Citation analysis for Econometrics / MDPI, Open Access Journal

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.68

5 Years IF

0.55

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	0.09	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	0.06
1995	0	0.2	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	0.23	0	0	0	0	0		0	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		0	0		0			0		0	0.14
2000	0	0.34	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	0.16
2002	0	0.4	0	0	0	0	0		0	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		0	0		0			0		0	0.2
2004	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2005	0	0.47	0	0	0	0	0		0	0		0			0		0	0.22
2006	0	0.47	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	0.19
2008	0	0.45	0	0	0	0	0		0	0		0			0		0	0.21
2009	0	0.44	0	0	0	0	0		0	0		0			0		0	0.21
2010	0	0.44	0	0	0	0	0		0	0		0			0		0	0.18
2011	0	0.46	0	0	0	0	0		0	0		0			0		0	0.21
2012	0	0.47	0	0	0	0	0		0	0		0			0		0	0.19
2013	0	0.53	0.15	0	13	13	152	2	2	0		0		1	50	2	0.15	0.22
2014	1.85	0.55	1.28	1.85	12	25	223	32	34	13	24	13	24	1	3.1	8	0.67	0.21
2015	1.76	0.55	1.01	1.76	46	71	126	71	106	25	44	25	44	5	7	13	0.28	0.21
2016	1.48	0.56	0.96	1.62	87	158	69	150	258	58	86	71	115	17	11.3	18	0.21	0.2
2017	0.34	0.58	0.89	0.77	54	212	100	189	447	133	45	158	121	15	7.9	24	0.44	0.21
2018	0.33	0.7	0.74	0.66	48	260	63	193	640	141	46	212	139	11	5.7	17	0.35	0.28
2019	0.68	0.88	0.6	0.55	50	310	6	187	827	102	69	247	135	3	1.6	5	0.1	0.33

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	2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers \|\| Download paper	89
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	78
3	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers \|\| Download paper	72
4	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	59
5	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	49
6	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	42
7	2017	A Simple Test for Causality in Volatility. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545. Full description at Econpapers \|\| Download paper	23
8	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	20
9	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	16
10	2013	Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers \|\| Download paper	15
11	2013	Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659. Full description at Econpapers \|\| Download paper	11
12	2017	Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers \|\| Download paper	11
13	2014	A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Krause, Jochen ; Paolella, Marc S.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459. Full description at Econpapers \|\| Download paper	11
14	2015	On the Interpretation of Instrumental Variables in the Presence of Specification Errors. (2015). Tavlas, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:55-64:d:45286. Full description at Econpapers \|\| Download paper	10
15	2017	Synthetic Control and Inference. (2017). Hahn, Jinyong ; Shi, Ruoyao. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	10
16	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	9
17	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	9
18	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3:d:61992. Full description at Econpapers \|\| Download paper	9
19	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:61992. Full description at Econpapers \|\| Download paper	9
20	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers \|\| Download paper	9
21	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	9
22	2016	Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417. Full description at Econpapers \|\| Download paper	8
23	2018	Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411. Full description at Econpapers \|\| Download paper	8
24	2014	Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391. Full description at Econpapers \|\| Download paper	7
25	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	7
26	2015	Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang ; ChristopherF. Parmeter, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581. Full description at Econpapers \|\| Download paper	7
27	2016	Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Peng, Bin ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers \|\| Download paper	6
28	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	6
29	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8:d:64253. Full description at Econpapers \|\| Download paper	6
30	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:64253. Full description at Econpapers \|\| Download paper	6
31	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	6
32	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	6
33	2013	Forecasting Value-at-Risk Using High-Frequency Information. (2013). Lee, Tae Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:127-140:d:26621. Full description at Econpapers \|\| Download paper	5
34	2014	Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers \|\| Download paper	5
35	2015	Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249. Full description at Econpapers \|\| Download paper	5
36	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:65219. Full description at Econpapers \|\| Download paper	4
37	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Batrk, Nalan . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219. Full description at Econpapers \|\| Download paper	4
38	2016	A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Hall, Stephen G ; Mehta, Jatinder S ; Greene, William H ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19:d:66559. Full description at Econpapers \|\| Download paper	4
39	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). Mumtaz, Haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16:d:65689. Full description at Econpapers \|\| Download paper	4
40	2017	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322. Full description at Econpapers \|\| Download paper	4
41	2015	Finding Starting-Values for the Estimation of Vector STAR Models. (2015). Schleer, Frauke. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:65-90:d:45287. Full description at Econpapers \|\| Download paper	4
42	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	4
43	2017	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025. Full description at Econpapers \|\| Download paper	4
44	2016	A Method for Measuring Treatment Effects on the Treated without Randomization. (2016). Tavlas, George ; Hall, Stephen ; Greene, William ; Gibson, Heather ; Mehta, Jatinder S ; Chang, I-Lok ; I-Lok Chang, ; I-Lok Chang, . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:19-:d:66559. Full description at Econpapers \|\| Download paper	4
45	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers \|\| Download paper	4
46	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). Mumtaz, Haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:65689. Full description at Econpapers \|\| Download paper	4
47	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219. Full description at Econpapers \|\| Download paper	4
48	2017	Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions. (2017). Doornik, Jurgen. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:19-:d:98597. Full description at Econpapers \|\| Download paper	4
49	2016	Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492. Full description at Econpapers \|\| Download paper	3
50	2017	Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers \|\| Download paper	35
2	2014	The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers \|\| Download paper	32
3	2018	Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers \|\| Download paper	20
4	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers \|\| Download paper	19
5	2013	Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers \|\| Download paper	18
6	2013	Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers \|\| Download paper	17
7	2015	Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers \|\| Download paper	15
8	2017	Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers \|\| Download paper	11
9	2017	A Simple Test for Causality in Volatility. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545. Full description at Econpapers \|\| Download paper	10
10	2017	Synthetic Control and Inference. (2017). Hahn, Jinyong ; Shi, Ruoyao. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers \|\| Download paper	9
11	2018	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers \|\| Download paper	9
12	2018	Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411. Full description at Econpapers \|\| Download paper	8
13	2018	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers \|\| Download paper	7
14	2016	Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Peng, Bin ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers \|\| Download paper	6
15	2015	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers \|\| Download paper	6
16	2015	Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang ; ChristopherF. Parmeter, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581. Full description at Econpapers \|\| Download paper	5
17	2015	On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers \|\| Download paper	5
18	2013	Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers \|\| Download paper	5
19	2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper	5
20	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers \|\| Download paper	4
21	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	4
22	2017	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322. Full description at Econpapers \|\| Download paper	4
23	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3:d:61992. Full description at Econpapers \|\| Download paper	4
24	2017	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025. Full description at Econpapers \|\| Download paper	4
25	2016	Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417. Full description at Econpapers \|\| Download paper	4
26	2016	Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Braione, Manuela ; Scholtes, Nicolas K. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:61992. Full description at Econpapers \|\| Download paper	4
27	2015	Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers \|\| Download paper	4
28	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers \|\| Download paper	3
29	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:65219. Full description at Econpapers \|\| Download paper	3
30	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers \|\| Download paper	3
31	2018	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers \|\| Download paper	3
32	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). Mumtaz, Haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16:d:65689. Full description at Econpapers \|\| Download paper	3
33	2017	Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). MontaÃÂ±ÃÂ©s, Antonio ; Gadea, MarÃÂa ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640. Full description at Econpapers \|\| Download paper	3
34	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:64253. Full description at Econpapers \|\| Download paper	3
35	2017	CopulaâBased vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:16-:d:95642. Full description at Econpapers \|\| Download paper	3
36	2016	Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8:d:64253. Full description at Econpapers \|\| Download paper	3
37	2016	The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). Mumtaz, Haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:-:d:65689. Full description at Econpapers \|\| Download paper	3
38	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). Batrk, Nalan ; van Dijk, Herman K ; Hoogerheide, Lennart ; Grassi, Stefano. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219. Full description at Econpapers \|\| Download paper	3
39	2018	Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Prasada, D S ; Karunarathne, Wasana ; Griffiths, William E ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers \|\| Download paper	3
40	2016	Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Batrk, Nalan . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219. Full description at Econpapers \|\| Download paper	3
41	2017	Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers \|\| Download paper	3
42	2017	Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers \|\| Download paper	2
43	2017	Consistency of Trend Break Point Estimator with Underspecified Break Number. (2017). Yang, Jingjing. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:4-:d:86944. Full description at Econpapers \|\| Download paper	2
44	2017	Sustainable Financial Obligations and Crisis Cycles. (2017). Kim, Moshe ; Juselius, John. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:27-:d:102204. Full description at Econpapers \|\| Download paper	2
45	2017	Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles. (2017). Johansen, Soren ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:25-:d:101429. Full description at Econpapers \|\| Download paper	2
46	2016	Nonparametric Regression with Common Shocks. (2016). Souza-Rodrigues, Eduardo A. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:36-:d:77160. Full description at Econpapers \|\| Download paper	2
47	2017	A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers \|\| Download paper	2
48	2018	Top Incomes, Heavy Tails, and Rank-Size Regressions. (2018). Schluter, Christian. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:10-:d:134492. Full description at Econpapers \|\| Download paper	2
49	2017	Inequality and Poverty When Effort Matters. (2017). Ravallion, Martin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:50-:d:117713. Full description at Econpapers \|\| Download paper	2
50	2015	Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 69

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2019	Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Czado, Claudia ; Acar, Elif F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers \|\| Download paper
2019	Modelling temporal dependence of realized variances with vines. (2019). Okhrin, Yarema ; Ivanov, Eugen ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:198-216. Full description at Econpapers \|\| Download paper
2019	Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515. Full description at Econpapers \|\| Download paper
2019	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
2019	Robustness of the Norwegian wage formation system and free EU labour movement. Evidence from wage data for natives. (2019). Dapi, Bjorn ; Sparrman, Victoria ; Nymoen, Ragnar. In: Discussion Papers. RePEc:ssb:dispap:895. Full description at Econpapers \|\| Download paper
2019	Testing for structural breaks in factor copula models. (2019). Wied, Dominik ; Stark, Florian ; Manner, Hans. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:324-345. Full description at Econpapers \|\| Download paper
2019	Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues. (2019). Kiviet, Jan. In: MPRA Paper. RePEc:pra:mprapa:93147. Full description at Econpapers \|\| Download paper
2019	Sustainability of Leverage Levels in Response to Shocks in Equity Prices: Islamic Finance as a Socially Responsible Investment. (2019). Sharif, Saeed Pahlevan ; Ahmad, Mohd Shahril ; Grabara, Janusz ; Hussain, Hafezali Iqbal. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3260-:d:239355. Full description at Econpapers \|\| Download paper
2019	Budget deficits and money creation: Exploring their relation before Bretton Woods. (2019). Sabate, Marcela ; Escario, Regina ; Fillat, Carmen . In: Explorations in Economic History. RePEc:eee:exehis:v:72:y:2019:i:c:p:38-56. Full description at Econpapers \|\| Download paper
2019	On GMM estimation of linear dynamic panel data models. (2019). Fritsch, Markus. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3619. Full description at Econpapers \|\| Download paper
2019	Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions. (2019). Schnurbus, Joachim ; Fritsch, Markus ; Yu, Andrew Adrian . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3719. Full description at Econpapers \|\| Download paper
2019	Practical aspects of using quadratic moment conditions in linear dynamic panel data models. (2019). Schnurbus, Joachim ; Fritsch, Markus ; Yu, Andrew Adrian . In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b3819. Full description at Econpapers \|\| Download paper
2019	Exploring a bidirectional model of executive functions and fluid intelligence across early development. (2019). Gunzenhauser, Catherine ; Uka, Fitim ; von Suchodoletz, Antje ; Larsen, Ross A. In: Intelligence. RePEc:eee:intell:v:75:y:2019:i:c:p:111-121. Full description at Econpapers \|\| Download paper
2019	Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919. Full description at Econpapers \|\| Download paper
2019	Modeling, simulation and inference for multivariate time series of counts using trawl processes. (2019). , Almut. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:110-129. Full description at Econpapers \|\| Download paper
2019	Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). Sun, Ran ; Lu, Yang ; le Fol, Gaelle ; Darolles, Serge. In: Post-Print. RePEc:hal:journl:halshs-02418967. Full description at Econpapers \|\| Download paper
2019	An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534. Full description at Econpapers \|\| Download paper
2019	Modeling Euro STOXX 50 volatility with common and market-specific components. (2019). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:22-42. Full description at Econpapers \|\| Download paper
2019	A SHARP model of bidâask spread forecasts. (2019). Pirino, Davide ; Cattivelli, Luca. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1211-1225. Full description at Econpapers \|\| Download paper
2019	New Evidence on the Portfolio Balance Approach to Currency Returns. (2019). Stillwagon, Josh ; Goldberg, Michael D ; Cavusoglu, Nevin. In: Working Papers Series. RePEc:thk:wpaper:89. Full description at Econpapers \|\| Download paper
2019	Detection of block-exchangeable structure in large-scale correlation matrices. (2019). Perreault, Samuel ; Nelehova, Johanna G ; Duchesne, Thierry. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:400-422. Full description at Econpapers \|\| Download paper
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2019	Interval-Based Hypothesis Testing and Its Applications to Economics and Finance. (2019). Robinson, Andrew P ; Kim, Jae H. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:21-:d:231401. Full description at Econpapers \|\| Download paper
2019	Forecasting bubbles with mixed causal-noncausal autoregressive models. (2019). Hecq, Alain ; Voisin, Elisa. In: MPRA Paper. RePEc:pra:mprapa:92734. Full description at Econpapers \|\| Download paper
2019	CAMPLET: Seasonal Adjustment Without Revisions. (2019). Jacobs, Jan ; Ouwehand, Pim ; Abeln, Barend . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:15:y:2019:i:1:d:10.1007_s41549-018-0031-3. Full description at Econpapers \|\| Download paper
2019	Identification of Noncausal Models by Quantile Autoregressions. (2019). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:1904.05952. Full description at Econpapers \|\| Download paper
2019	Guaranteed employment or guaranteed income?. (2019). Ravallion, Martin. In: World Development. RePEc:eee:wdevel:v:115:y:2019:i:c:p:209-221. Full description at Econpapers \|\| Download paper
2019	The Augmented Synthetic Control Method. (2018). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1811.04170. Full description at Econpapers \|\| Download paper
2019	Estimation and Inference for Synthetic Control Methods with Spillover Effects. (2019). Cao, Jianfei ; Dowd, Connor. In: Papers. RePEc:arx:papers:1902.07343. Full description at Econpapers \|\| Download paper
2019	Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490. Full description at Econpapers \|\| Download paper
2019	The quality-access tradeoff in decentralizing public services: Evidence from education in the OECD and Spain. (2019). Lastra-Anadon, Carlos Xabel ; Guerra, Susana Cordeiro. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:47:y:2019:i:2:p:295-316. Full description at Econpapers \|\| Download paper
2019	Stable genius? The macroeconomic impact of Trump. (2019). Sedlacek, Petr ; Schularick, Moritz ; Muller, Gernot ; Born, Benjamin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13798. Full description at Econpapers \|\| Download paper
2019	Matching Estimators with Few Treated and Many Control Observations. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.05093. Full description at Econpapers \|\| Download paper
2019	Paying for efficiency: Incentivising same-day discharges in the English NHS. (2019). Street, Andrew ; Siciliani, Luigi ; Kreif, Noemi ; Grai, Katja ; Gutacker, Nils ; Gaughan, James. In: Journal of Health Economics. RePEc:eee:jhecon:v:68:y:2019:i:c:s0167629618306696. Full description at Econpapers \|\| Download paper
2019	Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137. Full description at Econpapers \|\| Download paper
2019	Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index. (2019). Busu, Mihail. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119304340. Full description at Econpapers \|\| Download paper
2019	Political Competition: How to Measure Party Strategy in Direct Voter Communication using Social Media Data?. (2019). , Silkesturm ; Sturm, Silke. In: Hamburg Discussion Papers in International Economics. RePEc:zbw:uhhhdp:1. Full description at Econpapers \|\| Download paper
2019	Heterogeneous Endogenous Effects in Networks. (2019). Peng, Sida. In: Papers. RePEc:arx:papers:1908.00663. Full description at Econpapers \|\| Download paper
2019	Pareto Models for Top Incomes. (2019). Flachaire, Emmanuel ; Charpentier, Arthur. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-02145024. Full description at Econpapers \|\| Download paper
2019	Pareto Models for Top Incomes. (2019). Flachaire, Emmanuel ; Charpentier, Arthur. In: Working Papers. RePEc:hal:wpaper:hal-02145024. Full description at Econpapers \|\| Download paper
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2019	Middle class decline in Finland 1995-2012 : Decomposition and directional mobility. (2019). Sami, Remes. In: Working Papers. RePEc:tam:wpaper:1925. Full description at Econpapers \|\| Download paper
2019	The distribution of well-being among Europeans. (2019). Rosolia, Alfonso ; Brandolini, Andrea. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_496_19. Full description at Econpapers \|\| Download paper
2019	The Distribution of Well-Being among Europeans. (2019). Rosolia, Alfonso ; Brandolini, Andrea. In: IZA Discussion Papers. RePEc:iza:izadps:dp12350. Full description at Econpapers \|\| Download paper
2019	The distribution of well-being among Europeans. (2019). Rosolia, Alfonso ; Brandolini, Andrea. In: Working Papers. RePEc:inq:inqwps:ecineq2019-496. Full description at Econpapers \|\| Download paper
2019	Labor Market Segmentation and the Distribution of Income: New Evidence from Internal Census Bureau Data. (2019). Schneider, Markus ; Scharfenaker, Ellis. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_08. Full description at Econpapers \|\| Download paper
2019	The Distribution of Well-Being among Europeans. (2019). Rosolia, Alfonso ; Brandolini, Andrea. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1052. Full description at Econpapers \|\| Download paper
2019	Regional Income Distribution in the European Union: A Parametric Approach. (2019). Spasova, Tsvetana. In: Working papers. RePEc:bsl:wpaper:2019/18. Full description at Econpapers \|\| Download paper
2019	Distributional change: Assessing the contribution of household income sources. (2019). Van Kerm, Philippe ; Fusco, Alessio ; Philippe, Van Kerm ; Alessio, FUSCO ; Iryna, Kyzyma. In: LISER Working Paper Series. RePEc:irs:cepswp:2019-13. Full description at Econpapers \|\| Download paper
2019	A Dichotomous Analysis of Unemployment Welfare. (2019). Hu, Xingwei. In: Papers. RePEc:arx:papers:1808.08563. Full description at Econpapers \|\| Download paper
2019	The 2011 Break in the Part-Time Indicator and the Evolution of Wage Inequality in Germany. (2019). Seidlitz, Arnim ; Fitzenberger, Bernd. In: IZA Discussion Papers. RePEc:iza:izadps:dp12529. Full description at Econpapers \|\| Download paper
2019	The 2011 break in the part-time indicator and the evolution of wage inequality in Germany. (2019). Seidlitz, Arnim ; Fitzenberger, Bernd. In: ZEW Discussion Papers. RePEc:zbw:zewdip:19029. Full description at Econpapers \|\| Download paper
2019	Putting Tasks to the Test: The Case of Germany. (2019). Rohrbach-Schmidt, Daniela. In: Social Inclusion. RePEc:cog:socinc:v:7:y:2019:i:3:p:122-135. Full description at Econpapers \|\| Download paper
2019	Skill Prices, Occupations, and Changes in the Wage Structure for Low Skilled Men. (2019). Roys, Nicolas ; Taber, Christopher R. In: NBER Working Papers. RePEc:nbr:nberwo:26453. Full description at Econpapers \|\| Download paper
2019	Entropy based European income distributions and inequality measures. (2019). Villas-Boas, Sofia B ; Judge, George ; Fu, Qiuzi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:686-698. Full description at Econpapers \|\| Download paper
2019	Global inequality: How large is the effect of top incomes?. (2019). Nio-Zarazua, Miguel ; Jorda, Vanesa. In: World Development. RePEc:eee:wdevel:v:123:y:2019:i:c:16. Full description at Econpapers \|\| Download paper
2019	No clue about bioplastics. (2019). Ansink, Erik ; Zuidmeer, Frederiek ; Wijk, Louise. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190084. Full description at Econpapers \|\| Download paper
2019	The effect of environmental attitudes and policies on separate waste collection: the case of Insular Italy. (2019). Castellano, Rosalia ; Punzo, Gennaro ; Musella, Gaetano. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:12:y:2019:i:1:d:10.1007_s12076-019-00227-z. Full description at Econpapers \|\| Download paper
2019	The Immigrant-Native Wage Gap in Germany Revisited. (2019). Thomsen, Stephan ; Ingwersen, Kai. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-653. Full description at Econpapers \|\| Download paper
2019	The Immigrant-Native Wage Gap in Germany Revisited. (2019). Thomsen, Stephan ; Ingwersen, Kai. In: IZA Discussion Papers. RePEc:iza:izadps:dp12358. Full description at Econpapers \|\| Download paper
2019	The Immigrant-Native Wage Gap in Germany Revisited. (2019). Thomsen, Stephan ; Ingwersen, Kai. In: GLO Discussion Paper Series. RePEc:zbw:glodps:350. Full description at Econpapers \|\| Download paper
2019	Increasing inequality in lifetime earnings: A tale of educational upgrading and changing employment patterns. (2019). Seckler, Matthias . In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:119. Full description at Econpapers \|\| Download paper
2019	The Immigrant-Native Wage Gap in Germany Revisited. (2019). Thomsen, Stephan ; Ingwersen, Kai. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp1042. Full description at Econpapers \|\| Download paper
2019	Decomposing Immigrant Differences in Physical and Mental Health: A Beyond the Mean Analysis. (2019). Berloffa, Gabriella ; Paolini, Francesca. In: DEM Working Papers. RePEc:trn:utwprg:2019/04. Full description at Econpapers \|\| Download paper
2019	Regression-Based Decomposition of Income Inequality Factors in Russia. (2019). Ovchinnikov, Vyacheslav N ; Lazaryan, Samvel S ; Votinov, Anton I. In: Finansovyj Å¾hurnal â Financial Journal. RePEc:fru:finjrn:190506:p:74-89. Full description at Econpapers \|\| Download paper
2019	Happiness Inequality in China. (2019). Zhang, Yiran ; Liu, Kai ; Yang, Jidong . In: Journal of Happiness Studies. RePEc:spr:jhappi:v:20:y:2019:i:8:d:10.1007_s10902-018-0067-z. Full description at Econpapers \|\| Download paper
2019	Unions, Internationalization, Tasks, Firms, and Worker Characteristics: A Detailed Decomposition Analysis of Rising Wage Inequality in Germany. (2019). Biewen, Martin ; Seckler, Matthias. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:17:y:2019:i:4:d:10.1007_s10888-019-09422-w. Full description at Econpapers \|\| Download paper
2019	Does institutional quality foster economic complexity?. (2019). Vu, Trung. In: MPRA Paper. RePEc:pra:mprapa:97843. Full description at Econpapers \|\| Download paper
2019	Recentered Influence Functions in Stata: Methods for Analyzing the Determinants of Poverty and Inequality. (2019). Rios-Avila, Fernando. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_927. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers \|\| Download paper
2019	The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43. Full description at Econpapers \|\| Download paper
2019	Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958. Full description at Econpapers \|\| Download paper
2019	The Efficiency of the Sustainable Development Policy for Energy Consumption under Environmental Law in Thailand: Adapting the SEM-VARIMAX Model. (2019). Naluang, Sthianrapab ; Sutthichaimethee, Pruethsan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:16:p:3092-:d:256815. Full description at Econpapers \|\| Download paper
2019	Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	The distortion principle for insurance pricing: properties, identification and robustness. (2018). Pflug, Georg ; Escobar, Daniela. In: Papers. RePEc:arx:papers:1809.06592. Full description at Econpapers \|\| Download paper
2018	Confidence Intervals for Bias and Size Distortion in IV and Local ProjectionsâIV Models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1077. Full description at Econpapers \|\| Download paper
2018	Does Early Child Care Affect Childrens Development?. (2018). Felfe, Christina ; Lalive, Rafael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12675. Full description at Econpapers \|\| Download paper
2018	The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp999. Full description at Econpapers \|\| Download paper
2018	Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364. Full description at Econpapers \|\| Download paper
2018	Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014. (2018). Thi, Huong Trinh ; Thomas-Agnan, Christine ; Simioni, Michel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:259-275. Full description at Econpapers \|\| Download paper
2018	Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model. (2018). Yan, Karen X ; Li, QI. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:44-:d:161849. Full description at Econpapers \|\| Download paper
2018	Evaluating the Interconnectedness of the Sustainable Development Goals Based on the Causality Analysis of Sustainability Indicators. (2018). Dorg, Gyula ; Abonyi, Janos ; Sebestyen, Viktor. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3766-:d:176658. Full description at Econpapers \|\| Download paper
2018	The network of migrants and international trade. (2018). Sgrignoli, Paolo ; Schiavo, Stefano ; Riccaboni, Massimo ; Metulini, Rodolfo. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:3:d:10.1007_s40888-018-0106-6. Full description at Econpapers \|\| Download paper
2018	The role of employment interruptions and part-time work for the rise in wage inequality. (2018). Biewen, Martin ; de Lazzer, Jakob ; Fitzenberger, Bernd. In: IZA Journal of Labor Economics. RePEc:spr:izalbr:v:7:y:2018:i:1:d:10.1186_s40172-018-0070-y. Full description at Econpapers \|\| Download paper
2018	The anatomy of job polarisation in the UK. (2018). Salvatori, Andrea. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:52:y:2018:i:1:d:10.1186_s12651-018-0242-z. Full description at Econpapers \|\| Download paper
2018	Confidence intervals for bias and size distortion in IV and local projectionsâIV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Economics Working Papers. RePEc:upf:upfgen:1640. Full description at Econpapers \|\| Download paper
2018	The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:281. Full description at Econpapers \|\| Download paper
2018	The effect of self-employment on income inequality. (2018). Schneck, Stefan. In: Working Papers. RePEc:zbw:ifmwps:0518. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Bank Size, Returns to Scale and Cost Efficiency. (2017). Sapci, Ayse ; Miles, Bradley . In: Working Papers. RePEc:cgt:wpaper:2017-02. Full description at Econpapers \|\| Download paper
2017	CONTAGION AND DIVERGENCE ON SOVEREIGN BOND MARKETS. (2017). Jaworski, Piotr ; LIBERADZKI, MARCIN . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:6:y:2017:i:4:p:39-68. Full description at Econpapers \|\| Download paper
2017	The Economic Consequences of the Brexit Vote. (2017). Sedlacek, Petr ; MÃÂ¼ller, Gernot ; Born, Benjamin ; Schularick, Moritz ; Muller, Gernot. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12454. Full description at Econpapers \|\| Download paper
2017	Realized stochastic volatility with general asymmetry and long memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:202-212. Full description at Econpapers \|\| Download paper
2017	Fiscal sustainability in EMU countries: A continued fiscal commitment?. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:85-97. Full description at Econpapers \|\| Download paper
2017	Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers \|\| Download paper
2017	Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331. Full description at Econpapers \|\| Download paper
2017	Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:101761. Full description at Econpapers \|\| Download paper
2017	Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. (2017). Paruolo, Paolo ; Boswijk, H. Peter. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:28-:d:103006. Full description at Econpapers \|\| Download paper
2017	Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032. Full description at Econpapers \|\| Download paper
2017	Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models. (2017). Paruolo, Paolo ; Doornik, Jurgen ; Mosconi, Rocco . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536. Full description at Econpapers \|\| Download paper
2017	An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175. Full description at Econpapers \|\| Download paper
2017	Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954. Full description at Econpapers \|\| Download paper
2017	Synthetic data: an endogeneity simulation. (2017). Carbajal De Nova, Carolina. In: MPRA Paper. RePEc:pra:mprapa:79067. Full description at Econpapers \|\| Download paper
2017	Synthetic data: an endogeneity simulation. (2017). Carbajal De Nova, Carolina. In: MPRA Paper. RePEc:pra:mprapa:79158. Full description at Econpapers \|\| Download paper
2017	Two Criteria for Good Measurements in Research: Validity and Reliability. (2017). Mohajan, Haradhan. In: MPRA Paper. RePEc:pra:mprapa:83458. Full description at Econpapers \|\| Download paper
2017	TWO CRITERIA FOR GOOD MEASUREMENTS IN RESEARCH: VALIDITY AND RELIABILITY. (2017). Mohajan, Haradhan. In: Annals of Spiru Haret University, Economic Series. RePEc:ris:sphecs:0276. Full description at Econpapers \|\| Download paper
2017	Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170038. Full description at Econpapers \|\| Download paper
2017	Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170051. Full description at Econpapers \|\| Download paper
2017	Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170082. Full description at Econpapers \|\| Download paper
2017	Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1715. Full description at Econpapers \|\| Download paper
2017	RETURN AND VOLATILITY SPILLOVER BETWEEN SECTORAL STOCK AND OIL PRICE: EVIDENCE FROM PAKISTAN STOCK EXCHANGE. (2017). Malik, Muhammad Irfan ; Rashid, Abdul. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:02:n:s2010495217500075. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2016). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Working Papers. RePEc:bog:wpaper:214. Full description at Econpapers \|\| Download paper
2016	Accounting for Urban-Rural Real Food Expenditure Differentials in Cameroon: A Quantile Regression-Based Decomposition. (2016). Wirba, Ebenezer Lemven ; Baye, Francis Menjo. In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:61-77. Full description at Econpapers \|\| Download paper
2016	The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36. Full description at Econpapers \|\| Download paper
2016	Continuous and Jump Betas: Implications for Portfolio Diversification. (2016). Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231. Full description at Econpapers \|\| Download paper
2016	Nonparametric Regression with Common Shocks. (2016). Souza-Rodrigues, Eduardo A. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:36-:d:77160. Full description at Econpapers \|\| Download paper
2016	Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2016). Tavlas, George ; Hall, Stephen ; Gibson, Heather. In: Discussion Papers in Economics. RePEc:lec:leecon:16/18*. Full description at Econpapers \|\| Download paper
2016	Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data. (2016). Degiannakis, Stavros ; Potamia, Artemis . In: MPRA Paper. RePEc:pra:mprapa:74670. Full description at Econpapers \|\| Download paper
2016	Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies. (2016). van Dijk, Herman ; Grassi, Stefano ; Hoogerheide, Lennart ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160099. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	21	53
2	Econometrics / MDPI, Open Access Journal	11	51
3	Tinbergen Institute Discussion Papers / Tinbergen Institute	29	49
4	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	14	49
5	MPRA Paper / University Library of Munich, Germany	90	45
6	Sustainability / MDPI, Open Access Journal	31	24
7	Journal of Econometrics / Elsevier	191	21
8	Papers / arXiv.org	54	18
9	Econometrics and Statistics / Elsevier	5	17
10	Journal of Risk and Financial Management / MDPI, Open Access Journal	8	16
11	International Journal of Forecasting / Elsevier	67	15