Citation analysis for Econometric Reviews / Taylor & Francis Journals

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.66

5 Years IF

1.04

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1995	0	0.19	0	0	0	0	0		1	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		3	0		0			0		0	0.1
1997	0	0.22	0.09	0	23	23	158	2	5	0		0			0	2	0.09	0.09
1998	0.09	0.26	0.18	0.09	22	45	312	4	13	23	2	23	2		0	2	0.09	0.12
1999	0.47	0.28	0.51	0.47	24	69	489	29	48	45	21	45	21		0	7	0.29	0.14
2000	0.39	0.33	0.52	0.38	22	91	1248	34	95	46	18	69	26	4	11.8	7	0.32	0.15
2001	0.43	0.36	0.41	0.38	23	114	179	39	142	46	20	91	35	1	2.6	2	0.09	0.15
2002	0.73	0.39	0.59	0.59	21	135	775	78	222	45	33	114	67	3	3.8	9	0.43	0.21
2003	0.84	0.4	0.68	0.79	24	159	383	107	330	44	37	112	88	3	2.8	4	0.17	0.2
2004	0.73	0.45	0.81	0.92	8	167	379	130	465	45	33	114	105		0	4	0.5	0.2
2005	0.56	0.46	0.9	1.16	29	196	626	169	642	32	18	98	114	2	1.2	11	0.38	0.22
2006	1.32	0.46	1.35	1.25	21	217	669	277	936	37	49	105	131	9	3.2	24	1.14	0.21
2007	1	0.42	1.22	1.35	34	251	1131	293	1242	50	50	103	139	3	1	24	0.71	0.18
2008	1.89	0.44	1.61	1.58	25	276	483	433	1685	55	104	116	183		0	18	0.72	0.21
2009	1.85	0.44	1.81	1.83	34	310	489	554	2247	59	109	117	214	5	0.9	37	1.09	0.21
2010	1.07	0.43	1.48	1.38	31	341	303	495	2751	59	63	143	197	1	0.2	7	0.23	0.18
2011	0.88	0.46	1.53	1.52	26	367	119	549	3312	65	57	145	220	4	0.7	6	0.23	0.21
2012	0.67	0.47	1.58	1.27	23	390	178	601	3927	57	38	150	191	1	0.2	7	0.3	0.19
2013	0.92	0.53	2.07	1.25	33	423	480	857	4803	49	45	139	174	5	0.6	51	1.55	0.22
2014	1.48	0.55	1.87	1.26	40	463	202	848	5669	56	83	147	185	2	0.2	20	0.5	0.22
2015	1.59	0.56	1.82	1.18	46	509	335	906	6596	73	116	153	180	8	0.9	50	1.09	0.21
2016	1.21	0.58	1.79	1.26	65	574	155	1019	7621	86	104	168	211	9	0.9	16	0.25	0.2
2017	0.89	0.6	1.47	1.09	58	632	90	924	8547	111	99	207	225	7	0.8	15	0.26	0.22
2018	0.66	0.76	1.3	1.04	51	683	50	887	9434	123	81	242	251	3	0.3	22	0.43	0.31

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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

#	Year	Title	Cited
1	2000	GMM 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	726
2	2007	Bayesian 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	548
3	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (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	486
4	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, 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	433
5	1999	Using 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	321
6	2007	MIDAS 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	235
7	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	192
8	2006	Multivariate 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	180
9	1998	A 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	155
10	2004	Automatic 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	152
11	2003	Best 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	150
12	2004	Fixed 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	147
13	2005	Evaluating 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	141
14	2008	Realized 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	139
15	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	133
16	2006	The 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	122
17	2000	Nonstationary 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. Full description at Econpapers \|\| Download paper	120
18	2006	On 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	117
19	2013	Weights 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	117
20	2008	The 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	116
21	2000	Bootstrap 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	105
22	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	97
23	2012	Cross-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	89
24	2000	Recent 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. Full description at Econpapers \|\| Download paper	89
25	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, 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	86
26	2006	Testing 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	77
27	2007	Forecast 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. Full description at Econpapers \|\| Download paper	76
28	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	72
29	2002	ON 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. Full description at Econpapers \|\| Download paper	71
30	2005	In-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	61
31	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	60
32	2003	A 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. Full description at Econpapers \|\| Download paper	59
33	2010	The 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	59
34	2006	Multivariate 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. Full description at Econpapers \|\| Download paper	53
35	2007	Normalization 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. Full description at Econpapers \|\| Download paper	52
36	2008	Moving 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. Full description at Econpapers \|\| Download paper	51
37	2013	On 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. Full description at Econpapers \|\| Download paper	51
38	1998	Confidence 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. Full description at Econpapers \|\| Download paper	50
39	2000	Estimation 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. Full description at Econpapers \|\| Download paper	49
40	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	49
41	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	49
42	2005	Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292. Full description at Econpapers \|\| Download paper	46
43	2009	Pairwise 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. Full description at Econpapers \|\| Download paper	46
44	2005	RELIABLE 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. Full description at Econpapers \|\| Download paper	45
45	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	45
46	2015	Factor 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	44
47	2009	A 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. Full description at Econpapers \|\| Download paper	43
48	2005	Dynamic 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. Full description at Econpapers \|\| Download paper	43
49	2007	Testing 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. Full description at Econpapers \|\| Download paper	42
50	2012	A 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	42

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

#	Year	Title	Cited
1	2000	GMM 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	135
2	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (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	119
3	2007	Bayesian 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	119
4	2007	MIDAS 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	79
5	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, 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	73
6	1999	Using 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	63
7	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	54
8	2013	Weights 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	52
9	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	52
10	2004	Automatic 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	48
11	2006	On 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	42
12	2004	Fixed 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	41
13	2008	Realized 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	35
14	2003	Best 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	30
15	2012	Cross-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	28
16	2008	The 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	27
17	2005	In-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	27
18	2015	A 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. Full description at Econpapers \|\| Download paper	23
19	2006	Multivariate 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	23
20	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	23
21	2015	Factor 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	21
22	2009	Correction to âAutomatic Block-Length Selection for the Dependent Bootstrapâ 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	20
23	2012	A 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	19
24	2006	The 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	19
25	2013	State 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. Full description at Econpapers \|\| Download paper	19
26	2000	Estimation 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. Full description at Econpapers \|\| Download paper	18
27	1998	A 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	17
28	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	17
29	2010	An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers \|\| Download paper	17
30	2005	Evaluating 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	17
31	2013	On 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. Full description at Econpapers \|\| Download paper	16
32	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, 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	16
33	2015	Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers \|\| Download paper	15
34	2000	Nonstationary 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. Full description at Econpapers \|\| Download paper	15
35	2016	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2016). Strachan, Rodney ; Eisenstat, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1638-1665. Full description at Econpapers \|\| Download paper	15
36	2000	Bootstrap 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	15
37	2013	Testing 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. Full description at Econpapers \|\| Download paper	15
38	2015	Hedonic 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. Full description at Econpapers \|\| Download paper	15
39	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	13
40	2010	The 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	13
41	2015	Marginal Likelihood Estimation with the Cross-Entropy Method. (2015). Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:3:p:256-285. Full description at Econpapers \|\| Download paper	12
42	2008	Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512. Full description at Econpapers \|\| Download paper	12
43	2007	Forecast 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. Full description at Econpapers \|\| Download paper	12
44	2014	Using Copulas to Model Time Dependence in Stochastic Frontier Models. (2014). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:497-522. Full description at Econpapers \|\| Download paper	11
45	2015	EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects. (2015). Baltagi, Badi ; Deng, Ying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:659-694. Full description at Econpapers \|\| Download paper	10
46	2017	Specification and testing of multiplicative time-varying GARCH models with applications. (2017). TerÃÂ¤svirta, Timo ; Amado, Cristina ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:4:p:421-446. Full description at Econpapers \|\| Download paper	10
47	2000	Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers \|\| Download paper	10
48	2016	Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463. Full description at Econpapers \|\| Download paper	10
49	2013	Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation. (2013). Lopez, Claude ; Kejriwal, Mohitosh. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:8:p:892-927. Full description at Econpapers \|\| Download paper	10
50	2006	Testing 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	10

Citing documents used to compute impact factor: 81

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2018	Structural Break Tests Robust to Regression Misspecification. (2018). Boldea, Otilia ; Andreou, Elena ; Morshed, Alaa Abi. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:27-:d:148392. Full description at Econpapers \|\| Download paper
2018	WHEN DO FIRMS LEAVE CARTELS? DETERMINANTS AND THE IMPACT ON CARTEL SURVIVAL. (2018). Hellwig, Michael ; Huschelrath, Kai. In: International Review of Law and Economics. RePEc:eee:irlaec:v:54:y:2018:i:c:p:68-84. Full description at Econpapers \|\| Download paper
2018	Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Working Papers. RePEc:umc:wpaper:1801. Full description at Econpapers \|\| Download paper
2018	Comparing distributions by multiple testing across quantiles or CDF values. (2018). Kaplan, David ; Goldman, Matt. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:143-166. Full description at Econpapers \|\| Download paper
2018	Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers \|\| Download paper
2018	Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002. Full description at Econpapers \|\| Download paper
2018	Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers \|\| Download paper
2018	Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3. Full description at Econpapers \|\| Download paper
2018	Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85. Full description at Econpapers \|\| Download paper
2018	Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Discussion Papers. RePEc:hit:econdp:2018-03. Full description at Econpapers \|\| Download paper
2018	Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532. Full description at Econpapers \|\| Download paper
2018	Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). ÃÂsterholm, PÃÂ¤r ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005. Full description at Econpapers \|\| Download paper
2018	Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (2018). Banbura, Marta ; van Vlodrop, Andries. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180025. Full description at Econpapers \|\| Download paper
2018	Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper Series. RePEc:uts:ecowps:43. Full description at Econpapers \|\| Download paper
2018	Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925. Full description at Econpapers \|\| Download paper
2018	Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper series. RePEc:rim:rimwps:18-37. Full description at Econpapers \|\| Download paper
2018	Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_005. Full description at Econpapers \|\| Download paper
2018	On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069. Full description at Econpapers \|\| Download paper
2018	Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers \|\| Download paper
2018	Pros and cons of the impact factor in a rapidly changing digital world. (2018). McAleer, Michael ; Popp, Jozsef ; Olah, Judit. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1806. Full description at Econpapers \|\| Download paper
2018	Pros and Cons of the Impact Factor in a Rapidly Changing Digital World. (2018). McAleer, Michael ; Popp, Jozsef ; Olah, Judit. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180014. Full description at Econpapers \|\| Download paper
2018	Pros and Cons of the Impact Factor in a Rapidly Changing Digital World. (2018). McAleer, Michael ; Popp, J ; Olah, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:105877. Full description at Econpapers \|\| Download paper
2018	The Stochastic Stationary Root Model. (2018). Hetland, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:39-:d:165046. Full description at Econpapers \|\| Download paper
2018	Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8. Full description at Econpapers \|\| Download paper
2018	On the estimation of panel fiscal reaction functions: Heterogeneity or fiscal fatigue?. (2018). Everaert, Gerdie ; Jansen, Stijn . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:87-96. Full description at Econpapers \|\| Download paper
2018	Does a flexible exchange rate regime increase inflation persistence?. (2018). Wu, Jo-Wei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:244-263. Full description at Econpapers \|\| Download paper
2018	Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673. Full description at Econpapers \|\| Download paper
2018	Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123. Full description at Econpapers \|\| Download paper
2018	DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?. (2018). Wu, Jowei. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1116-1135. Full description at Econpapers \|\| Download paper
2018	Simple robust tests for the specification of high-frequency predictors of a low-frequency series. (2018). Miller, J.. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:45-66. Full description at Econpapers \|\| Download paper
2018	Granger causality testing in mixed-frequency Vars with possibly (co)integrated processes. (2018). Hecq, Alain ; GÃÂ¶tz, Thomas ; Goetz, Thomas. In: MPRA Paper. RePEc:pra:mprapa:87746. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420. Full description at Econpapers \|\| Download paper
2018	Risk Everywhere: Modeling and Managing Volatility. (2018). Bollerslev, Tim ; Pedersen, Lasse Heje ; Huss, John ; Hood, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12687. Full description at Econpapers \|\| Download paper
2018	Powerful nonparametric seasonal unit root tests. (2018). Erolu, Burak Alparslan ; Troki, Mirza ; Goebakan, Kemal Alar. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:75-80. Full description at Econpapers \|\| Download paper
2018	Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, HÃÂ¥vard. In: Discussion Papers. RePEc:ssb:dispap:871. Full description at Econpapers \|\| Download paper
2018	A Thick ANN Model for Forecasting Inflation. (2018). Iqbal, Javed ; Hanif, Muhammad ; Mughal, Khurrum S. In: SBP Working Paper Series. RePEc:sbp:wpaper:99. Full description at Econpapers \|\| Download paper
2018	Moment redundancy test with application to efficiency-improving copulas. (2018). Hao, Bowen ; Qian, Hailong ; Prokhorov, Artem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:29-33. Full description at Econpapers \|\| Download paper
2018	Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672. Full description at Econpapers \|\| Download paper
2018	Consistent estimator of nonparametric structural spurious regression model for high frequency data. (2018). Jeong, Minsoo. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:18-21. Full description at Econpapers \|\| Download paper
2018	Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267. Full description at Econpapers \|\| Download paper
2018	Change Point Estimation in Panel Data with Time-Varying Individual Effects. (2018). Gan, Zhuojiong ; Boldea, Otilia ; Drepper, Bettina. In: Papers. RePEc:arx:papers:1808.03109. Full description at Econpapers \|\| Download paper
2018	Dimension reduction in nonparametric models of production. (2018). Wilson, Paul W. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:1:p:349-367. Full description at Econpapers \|\| Download paper
2018	Fast and Efficient Computation of Directional Distance Estimators. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: DIAG Technical Reports. RePEc:aeg:report:2018-05. Full description at Econpapers \|\| Download paper
2018	Fast and Efficient Computation of Directional Distance Estimators. (2018). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LEM Papers Series. RePEc:ssa:lemwps:2018/21. Full description at Econpapers \|\| Download paper
2018	Decomposing the Macroeconomic Effects of Natural Disasters: A National Income Accounting Perspective. (2018). Strobl, Eric ; Mohan, Preeya ; Ouattara, Bazoumana. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:1-9. Full description at Econpapers \|\| Download paper
2018	On the nexus of financial development, economic growth, and energy consumption in China: New perspective from a GMM panel VAR approach. (2018). Ouyang, Yaofu ; Li, Peng. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:238-252. Full description at Econpapers \|\| Download paper
2018	Credit risk in European banks: The bright side of the internal ratings based approach. (2018). Cucinelli, Doriana ; Nieri, Laura ; marchese, malvina ; di Battista, Maria Luisa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:213-229. Full description at Econpapers \|\| Download paper
2018	Measuring the Competitiveness of the Cyprus Economy: the Case of Unit Labour Costs. (2018). Andreou, Elena ; Zachariadis, Marios ; Eminidou, Snezana. In: Working Papers. RePEc:cyb:wpaper:2018-2. Full description at Econpapers \|\| Download paper
2018	Does Housing Wealth Affect Consumption? The Case of Cyprus. (2018). Thucydides, George ; Mithillou, Maria G ; Papageorgiou, Maria C ; Polemidiotis, Marios. In: Working Papers. RePEc:cyb:wpaper:2018-3. Full description at Econpapers \|\| Download paper
2018	The impact of pollution abatement investments on production technology: a nonparametric approach. (2018). Mastromarco, Camilla ; Simioni, Michel ; Musolesi, Antonio ; Huiban, Jean Pierre. In: SEEDS Working Papers. RePEc:srt:wpaper:0918. Full description at Econpapers \|\| Download paper
2018	Assessing the nonlinearity of the calorie-income relationship: An estimation strategy â With new insights on nutritional transition in Vietnam. (2018). THOMAS-AGNAN, Christine ; Simioni, Michel ; Thi, Huong Trinh. In: World Development. RePEc:eee:wdevel:v:110:y:2018:i:c:p:192-204. Full description at Econpapers \|\| Download paper
2018	Reconciling the Porter hypothesis with the traditional paradigm about environmental regulation: a nonparametric approach. (2018). Huiban, Jean Pierre ; Simioni, Michel ; Musolesi, Antonio ; Mastromarco, Camilla. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:3:d:10.1007_s11123-018-0536-8. Full description at Econpapers \|\| Download paper
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14. Full description at Econpapers \|\| Download paper
2018	Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018. Full description at Econpapers \|\| Download paper
2018	Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach. (2018). Amado, Cristina ; Martins, Susana . In: NIPE Working Papers. RePEc:nip:nipewp:08/2018. Full description at Econpapers \|\| Download paper
2018	Testing the adequacy of semiparametric transformation models. (2018). Allison, J S ; Meintanis, S G ; Hukova, M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:1:d:10.1007_s11749-017-0544-4. Full description at Econpapers \|\| Download paper
2018	Testing for serial independence in vector autoregressive models. (2018). Meintanis, Simos G ; Allison, James ; Ngatchou-Wandji, Joseph . In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:4:d:10.1007_s00362-018-1039-4. Full description at Econpapers \|\| Download paper
2018	A novel approach to modelling the distribution of financial returns. (2018). Cai, Yuzhi ; Li, Guodong. In: Working Papers. RePEc:swn:wpaper:2018-22. Full description at Econpapers \|\| Download paper
2018	General Quantile Time Series Regressions for Applications in Population Demographics. (2018). Peters, Gareth W. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:97-:d:169588. Full description at Econpapers \|\| Download paper
2018	Dynamic panel probit: finite-sample performance of alternative random-effects estimators. (2018). Pigini, Claudia ; Lucchetti, Riccardo (Jack). In: Working Papers. RePEc:anc:wpaper:426. Full description at Econpapers \|\| Download paper
2018	Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model. (2018). Pigini, Claudia ; Bartolucci, Francesco ; Nigro, Valentina. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:1:p:61-88. Full description at Econpapers \|\| Download paper
2018	Monetary facts revisited. (2018). Hofmann, Boris ; Gertler, Pavel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:154-170. Full description at Econpapers \|\| Download paper
2018	What Remains of Cross-Country Convergence?. (2018). Papageorgiou, Chris ; Johnson, Paul. In: MPRA Paper. RePEc:pra:mprapa:89355. Full description at Econpapers \|\| Download paper
2018	Forecasting Inflation Uncertainty in the G7 Countries. (2018). Wilfling, Bernd ; Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7118. Full description at Econpapers \|\| Download paper
2018	Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu ; Fu, Xin-Lan. In: Papers. RePEc:arx:papers:1806.07604. Full description at Econpapers \|\| Download paper
2018	Conditional Correlation Demand Systems. (2018). Serletis, Apostolos ; Xu, Libo. In: Working Papers. RePEc:clg:wpaper:2018-17. Full description at Econpapers \|\| Download paper
2018	Banking Technology in a Markov Switching Economy. (2018). Serletis, Apostolos ; Isakin, Maksim. In: Working Papers. RePEc:clg:wpaper:2018-18. Full description at Econpapers \|\| Download paper
2018	A residual-based multivariate constant correlation test. (2018). Wied, Dominik ; Duan, Fang. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:6:d:10.1007_s00184-018-0675-y. Full description at Econpapers \|\| Download paper
2018	Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862. Full description at Econpapers \|\| Download paper
2018	RealâTime Monitoring for Explosive Financial Bubbles. (2018). Taylor, Robert ; Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J ; Astill, Sam. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:863-891. Full description at Econpapers \|\| Download paper
2018	Testing the Number of Regimes in Markov Regime Switching Models. (2018). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1801.06862. Full description at Econpapers \|\| Download paper
2018	Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446. Full description at Econpapers \|\| Download paper
2018	On the StockâYogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher L. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573. Full description at Econpapers \|\| Download paper
2018	Aggregation of metafrontier technology gap ratios: the case of European sectors in 1995â2015. (2018). Walheer, BarnabÃÂ©. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:1013-1026. Full description at Econpapers \|\| Download paper
2018	The Grid Bootstrap for Continuous Time Models. (2018). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_020. Full description at Econpapers \|\| Download paper
2018	A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility. (2018). Walle, Yabibal ; Herwartz, Helmut. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:1:d:10.1007_s00180-017-0784-5. Full description at Econpapers \|\| Download paper
2018	On the âutilisation controversyâ: a comment. (2018). Gonzalez, Alejandro ; Gahn, Santiago J. In: Working Papers. RePEc:pke:wpaper:pkwp1814. Full description at Econpapers \|\| Download paper
2018	Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models. (2018). Hsiao, Cheng ; Zhou, Qiankun. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:114-128. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers \|\| Download paper
2018	Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers \|\| Download paper
2018	Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers \|\| Download paper
2018	Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060. Full description at Econpapers \|\| Download paper
2018	Does time-variation matter in the stochastic volatility components for G7 stock returns. (2018). . In: Working Papers. RePEc:cui:wpaper:0062. Full description at Econpapers \|\| Download paper
2018	A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037. Full description at Econpapers \|\| Download paper
2018	Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237. Full description at Econpapers \|\| Download paper
2018	Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201. Full description at Econpapers \|\| Download paper
2018	The long-run effects of pandemic influenza on the development of children from elite backgrounds: Evidence from industrializing Japan. (2018). Ogasawara, Kota. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:125-137. Full description at Econpapers \|\| Download paper
2018	The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302. Full description at Econpapers \|\| Download paper
2018	Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819. Full description at Econpapers \|\| Download paper
2018	Unit root quantile autoregression testing with smooth structural changes. (2018). Li, Haiqi ; Zheng, Chaowen . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:83-89. Full description at Econpapers \|\| Download paper
2018	Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05. Full description at Econpapers \|\| Download paper
2018	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161. Full description at Econpapers \|\| Download paper
2018	Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers \|\| Download paper
2018	Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3361-:d:170985. Full description at Econpapers \|\| Download paper
2018	Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84194. Full description at Econpapers \|\| Download paper
2018	Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765. Full description at Econpapers \|\| Download paper
2018	Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac. (2018). Jiang, Yonghong ; Nie, HE ; Meng, Juan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:80-94. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . In: Working Papers. RePEc:ucr:wpaper:201805. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29. Full description at Econpapers \|\| Download paper
2017	Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34. Full description at Econpapers \|\| Download paper
2017	World Productivity Growth: A Model Averaging Approach. (2017). Duygun, Meryem ; Sickles, Robin C ; Isaksson, Anders ; Hao, Jiaqi . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:587-619. Full description at Econpapers \|\| Download paper
2017	Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers \|\| Download paper
2017	A century of interfuel substitution. (2017). Serletis, Apostolos ; Nurul Hossain, A. K. M., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:28-42. Full description at Econpapers \|\| Download paper
2017	Autoregressive LagâOrder Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377. Full description at Econpapers \|\| Download paper
2017	JIVE for Panel Dynamic Simultaneous Equations Models. (2017). Zhou, Qiankun ; hsiao, cheng. In: Departmental Working Papers. RePEc:lsu:lsuwpp:2017-10. Full description at Econpapers \|\| Download paper
2017	Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models. (2017). Zhou, Qiankun ; hsiao, cheng. In: Departmental Working Papers. RePEc:lsu:lsuwpp:2017-11. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:09/2017. Full description at Econpapers \|\| Download paper
2017	A general class of SemiGARCH models based on the Box-Cox transformation. (2017). Feng, Yuanhua ; Peitz, Christian ; Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:104. Full description at Econpapers \|\| Download paper
2017	Modelling and Forecasting WIG20 Daily Returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:173-200. Full description at Econpapers \|\| Download paper
2017	A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; BÃÂÃÂ¼rgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y. Full description at Econpapers \|\| Download paper
2017	Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6. Full description at Econpapers \|\| Download paper
2017	Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216. Full description at Econpapers \|\| Download paper
2016	Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217. Full description at Econpapers \|\| Download paper
2016	HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf. Full description at Econpapers \|\| Download paper
2016	EU Structural Funds and Regional Income Convergence - A Sobering Experience. (2016). Schmidt, Christoph ; Mitze, Timo ; Breidenbach, Philipp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11210. Full description at Econpapers \|\| Download paper
2016	Testing for deterministic seasonality in mixed-frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, TomÃÂ¡s. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24. Full description at Econpapers \|\| Download paper
2016	Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432. Full description at Econpapers \|\| Download paper
2016	Combining forecasts from successive data vintages: An application to U.S. growth. (2016). Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B ; Urbain, Jean-Pierre . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74. Full description at Econpapers \|\| Download paper
2016	xtdcce: Estimating Dynamic Common Correlated Effects in Stata. (2016). Ditzen, Jan. In: SEEC Discussion Papers. RePEc:hwe:seecdp:1601. Full description at Econpapers \|\| Download paper
2016	Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud. In: Cahiers de recherche. RePEc:lvl:crrecr:1607. Full description at Econpapers \|\| Download paper
2016	Accounting for Multiplicity in Inference on Economics Journal Rankings. (2016). Parmeter, Christopher ; Horrace, William. In: Working Papers. RePEc:mia:wpaper:2016-08. Full description at Econpapers \|\| Download paper
2016	BIAS-CORRECTED COMMON CORRELATED EFFECTS POOLED ESTIMATION IN HOMOGENEOUS DYNAMIC PANELS. (2016). Everaert, Gerdie ; De Vos, Ignace. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/920. Full description at Econpapers \|\| Download paper
2016	Integrated 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. Full description at Econpapers \|\| Download paper
2016	Testing for Deterministic Seasonality in Mixed-Frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, TomÃÂ¡s. In: DEA Working Papers. RePEc:ubi:deawps:76. Full description at Econpapers \|\| Download paper
2016	Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235. Full description at Econpapers \|\| Download paper
2016	Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178. Full description at Econpapers \|\| Download paper
2016	EU structural funds and regional income convergence: A sobering experience. (2016). Schmidt, Christoph ; Mitze, Timo ; Breidenbach, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:608. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Testing 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. Full description at Econpapers \|\| Download paper
2015	Gold, currencies and market efficiency. (2015). VoÅ¡vrda, Miloslav ; KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1510.08615. Full description at Econpapers \|\| Download paper
2015	Investment, Financing and Minskyâs Debt Paradox. A Microeconomic Analysis for Latin America. (2015). Perez Caldentey, Esteban ; Castillo, Alejandro Gonzalez . In: Ensayos EconÃ³micos. RePEc:bcr:ensayo:v:1:y:2015:i:73:p:57-90. Full description at Econpapers \|\| Download paper
2015	Econometricians 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. Full description at Econpapers \|\| Download paper
2015	Econometricians Have Their Moments: GMM at 32. (2015). Hall, Alastair R.. In: The Economic Record. RePEc:bla:ecorec:v:91:y:2015:i:s1:p:1-24. Full description at Econpapers \|\| Download paper
2015	Is 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. Full description at Econpapers \|\| Download paper
2015	Assessing 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. Full description at Econpapers \|\| Download paper
2015	Democracy and Income: taking parameter heterogeneity and cross-country dependency into account. (2015). Sequeira, Tiago. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2015_10. Full description at Econpapers \|\| Download paper
2015	Adding Flexibility to Markov Switching Models. (2015). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509. Full description at Econpapers \|\| Download paper
2015	MGARCH 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. Full description at Econpapers \|\| Download paper
2015	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r2. Full description at Econpapers \|\| Download paper
2015	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r3. Full description at Econpapers \|\| Download paper
2015	Education 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. Full description at Econpapers \|\| Download paper
2015	A modified test against spurious long memory. (2015). Kruse, Robinson. In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:34-38. Full description at Econpapers \|\| Download paper
2015	Half-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. Full description at Econpapers \|\| Download paper
2015	The multivariate BeveridgeâNelson 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. Full description at Econpapers \|\| Download paper
2015	Binary 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. Full description at Econpapers \|\| Download paper
2015	Identification 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. Full description at Econpapers \|\| Download paper
2015	A misspecification test for multiplicative error models of non-negative time series processes. (2015). Saart, Patrick ; GAO, Jiti ; Kim, Namhyun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:346-359. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Carbon dioxide emissions reduction in Chinas transport sector: A dynamic VAR (vector autoregression) approach. (2015). Lin, Boqiang ; Xu, Bin. In: Energy. RePEc:eee:energy:v:83:y:2015:i:c:p:486-495. Full description at Econpapers \|\| Download paper
2015	Higher 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. Full description at Econpapers \|\| Download paper
2015	Third-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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Financial markets integration: A vector error-correction approach. (2015). Oanea, Dumitru-Cristian . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:12:y:2015:i:2:p:153-161. Full description at Econpapers \|\| Download paper
2015	Modeling 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. Full description at Econpapers \|\| Download paper
2015	A Bayesian model comparison for trend-cycle decompositions of output. (2015). Grant, Angelia ; Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-31. Full description at Econpapers \|\| Download paper
2015	Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric. In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). . In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130. Full description at Econpapers \|\| Download paper
2015	Foreign 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. Full description at Econpapers \|\| Download paper
2015	Is there a debt-threshold effect on output growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:245. Full description at Econpapers \|\| Download paper
2015	Cost-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. Full description at Econpapers \|\| Download paper
2015	A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Elango, Sneha ; Hojman, Andres . In: Working Papers. RePEc:hka:wpaper:2015-017. Full description at Econpapers \|\| Download paper
2015	Is 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. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Elango, Sneha ; Hojman, Andres . In: IZA Discussion Papers. RePEc:iza:izadps:dp9476. Full description at Econpapers \|\| Download paper
2015	Welfare 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. Full description at Econpapers \|\| Download paper
2015	A Predictive Likelihood Approach to Bayesian Averaging. (2015). Jeabek, Toma ; Perkova, Radka. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2015063041269. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Hojman, Andres ; Garcia, Jorge Luis ; Elango, Sneha . In: NBER Working Papers. RePEc:nbr:nberwo:21766. Full description at Econpapers \|\| Download paper
2015	Globalization and Its (Dis-)Content: Trade Shocks and Voting Behavior. (2015). Heblich, Stephan ; Gold, Robert ; Dippel, Christian. In: NBER Working Papers. RePEc:nbr:nberwo:21812. Full description at Econpapers \|\| Download paper
2015	Assessing 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	Decoupling 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. Full description at Econpapers \|\| Download paper
2015	Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07. Full description at Econpapers \|\| Download paper
2015	Effect of health on labor supply of elderly. (2015). Roshchin, Sergey ; Lyashok, Victor. In: Applied Econometrics. RePEc:ris:apltrx:0275. Full description at Econpapers \|\| Download paper
2015	Visa 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. Full description at Econpapers \|\| Download paper
2015	Testing 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. Full description at Econpapers \|\| Download paper
2015	The Role of Spatial and Temporal Structure for Residential Rent Predictions. (2015). FÃÂ¼ss, Roland ; Fuess, Roland ; Koller, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:23. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	87	243
2	Journal of Econometrics / Elsevier	188	237
3	Economic Modelling / Elsevier	57	128
4	International Journal of Forecasting / Elsevier	65	114
5	Papers / arXiv.org	51	90
6	Energy Economics / Elsevier	115	81
7	Empirical Economics / Springer	55	81
8	Computational Statistics & Data Analysis / Elsevier	37	65
9	Tinbergen Institute Discussion Papers / Tinbergen Institute	28	61
10	Economics Letters / Elsevier	101	61
11	International Review of Economics & Finance / Elsevier	39	56