Citation analysis for Econometrics Journal / Royal Economic Society

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

5 Years H

Impact Factor

0.95

5 Years IF

0.87

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		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.28	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.33	0	0	0	0	0		0	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		0	0		0			0		0	0.15
2002	0	0.39	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.4	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.45	0	0	0	0	0		0	0		0			0		0	0.2
2005	0	0.46	0	0	0	0	0		0	0		0			0		0	0.22
2006	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2007	0	0.42	0	0	0	0	0		0	0		0			0		0	0.18
2008	0	0.44	0	0	0	0	0		1	0		0			0		0	0.21
2009	0	0.44	0	0	0	0	0		9	0		0			0		0	0.21
2010	0	0.43	0	0	0	0	0		13	0		0			0		0	0.18
2011	0	0.46	0.5	0	10	10	259	1	18	0		0			0	1	0.1	0.21
2012	0.8	0.47	0.42	0.8	26	36	147	14	33	10	8	10	8		0	6	0.23	0.19
2013	0.67	0.53	0.72	0.67	25	61	223	44	77	36	24	36	24		0	17	0.68	0.22
2014	1.29	0.55	1.12	1.33	22	83	100	92	170	51	66	61	81		0	5	0.23	0.22
2015	1.7	0.56	1.66	1.86	19	102	66	169	339	47	80	83	154		0	6	0.32	0.21
2016	0.8	0.58	1.17	1.27	18	120	46	140	479	41	33	102	130	1	0.7	1	0.06	0.2
2017	0.76	0.6	0.97	0.81	21	141	24	137	616	37	28	110	89		0	1	0.05	0.22
2018	0.95	0.76	1.1	0.87	18	159	62	175	791	39	37	105	91		0	14	0.78	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	2011	Weak and strong crossâsection 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	130
2	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, 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	51
3	2013	Identification 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	37
4	2018	Double/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	35
5	2011	The 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	31
6	2013	A 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	25
7	2013	Heteroscedasticityârobust 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	24
8	2013	Standardized 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	23
9		Instrumental 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	22
10	2014	Multivariate variance targeting in the BEKKâGARCH 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	21
11	2013	Identification 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
12	2013	A 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	18
13	2012	Testing 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. Full description at Econpapers \|\| Download paper	17
14	2015	Likelihoodâbased 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	16
15	2016	Generalized 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	16
16	2012	Estimation of dynamic latent variable models using simulated nonâparametric 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	16
17	2011	Fully modified narrowâband 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	16
18	2012	Statistical 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	15
19	2012	Incorporating 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	15
20	2013	Estimation 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. Full description at Econpapers \|\| Download paper	14
21	2011	Quantile regression models with factorâaugmented 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	14
22	2011	A 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	14
23	2012	Nonâparametric 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	14
24	2013	Orthogonal 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. Full description at Econpapers \|\| Download paper	13
25	2018	The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135. Full description at Econpapers \|\| Download paper	13
26	2013	Testing 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	13
27	2012	Unit 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. Full description at Econpapers \|\| Download paper	12
28	2014	Weighted 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	11
29	2018	Central limit theorems for conditional efficiency measures and tests of the âseparabilityâ condition in nonâparametric, twoâstage models of production. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:170-191. Full description at Econpapers \|\| Download paper	11
30	2014	Improved 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. Full description at Econpapers \|\| Download paper	10
31	2014	Common 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	10
32	2012	Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393. Full description at Econpapers \|\| Download paper	10
33	2011	Testing 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	9
34	2015	Identification and estimation of singleâindex 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	9
35	2014	Testing 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. Full description at Econpapers \|\| Download paper	9
36	2015	Economic 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	9
37	2016	Nonlinear 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	8
38	2014	Identificationârobust 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	8
39	2014	A 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. Full description at Econpapers \|\| Download paper	8
40	2013	Local NLLS estimation of semiâparametric binary choice models. (2013). Khan, Shakeeb ; Blevins, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160. Full description at Econpapers \|\| Download paper	8
41	2013	Estimating 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	8
42	2016	An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32. Full description at Econpapers \|\| Download paper	7
43	2012	Testing for common trends in semiâparametric 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	7
44	2013	Estimation 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. Full description at Econpapers \|\| Download paper	7
45	2012	Breakdown 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. Full description at Econpapers \|\| Download paper	6
46	2015	Confidence 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	6
47	2013	Instrumental 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. Full description at Econpapers \|\| Download paper	6
48	2013	Predictability 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. Full description at Econpapers \|\| Download paper	6
49	2015	On 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. Full description at Econpapers \|\| Download paper	6
50	2016	Using 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. Full description at Econpapers \|\| Download paper	5

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

#	Year	Title	Cited
1	2011	Weak and strong crossâsection 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	61
2	2018	Double/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	35
3	2011	Shortâterm forecasts of euro area GDP growth. (2011). RÃÂ¼nstler, 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	22
4	2016	Generalized 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	16
5	2013	A 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	13
6	2018	The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135. Full description at Econpapers \|\| Download paper	13
7	2011	The 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	12
8	2013	Heteroscedasticityârobust 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	12
9	2013	Identification 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	11
10	2014	Multivariate variance targeting in the BEKKâGARCH 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	11
11	2018	Central limit theorems for conditional efficiency measures and tests of the âseparabilityâ condition in nonâparametric, twoâstage models of production. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:170-191. Full description at Econpapers \|\| Download paper	11
12	2013	A 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	10
13	2012	Nonâparametric 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	9
14	2015	Likelihoodâbased 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	8
15	2011	A 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	8
16	2011	Quantile regression models with factorâaugmented 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
17	2015	Identification and estimation of singleâindex 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	7
18	2016	Nonlinear 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	7
19	2016	An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32. Full description at Econpapers \|\| Download paper	6
20	2012	Testing for common trends in semiâparametric 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	6
21	2013	Estimating 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	6
22	2014	Common 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	6
23	2015	Economic 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	6
24	2011	Fully modified narrowâband 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	6
25	2016	Using 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. Full description at Econpapers \|\| Download paper	5
26	2014	Testing 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. Full description at Econpapers \|\| Download paper	5
27	2012	Testing 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. Full description at Econpapers \|\| Download paper	5
28	2012	Incorporating 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	5
29	2014	Weighted 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	5
30	2014	Improved 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. Full description at Econpapers \|\| Download paper	5
31	2013	Standardized 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	5
32	2015	On 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. Full description at Econpapers \|\| Download paper	4
33	2012	Statistical 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	4
34	2015	Confidence 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
35	2013	Local NLLS estimation of semiâparametric binary choice models. (2013). Khan, Shakeeb ; Blevins, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160. Full description at Econpapers \|\| Download paper	4
36	2015	Nonparametric tests of conditional treatment effects with an application to singleâsex 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. Full description at Econpapers \|\| Download paper	4
37	2013	Estimation 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. Full description at Econpapers \|\| Download paper	4
38	2016	Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small. (2016). Lee, Lung-Fei ; Qu, XI ; Wang, Xiaoliang. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:261-290. Full description at Econpapers \|\| Download paper	3
39	2015	A class of indirect inference estimators: higherâorder 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. Full description at Econpapers \|\| Download paper	3
40	2017	Indirect inference in spatial autoregression. (2017). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:168-189. Full description at Econpapers \|\| Download paper	3
41	2015	Maximization 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
42	2017	A survey of some recent applications of optimal transport methods to econometrics. (2017). Galichon, Alfred. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:c1-c11. Full description at Econpapers \|\| Download paper	3
43	2015	More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers \|\| Download paper	3
44	2014	A 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. Full description at Econpapers \|\| Download paper	3
45	2016	Validity 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. Full description at Econpapers \|\| Download paper	3
46	2014	Estimation of discrete games with correlated types. (2014). Xu, Haiqing. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:241-270. Full description at Econpapers \|\| Download paper	3
47	2017	Peer effects in bedtime decisions among adolescents: a social network model with sampled data. (2017). Liu, Xiaodong ; Rainone, Edoardo ; Patacchini, Eleonora. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s103-s125. Full description at Econpapers \|\| Download paper	3
48	2017	Estimation of socialâinfluenceâdependent peer pressure in a large network game. (2017). Xu, Haiqing ; Lin, Zhongjian. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s86-s102. Full description at Econpapers \|\| Download paper	3
49	2013	Identification 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	3
50	2014	An instrumental variable randomâcoefficients model for binary outcomes. (2014). Rosen, Adam ; Chesher, Andrew. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s1-s19. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor: 37

Year	Title
2018	Modeling Euro STOXX 50 Volatility with Common and Marketâspecific Components. (2018). Gallo, Giampiero ; Cipollini, Fabrizio. In: Working Paper series. RePEc:rim:rimwps:18-26. Full description at Econpapers \|\| Download paper
2018	Quantile Factor Models. (2018). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12716. Full description at Econpapers \|\| Download paper
2018	Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905. Full description at Econpapers \|\| Download paper
2018	Nets: network estimation for time series. (2018). Barigozzi, Matteo ; Brownlees, Christian T. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90493. Full description at Econpapers \|\| Download paper
2018
2018	Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108. Full description at Econpapers \|\| Download paper
2018	Serial independence tests for innovations of conditional mean and variance models. (2018). Ghoudi, Kilani ; Remillard, Bruno. 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_s11749-016-0521-3. Full description at Econpapers \|\| Download paper
2018	Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices. (2018). Zagidullina, Aygul ; Pohlmeier, Winfried ; Daniele, Maurizio. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1807. Full description at Econpapers \|\| Download paper
2018	Estimation of High-Dimensional Seemingly Unrelated Regression Models. (2018). Moon, Hyungsik Roger ; Chiong, Khai X ; Tan, Lidan. In: Papers. RePEc:arx:papers:1811.05567. Full description at Econpapers \|\| Download paper
2018	Shrinking characteristics of precision matrix estimators. (2018). Molstad, Aaron J ; Rothman, Adam J. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:563-574.. Full description at Econpapers \|\| Download paper
2018	A structural break test for extremal dependence in Î²-mixing random vectors. (2018). Hoga, Y. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:627-643.. Full description at Econpapers \|\| Download paper
2018	CREDIBLY IDENTIFYING SOCIAL EFFECTS: ACCOUNTING FOR NETWORK FORMATION AND MEASUREMENT ERROR. (2018). Malde, Bansi ; Advani, Arun. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1016-1044. Full description at Econpapers \|\| Download paper
2018	Testing for breaks in the weighting matrix. (2018). mur, jesus ; Burridge, Peter ; Angulo, Ana. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:68:y:2018:i:c:p:115-129. Full description at Econpapers \|\| Download paper
2018	Venting Out: Exports During a Domestic Slump. (2018). Almunia, Miguel ; Morales, Eduardo ; Lopez-Rodriguez, David ; Antras, Pol. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13380. Full description at Econpapers \|\| Download paper
2018	Network and panel quantile effects via distribution regression. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:70/18. Full description at Econpapers \|\| Download paper
2018	Latent Agents in Networks: Estimation and Pricing. (2018). Candogan, Ozan ; Belloni, Alexandre ; Ata, Baris. In: Papers. RePEc:arx:papers:1808.04878. Full description at Econpapers \|\| Download paper
2018	Peer-Induced Beliefs Regarding College Participation. (2018). Dufays, Arnaud ; Dedewanou, Finagnon A ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1817. Full description at Econpapers \|\| Download paper
2018	Misclassification and the hidden silent rivalry. (2018). Lin, Zhongjian ; Hu, Yingyao. In: CeMMAP working papers. RePEc:ifs:cemmap:12/18. Full description at Econpapers \|\| Download paper
2018	Spillover effects in home mortgage defaults: Identifying the power neighbor. (2018). Chomsisengphet, Souphala ; Liu, Xiaodong ; Kiefer, Hua. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:68-82. Full description at Econpapers \|\| Download paper
2018	Generalized Information Ratio. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01381. Full description at Econpapers \|\| Download paper
2018	Comparing Asset Pricing Models: Distance-based Metrics and Bayesian Interpretations. (2018). He, Zhongzhi Lawrence. In: Papers. RePEc:arx:papers:1803.01389. Full description at Econpapers \|\| Download paper
2018	Adaptive Inference on Pure Spatial Models. (2018). Robinson, Peter M ; Lee, Jungyoon. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:596. Full description at Econpapers \|\| Download paper
2018	Jackknife Bias Reduction in the Presence of a Near-Unit Root. (2018). Chambers, Marcus ; Kyriacou, Maria. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:11-:d:134810. Full description at Econpapers \|\| Download paper
2018	Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023. Full description at Econpapers \|\| Download paper
2018	Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09. Full description at Econpapers \|\| Download paper
2018	Inference for structural impulse responses in SVAR-GARCH models. (2018). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:281. Full description at Econpapers \|\| Download paper
2018	Panel Data Quantile Regression with Grouped Fixed Effects. (2018). Volgushev, Stanislav. In: Papers. RePEc:arx:papers:1801.05041. Full description at Econpapers \|\| Download paper
2018	Network and Panel Quantile Effects Via Distribution Regression. (2018). Weidner, Martin ; Chernozhukov, Victor ; Fern, Iv'An. In: Papers. RePEc:arx:papers:1803.08154. Full description at Econpapers \|\| Download paper
2018	Network and panel quantile effects via distribution regression. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:21/18. Full description at Econpapers \|\| Download paper
2018	Influence of milk yield on profitability a quantile regression analysis. (2018). Lips, M ; Schorr, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277000. Full description at Econpapers \|\| Download paper
2018	A quantile correlated random coefficients panel data model. (2018). Hahn, Jinyong ; Graham, Bryan ; Powell, James L ; Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:305-335. Full description at Econpapers \|\| Download paper
2018	Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods. (2018). Oka, Tatsushi ; Callaway, Brantly ; Li, Tong. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:395-413. Full description at Econpapers \|\| Download paper
2018	Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Papers. RePEc:arx:papers:1805.04178. Full description at Econpapers \|\| Download paper
2018	Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective. (2018). Liu, Laura. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-36. Full description at Econpapers \|\| Download paper
2018	Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours. (2018). Xie, Erhao . In: Staff Working Papers. RePEc:bca:bocawp:18-60. Full description at Econpapers \|\| Download paper
2018	A spatial latent class model. (2018). Lee, Jiyon . In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:62-68. Full description at Econpapers \|\| Download paper
2018	Simple tests for endogeneity of spatial weights matrices. (2018). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:130-142. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Nonparametric Estimation and Identification in Non-Separable Models Using Panel Data. (2018). Deaner, Ben. In: Papers. RePEc:arx:papers:1810.00283. Full description at Econpapers \|\| Download paper
2018	Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1810.13237. Full description at Econpapers \|\| Download paper
2018	High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881. Full description at Econpapers \|\| Download paper
2018	Unintended Impacts from Forest Certification: Evidence from Indigenous Aka Households in Congo. (2018). Doremus, Jacqueline. In: Working Papers. RePEc:cpl:wpaper:1804. Full description at Econpapers \|\| Download paper
2018	Analyzing the Aftermath of a Compensation Reduction. (2018). Sandvik, Jason ; Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13242. Full description at Econpapers \|\| Download paper
2018
2018	Locally robust semiparametric estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Robins, James M ; Newey, Whitney K ; Ichimura, Hidehiko. In: CeMMAP working papers. RePEc:ifs:cemmap:30/18. Full description at Econpapers \|\| Download paper
2018	High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18. Full description at Econpapers \|\| Download paper
2018	High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:69/18. Full description at Econpapers \|\| Download paper
2018	Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039. Full description at Econpapers \|\| Download paper
2018	Lasting lending relationships and technical efficiency. Evidence on European SMEs. (2018). Agostino, Maria Rosaria ; Trivieri, Francesco ; Ruberto, Sabrina. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:1:d:10.1007_s11123-018-0532-z. Full description at Econpapers \|\| Download paper
2018	Optimal Estimation with Complete Subsets of Instruments. (2018). Shin, Youngki ; Lee, Seojeong. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-15. Full description at Econpapers \|\| Download paper
2018	High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23. Full description at Econpapers \|\| Download paper
2018	Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	The Estimation of Network Formation Games with Positive Spillovers. (2017). Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1710. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	A 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	On 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. Full description at Econpapers \|\| Download paper
2015	The 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. Full description at Econpapers \|\| Download paper
2015	On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Second Version. (2015). Garcia-Jimeno, Camilo ; DiTraglia, Francis . In: PIER Working Paper Archive. RePEc:pen:papers:15-039. Full description at Econpapers \|\| Download paper
2015	On Mis-measured Binary Regressors: New Results And Some Comments on the Literature, Third Version. (2015). Garcia-Jimeno, Camilo ; DiTraglia, Francis . In: PIER Working Paper Archive. RePEc:pen:papers:15-040. Full description at Econpapers \|\| Download paper
2015	Ethnic 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. Full description at Econpapers \|\| Download paper
2015	Likelihoodâratioâbased 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Journal of Econometrics / Elsevier	188	90
2	Papers / arXiv.org	51	48
3	MPRA Paper / University Library of Munich, Germany	87	28
4	Economics Letters / Elsevier	101	24
5	Regional Science and Urban Economics / Elsevier	66	19
6	Econometrics / MDPI, Open Access Journal	11	18
7	International Journal of Forecasting / Elsevier	65	15
8	CEPR Discussion Papers / C.E.P.R. Discussion Papers	132	13
9	Empirical Economics / Springer	55	13
10	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	30	12
11	CESifo Working Paper Series / CESifo Group Munich	62	12