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Citation Profile [Updated: 2021-02-02 17:32:57]
5 Years H
51
Impact Factor
0
5 Years IF
0
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 0.09 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 1 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 2 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 3 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 4 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 4 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 6 0 0 0 0 0.09
1998 0 0.26 0.53 0 17 17 312 7 15 0 0 0 7 0.41 0.12
1999 0.76 0.27 0.51 0.76 18 35 1039 16 33 17 13 17 13 0 3 0.17 0.13
2000 0.77 0.32 0.88 0.77 13 48 1589 34 75 35 27 35 27 1 2.9 4 0.31 0.14
2001 1.45 0.34 1.16 1.1 21 69 704 65 155 31 45 48 53 0 3 0.14 0.15
2002 1.44 0.37 1.21 1.3 26 95 671 110 270 34 49 69 90 1 0.9 11 0.42 0.19
2003 1.06 0.39 1.57 1.54 22 117 1040 176 454 47 50 95 146 1 0.6 10 0.45 0.19
2004 1.44 0.44 1.93 2.13 29 146 1604 275 736 48 69 100 213 0 17 0.59 0.2
2005 1.78 0.46 1.85 1.79 25 171 598 316 1053 51 91 111 199 0 6 0.24 0.21
2006 1.41 0.46 1.97 1.63 23 194 327 371 1435 54 76 123 200 0 4 0.17 0.21
2007 0.88 0.42 1.78 1.51 29 223 468 390 1832 48 42 125 189 0 7 0.24 0.18
2008 1 0.44 2.35 2.02 32 255 613 595 2431 52 52 128 259 0 13 0.41 0.2
2009 1.08 0.43 1.8 1.51 37 292 896 523 2958 61 66 138 209 0 23 0.62 0.21
2010 0.96 0.43 1.78 1.19 17 309 457 549 3509 69 66 146 174 0 6 0.35 0.18
2011 1.17 0.45 1.79 1.07 27 336 1058 603 4112 54 63 138 147 1 0.2 14 0.52 0.2
2012 2.27 0.45 2.37 1.85 0 336 0 796 4908 44 100 142 262 0 0 0.19
2013 4.44 0.51 2.6 2.54 0 336 0 874 5782 27 120 113 287 0 0 0.21
2014 0 0.53 2.76 3.46 0 336 0 926 6708 0 81 280 0 0 0.2
2015 0 0.53 2.63 4.36 0 336 0 884 7592 0 44 192 0 0 0.2
2016 0 0.52 2.72 4.22 0 336 0 915 8507 0 27 114 0 0 0.19
2017 0 0.53 2.33 0 0 336 0 784 9291 0 0 0 0 0.19
2018 0 0.6 2.08 0 0 336 0 700 9991 0 0 0 0 0.24
2019 0 0.68 1.98 0 0 336 0 664 10655 0 0 0 0 0.25
2020 0 0.99 2.07 0 0 336 0 695 11350 0 0 0 0 0.38
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
#YearTitleCited
12000Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

981
21999Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

383
32003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

347
42011A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

337
52005Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

329
62000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

324
72004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

312
82003Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

276
92011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

Full description at Econpapers || Download paper

238
102001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

236
112004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

225
122009Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

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214
132008A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

208
141999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

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205
151999Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

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202
162004Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

Full description at Econpapers || Download paper

180
172010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

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176
182004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

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152
192002Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

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142
202002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

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135
212010Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

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119
221998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75.

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102
232004Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

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100
242002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

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100
252004Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

Full description at Econpapers || Download paper

100
262007The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502.

Full description at Econpapers || Download paper

93
272001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

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89
282000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

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86
291998Bayesian inference on GARCH models using the Gibbs sampler. (1998). Lubrano, Michel ; Bauwens, Luc. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46.

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78
302011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

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78
312004Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365.

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76
322007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

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76
332006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

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75
342009Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

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73
352011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

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72
361999Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders ; Mosconi, Rocco. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91.

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70
372009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

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67
382003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

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66
392001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

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65
402003A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Dellaportas, Petros ; Politis, D. N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334.

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64
412000BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

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64
421999Inference for Lorenz curve orderings. (1999). Dardanoni, Valentino ; Forcina, Antonio. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75.

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63
432011Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303.

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62
442004Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231.

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61
452004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

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61
462008Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325.

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60
471999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219.

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56
482000Signal extraction and the formulation of unobserved components models. (2000). Koopman, Siem Jan ; Harvey, Andrew. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107.

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55
492001An automatic leading indicator of economic activity: forecasting GDP growth for European countries. (2001). Weale, Martin ; Smith, Richard ; Kapetanios, George ; Camba-Mendez, Gonzalo. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:37.

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54
502001Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36.

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53
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

127
22011A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

78
32004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

67
42011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

Full description at Econpapers || Download paper

59
52009Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

Full description at Econpapers || Download paper

57
62003Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

56
72008A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

48
82003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

40
92000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

34
102010Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

Full description at Econpapers || Download paper

29
112010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

Full description at Econpapers || Download paper

28
122005Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

26
132004Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

Full description at Econpapers || Download paper

26
141999Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

25
152007The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502.

Full description at Econpapers || Download paper

23
162011Non‐parametric time‐varying coefficient panel data models with fixed effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408.

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20
172011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

Full description at Econpapers || Download paper

18
182009Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

Full description at Econpapers || Download paper

17
192002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

Full description at Econpapers || Download paper

17
202004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

17
212009Identification of peer effects using group size variation. (2009). FOUGERE, DENIS ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:397-413.

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15
222004Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

Full description at Econpapers || Download paper

15
232001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

Full description at Econpapers || Download paper

14
242008A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, G.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395.

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12
252001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

12
262002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

Full description at Econpapers || Download paper

11
272004Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231.

Full description at Econpapers || Download paper

10
282011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

Full description at Econpapers || Download paper

10
292001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

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302008Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325.

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312002Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

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322009Efficient GMM with nearly-weak instruments. (2009). Renault, Eric ; Antoine, Bertille. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s135-s171.

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9
332009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

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342011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:77-120.

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8
351999Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

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8
362007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

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8
372010Theory and inference for a Markov switching GARCH model. (2010). Rombouts, Jeroen ; Bauwens, Luc ; Preminger, Arie ; Jeroen V. K. Rombouts, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244.

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8
382004Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

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392008Heterogeneity, state dependence and health. (2008). Halliday, Timothy. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:3:p:499-516.

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402000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

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8
412011Misspecification in moment inequality models: back to moment equalities?. (2011). Ponomareva, Maria ; Tamer, Elie. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:186-203.

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8
422004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

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8
432006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

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8
442011Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303.

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8
451999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

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7
462011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24.

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7
472009A note on adapting propensity score matching and selection models to choice based samples. (2009). Todd, Petra ; Heckman, James. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s230-s234.

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7
482000BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

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7
492009An arbitrage-free generalized Nelson--Siegel term structure model. (2009). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c33-c64.

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6
502006Unit root tests in three-regime SETAR models. (2006). shin, yongcheol ; Kapetanios, George. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:252-278.

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6
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