halshs-00799175.

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

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

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

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

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

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

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2013Gender Inequality in Multidimensional Welfare Deprivation in West Africa: The Case of Burkina Faso and Togo. (2013). Batana, Yele ; Ouedraogo, Denis . In: OPHI Working Papers. RePEc:qeh:ophiwp:ophiwp064.

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

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

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

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2013.

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

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

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

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

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

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

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

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

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

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

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

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

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

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