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Econometrics Journal / Royal Economic Society


0.7

Impact Factor

0.75

5-Years IF

13

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 (%)0.05
19940.11000 (%)0.04
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.390100 (%)0.14
20020.410200 (%)0.17
20030.43000 (%)0.18
20040.48000 (%)0.2
20050.52000 (%)0.21
20060.51000 (%)0.2
20070.44000 (%)0.18
20080.480100 (%)0.2
20090.490800 (%)0.19
20100.460400 (%)0.17
20110.5101060.620900 (%)10.10.19
20120.80.530.82636130.36128108108 (%)50.190.19
20130.610.590.612561420.6918236223622 (%)170.680.21
20141.250.611.32283901.0879516461791 (1.3%)50.230.2
20151.720.631.88191021671.6446478183156 (%)60.320.2
20160.830.71.33181201381.15214134102136 (%)10.060.2
20170.70.780.75211411280.9111372611083 (%)10.050.23
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


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

Full description at Econpapers || Download paper

105
22011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

Full description at Econpapers || Download paper

44
32013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

32
42011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

22
5Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

21
62013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

20
72013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

20
82014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

20
92013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

16
102013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

Full description at Econpapers || Download paper

16
112012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

15
122013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

15
132012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

Full description at Econpapers || Download paper

14
142012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

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13
152011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

Full description at Econpapers || Download paper

12
162012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

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12
172011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

12
182013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

12
192013Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221.

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12
202012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

Full description at Econpapers || Download paper

11
212015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

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11
222013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

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11
232011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24.

Full description at Econpapers || Download paper

10
242012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

10
252014Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23.

Full description at Econpapers || Download paper

9
262015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

Full description at Econpapers || Download paper

8
272014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

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8
282012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

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8
292011Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

8
302014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

7
312013Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429.

Full description at Econpapers || Download paper

7
322014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

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7
332012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

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6
342014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

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6
352013Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399.

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6
362015Identification and estimation of single‐index models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362.

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6
372012On the problem of inference for inequality measures for heavy‐tailed distributions. (2012). Schluter, Christian. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153.

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5
382013Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72.

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5
392013Local NLLS estimation of semi‐parametric binary choice models. (2013). Khan, Shakeeb ; Blevins, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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5
402013Predictability of shapes of intraday price curves. (2013). Reimherr, Matthew ; Kokoszka, Piotr. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308.

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5
412012Testing for common trends in semi‐parametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100.

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5
422014A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

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5
432016Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94.

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5
442013The projection approach for unbalanced panel data. (2013). Abrevaya, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:161-178.

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4
452018Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68.

Full description at Econpapers || Download paper

4
462015Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435.

Full description at Econpapers || Download paper

4
472016Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60.

Full description at Econpapers || Download paper

4
482015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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4
492015A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction. (2015). Demos, Antonis ; Arvanitis, Stelios. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:200-241.

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3
502014Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series. (2014). Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov ; Hardle, Wolfgang K.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s101-s131.

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3

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


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

Full description at Econpapers || Download paper

65
22011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

Full description at Econpapers || Download paper

26
32014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

14
42013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

11
52011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

10
62015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

Full description at Econpapers || Download paper

10
72013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

10
82013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

8
92015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

Full description at Econpapers || Download paper

8
102012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

7
112013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

Full description at Econpapers || Download paper

7
122011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24.

Full description at Econpapers || Download paper

7
132014Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23.

Full description at Econpapers || Download paper

7
142011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

Full description at Econpapers || Download paper

7
152013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

6
172016Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94.

Full description at Econpapers || Download paper

5
182013Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429.

Full description at Econpapers || Download paper

5
192014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

Full description at Econpapers || Download paper

5
202013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

Full description at Econpapers || Download paper

5
212011Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

Full description at Econpapers || Download paper

5
222012Testing for common trends in semi‐parametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100.

Full description at Econpapers || Download paper

5
232014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

4
242011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

4
252018Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68.

Full description at Econpapers || Download paper

4
262016Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60.

Full description at Econpapers || Download paper

4
272012Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

Full description at Econpapers || Download paper

4
282015Identification and estimation of single‐index models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362.

Full description at Econpapers || Download paper

4
292015Maximization by parts in extremum estimation. (2015). Renault, Eric ; Fan, Yanqin ; Pastorello, Sergio. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:147-171.

Full description at Econpapers || Download paper

3
302012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

Full description at Econpapers || Download paper

3
312015Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435.

Full description at Econpapers || Download paper

3
322012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

Full description at Econpapers || Download paper

3
332013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

Full description at Econpapers || Download paper

3
342015A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction. (2015). Demos, Antonis ; Arvanitis, Stelios. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:200-241.

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3
352015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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3
362014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

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3
372016Validity of Edgeworth expansions for realized volatility estimators. (2016). Veliyev, Bezirgen ; Hounyo, Ulrich. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:1-32.

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3
382014Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series. (2014). Song, Song ; Härdle, Wolfgang ; Ritov, Ya'acov ; Hardle, Wolfgang K.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s101-s131.

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3
392012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

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3
402015Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements. (2015). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Chang, Minsu . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:307-346.

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2
412017A sequential test for the specification of predictive densities. (2017). Wu, Ximing ; Lin, Juan. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:190-220.

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2
422017Indirect inference in spatial autoregression. (2017). Phillips, Peter ; Rossi, Francesca ; PEter, ; Kyriacou, Maria. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:168-189.

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2
432016Using mixtures in econometric models: a brief review and some new results. (2016). Compiani, Giovanni ; Kitamura, Yuichi. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c95-c127.

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2
442014Direct semi‐parametric estimation of fixed effects panel data varying coefficient models. (2014). Soberon, Alexandra ; Juan M. Rodriguez‐Poo, . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:107-138.

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2
452014Confidence sets based on inverting Anderson–Rubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58.

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2
462014Estimation of discrete games with correlated types. (2014). Xu, Haiqing. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:241-270.

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2
472012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

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2
482016Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small. (2016). Qu, XI ; Lee, Lung Fei ; Wang, Xiaoliang. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:261-290.

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2
492012Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Pinkse, Joris ; Jun, Sung Jae. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303.

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2
502014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

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2

Citing documents used to compute impact factor 26:


YearTitle
2017Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading. (2017). Hounyo, Ulrich. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:130-152.

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2017Edgeworth expansion for the pre-averaging estimator. (2017). Veliyev, Bezirgen ; Yoshida, Nakahiro ; Podolskij, Mark. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:11:p:3558-3595.

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2017Homogenous vs. heterogenous transition functions in smooth transition regressions: A LM-type test. (2017). Reitz, Stefan ; Leppin, Julian ; Demetrescu, Matei. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2094.

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2017Estimation of Graphical Models using the $L_{1,2}$ Norm. (2017). Chiong, Khai X ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1709.10038.

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2017Sparse covariance matrix estimation in high-dimensional deconvolution. (2017). Belomestny, Denis ; Tsybakov, Alexandre ; Trabs, Mathias . In: Working Papers. RePEc:crs:wpaper:2017-25.

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2017Quantile Factor Models. (2017). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo. In: UC3M Working papers. Economics. RePEc:cte:werepe:25299.

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2017Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2017Proyección de mortalidad en España mediante mixturas de modelos y análisis del impacto económico del riesgo de longevidad /Mortality Projection in Spain through Mixtures of Models and Analysis of . (2017). Benchimol, Andres . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_2_7.

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2017Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca' Zorzi, Michele. In: NBP Working Papers. RePEc:nbp:nbpmis:260.

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2017Exchange rate forecasting with DSGE models. (2017). Rubaszek, Michał ; Kolasa, Marcin ; Ca, Michele ; Michele Ca, . In: Journal of International Economics. RePEc:eee:inecon:v:107:y:2017:i:c:p:127-146.

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2017Indeterminate forecast accuracy under indeterminacy. (2017). Sorge, Marco ; Fanelli, Luca. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:57-70.

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2017A multivariate stochastic unit root model with an application to derivative pricing. (2017). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:99-110.

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2017Confidence Sets for the Date of a Mean Shift at the End of a Sample. (2017). Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2017-06.

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2017Mis-classified, Binary, Endogenous Regressors: Identification and Inference. (2017). DiTraglia, Francis ; Garcia-Jimeno, Camilo. In: NBER Working Papers. RePEc:nbr:nberwo:23814.

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2017LATE with Mismeasured or Misspecified Treatment: An application to Womens Empowerment in India. (2017). Tommasi, Denni ; Lewbel, Arthur ; Calvi, Rossella. In: Working Papers ECARES. RePEc:eca:wpaper:2013/251754.

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2017Bayesian moment-based inference in a regression model with misclassification error. (2017). van Hasselt, Martijn ; Bollinger, Christopher. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:282-294.

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2017On the Estimation of Treatment Effects with Endogenous Misreporting. (2017). Tchernis, Rusty ; Nguimkeu, Pierre ; Denteh, Augustine. In: NBER Working Papers. RePEc:nbr:nberwo:24117.

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2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

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2017On falsification of the binary instrumental variable model. (2017). Wang, Linbo ; Richardson, Thomas S ; Robins, James M. In: Biometrika. RePEc:oup:biomet:v:104:y:2017:i:1:p:229-236..

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2017Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions: Invariance and Finite-Sample Distributional Theory. (2017). Dufour, Jean-Marie. In: School of Economics Working Papers. RePEc:adl:wpaper:2017-01.

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2017The performance of tests on endogeneity of subsets of explanatory variables scanned by simulation. (2017). Kiviet, Jan ; Pleus, Milan . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:1-21.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

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2017Testing for Leverage Effects in the Returns of US Equities. (2017). Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique ; Chorro, Christophe . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022r.

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2017Efficient two-step estimation via targeting. (2017). Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:212-227.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017The Estimation of Network Formation Games with Positive Spillovers. (2017). Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1710.

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Recent citations received in 2016

YearCiting document
2016A quantile correlated random coefficients panel data model. (2016). Poirier, Alexandre ; Hahn, Jinyong ; Graham, Bryan ; Powell, James L. In: CeMMAP working papers. RePEc:ifs:cemmap:34/16.

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Recent citations received in 2015

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

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2015The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models. (2015). Christensen, Bent Jesper ; Andreasen, Martin M.. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:2:p:420-451.

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2015On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Second Version. (2015). DiTraglia, Francis ; Garcia-Jimeno, Camilo. In: PIER Working Paper Archive. RePEc:pen:papers:15-039.

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2015On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Third Version. (2015). DiTraglia, Francis ; Garcia-Jimeno, Camilo. In: PIER Working Paper Archive. RePEc:pen:papers:15-040.

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

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2015Likelihood‐ratio‐based confidence sets for the timing of structural breaks. (2015). Morley, James ; Eo, Yunjong. In: Quantitative Economics. RePEc:wly:quante:v:6:y:2015:i:2:p:463-497.

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Recent citations received in 2014

YearCiting document
2014Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05.

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2014On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06.

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2014Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1404.

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

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

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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 November, 2th 2018. Contact: CitEc Team