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Econometrics / MDPI

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
15
Impact Factor
0.84
5 Years IF
0.57
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 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
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 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
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 0 0 0 0 0 0.2
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2012 0 0.45 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.5 0.15 0 13 13 182 2 2 0 0 1 50 2 0.15 0.21
2014 1.54 0.51 1.08 1.54 12 25 244 27 29 13 20 13 20 1 3.7 7 0.58 0.2
2015 1.56 0.5 0.89 1.56 46 71 185 62 92 25 39 25 39 5 8.1 13 0.28 0.19
2016 1.36 0.5 0.87 1.51 87 158 125 137 230 58 79 71 107 17 12.4 17 0.2 0.18
2017 0.33 0.5 0.84 0.73 54 212 176 179 409 133 44 158 115 15 8.4 24 0.44 0.18
2018 0.34 0.54 0.77 0.66 48 260 188 198 609 141 48 212 139 11 5.6 21 0.44 0.21
2019 0.74 0.58 0.64 0.58 50 310 40 196 806 102 75 247 144 3 1.5 5 0.1 0.21
2020 0.84 0.75 0.65 0.57 45 355 15 230 1038 98 82 285 163 6 2.6 2 0.04 0.29
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
12014The 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.

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107
22014Asymmetry 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

74
32018Decomposing 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

68
42014A 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

67
52015Detecting 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.

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65
62013Ten 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.

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63
72013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

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54
82013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

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25
92017A 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.

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22
102018Polarization 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.

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20
112016Volatility 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

18
122016Volatility 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

18
132016Volatility 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

18
142015Two-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

17
152017Synthetic Control and Inference. (2017). Hahn, Jinyong ; Shi, Ruoyao. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610.

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16
162016Forecasting 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.

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15
172018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

Full description at Econpapers || Download paper

15
182017Accuracy 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.

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13
192018Foreign 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.

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13
202015A 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.

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13
212016Testing 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.

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12
222015On 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.

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12
232014A 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.

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12
242013Ranking 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.

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12
252013Outlier 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.

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12
262016Forecasting 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.

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11
272016Forecasting 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.

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11
282015Plug-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.

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10
292017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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10
302016Generalized 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.

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10
312016Pair-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.

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10
322015On 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.

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10
332017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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9
342015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

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9
352018Income 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.

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9
362018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

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8
372018On the Stock–Yogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher L. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573.

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8
382014Bias-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.

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8
392017A 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.

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8
402015Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974.

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7
412014Credible 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.

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7
422018From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699.

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7
432018Using 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.

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7
442018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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7
452013Forecasting 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.

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7
462017Copula–Based 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.

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6
472015Finding 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.

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6
482017Regime 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.

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6
492017Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Schamberger, Benedikt ; Czado, Claudia ; Gruber, Lutz F. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406.

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6
502017Do 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.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Decomposing 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

62
22014The 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

41
32015Detecting 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

26
42013Ten 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

20
52018Polarization 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

17
62013Academic 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

16
72014Asymmetry 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

14
82017Synthetic 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

13
92014A 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

13
102016Testing 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

12
112016Volatility 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

12
122018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

Full description at Econpapers || Download paper

12
132016Volatility 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

12
142016Volatility 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

12
152013Structural 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

11
162017Accuracy 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

10
172015Two-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

10
182018Foreign 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

10
192018Income 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

9
202016Pair-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

8
212017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

8
222017A 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

8
232015On 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

7
242018Using 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.

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252018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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262018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

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272017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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282015A 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.

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292015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

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302018From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699.

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312017Regime 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.

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322016Generalized 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.

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332019Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems. (2019). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:8-:d:212762.

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342017Do 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.

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352015Plug-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.

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362018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

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372017Copula–Based 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.

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382015Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974.

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392020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

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402016Forecasting 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.

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412019Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms. (2019). Nielsen, Bent ; Kurita, Takamitsu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:42-:d:273844.

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422013Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948.

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432017Inequality and Poverty When Effort Matters. (2017). Ravallion, Martin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:50-:d:117713.

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442017Unit 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.

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452016Forecasting 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.

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462017Between 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.

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472017Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889.

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482016Forecasting 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.

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492017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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502015Bootstrap Tests for Overidentification in Linear Regression Models. (2015). MacKinnon, James ; Davidson, Russell. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:825-863:d:60287.

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Citing documents used to compute impact factor: 82
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2020Die Lohnungleichheit von Vollzeitbeschäftigten in Deutschland: Rückblick und Überblick. (2020). Fitzenberger, Bernd ; Seidlitz, Arnim. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:14:y:2020:i:2:d:10.1007_s11943-020-00273-w.

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2020Diverging paths: Labor reallocation, sorting, and wage inequality. (2020). Winkler, Erwin. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224535.

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2020Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis. (2020). Eppelsheimer, Johann ; Dauth, Wolfgang. In: Journal for Labour Market Research. RePEc:iab:iabjlr:v:54:i:1:p:art.10.

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2020Preparing the sample of integrated labour market biographies (SIAB) for scientific analysis. (2020). Eppelsheimer, Johann ; Dauth, Wolfgang. In: Journal for Labour Market Research. RePEc:iab:iabjlr:v:54:p:art.10.

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2020The (im)precision of scholarly consumer behavior research. (2020). Kostyk, Alena ; Hyman, Michael R ; Trafimow, David. In: Journal of Business Research. RePEc:eee:jbrese:v:114:y:2020:i:c:p:93-101.

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2020The Spatial Dimension of Income Inequality: An Analysis at Municipal Level. (2020). Mastronardi, Luigi ; Cavallo, Aurora. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1622-:d:323487.

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2020Increasing concave orderings of linear combinations of order statistics with applications to social welfare. (2020). Castao-Martinez, Antonia ; Sordo, Miguel A ; Psarrakos, Georgios ; Pigueiras, Gema . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:83:y:2020:i:6:d:10.1007_s00184-019-00754-1.

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2020The distortion principle for insurance pricing: properties, identification and robustness. (2020). Escobar, Debora Daniela ; Ch, Georg. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-018-3119-1.

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2020Forecasting Trade Potential Between China and the Five Central Asian Countries: Under the Background of Belt and Road Initiative. (2020). Huang, Rongji ; Du, Shaofu ; Zhu, Yangguang ; Nie, Tengfei. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-019-09886-y.

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2020On Unit Free Assessment of The Extent of Multilateral Distributional Variation. (2020). Linton, O ; Anderson, G ; Zelli, R ; Whang, Y-J., ; Pittau, M G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20123.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:90.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-547.

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2020Estimation of Income Inequality from Grouped Data. (2020). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: LIS Working papers. RePEc:lis:liswps:804.

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2020Wage Inequality in Germany after the Minimum Wage Introduction. (2020). , Mariobossler ; Bossler, Mario ; Schank, Thorsten. In: IZA Discussion Papers. RePEc:iza:izadps:dp13003.

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2020Self-employment as a source of income inequality. (2020). Schneck, Stefan. In: Eurasian Business Review. RePEc:spr:eurasi:v:10:y:2020:i:1:d:10.1007_s40821-019-00143-8.

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2020Gender wage inequality during Sri Lanka’s post-reform growth: A distributional analysis. (2020). Seneviratne, Prathi. In: World Development. RePEc:eee:wdevel:v:129:y:2020:i:c:s0305750x20300048.

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2020Understanding What Has Been Happening to the Public‐Sector Pay Premium in Great Britain: A Distributional Approach Based on the Labour Force Survey. (2020). Staneva, Anita ; O'Leary, Nigel ; Blackaby, David ; Murphy, Philip. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:58:y:2020:i:2:p:273-300.

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2020Why wealth inequality differs between post-socialist countries?. (2020). Sałach, Katarzyna ; Brzeziński, Michał ; Saach, Katarzyna ; Brzeziski, Micha. In: Working Papers. RePEc:war:wpaper:2020-14.

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2020Why wealth inequality differs between post-socialist countries?. (2020). Salach, Katarzyna ; BRZEZINSKI, Michal . In: Working Papers. RePEc:inq:inqwps:ecineq2020-551.

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2020Overconfidence and Gender Differences in Wage Expectations. (2020). Pfeifer, Gregor ; Satlukal, Sascha ; Reutter, Mirjam ; Osikominu, Aderonke ; Briel, Stephanie. In: IZA Discussion Papers. RePEc:iza:izadps:dp13517.

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2020GENDER GAP IN PENSION INCOME: CROSS-COUNTRY ANALYSIS AND ROLE OF GENDER ATTITUDES. (2020). Veremchuk, Anna. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:126.

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2020The Impact of Employer Discrimination on Female Labor Market Outcomes : Experimental Evidence from Tunisia. (2020). Thabet, Mohammed ; Paez, Gustavo Nicolas ; Towfighian, Samira Nikaein ; Subhi, Jumana Jamal. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9361.

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2020How Long Do Early Career Decisions Follow Women? The Impact of Employer History on the Gender Wage Gap. (2020). Monti, Holly ; Zehr, Lori ; Stinson, Martha. In: Journal of Labor Research. RePEc:spr:jlabre:v:41:y:2020:i:3:d:10.1007_s12122-020-09300-9.

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2020Wealth inequality and financial inclusion: Evidence from South African tax and survey records. (2020). von Fintel, Dieter ; Orthofer, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:568-578.

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2020Overconfidence and gender differences in wage expectations. (2020). Pfeifer, Gregor ; Briel, Stephanie ; Satlukal, Sascha ; Reutter, Mirjam ; Osikominu, Aderonke. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:082020.

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2020Wage inequality in Germany after the minimum wage introduction. (2020). Schank, Thorsten ; Bossler, Mario. In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. RePEc:zbw:vfsc20:224543.

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2020Locus of control and the gender gap in mental health. (2020). Smyth, Russell ; Churchill, Sefa Awaworyi ; Prakash, Kushneel ; Munyanyi, Musharavati Ephraim . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:740-758.

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2020Inequality in socio-emotional skills: A cross-cohort comparison. (2020). Conti, Gabriella ; Blundell, Richard ; Mason, Giacomo ; Attanasio, Orazio. In: Journal of Public Economics. RePEc:eee:pubeco:v:191:y:2020:i:c:s0047272720300359.

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2020The gender wage gap in Myanmar: Adding insult to injury?. (2020). Hansen, Henrik ; Win, Ngu Wah ; Rand, John. In: DERG working paper series. RePEc:kud:kuderg:2005.

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2020What Does Gender Yield Gap Tell Us about Smallholder Farming in Developing Countries?. (2020). Njuguna, Esther M ; Kabungo, Catherine ; Nduguru, Agness ; Katungi, Enid ; Collins, Odhiambo A ; Nchanji, Eileen B ; Ojiewo, Chris O. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:77-:d:467129.

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2020Counterfactual quantile decompositions with selection correction taking into account Huber/Melly (2015): An application to the German gender wage gap. (2020). Biewen, Martin ; Seckler, Matthias ; Fitzenberger, Bernd. In: Labour Economics. RePEc:eee:labeco:v:67:y:2020:i:c:s0927537120301317.

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2020Analyse du différentiel de performances scolaires dans les pays PASEC sur la base de la régression quantile contrefactuelle. (2020). Foueka, Romuald . In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:4:p:605-618.

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2020Jobs, earnings, and routine-task occupational change in times of revolution: The Tunisian perspective. (2020). Marouani, Mohamed ; Marshalian, Michelle ; le Minh, Phuong. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2020-171.

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2020Statutory, Effective and Optimal Net Tax Schedules in Lithuania. (2020). Jousten, Alain ; ÄŒerniauskas, Nerijus ; Cerniauskas, Nerijus. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:72.

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2020The ``missing rich in household surveys: causes and correction approaches. (2020). Lustig, Nora. In: Working Papers. RePEc:inq:inqwps:ecineq2020-520.

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2020Inequality of Opportunity for Income in Denmark and the United States: A Comparison Based on Administrative Data. (2020). Helso, Anne-Line Koch ; Mitnik, Pablo A ; Bryant, Victoria L. In: NBER Chapters. RePEc:nbr:nberch:14435.

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2020The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063.

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2020Infectious Disease-Related Uncertainty and the Safe-Haven Characteristic of US Treasury Securities. (2020). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202078.

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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085.

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2020Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates. (2020). GUPTA, RANGAN ; Bouri, Elie ; Subramaniam, Sowmya ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:202098.

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2020Widening the gap: the influence of ‘inner areas’ on income inequality in Italy. (2020). Gallo, Giovanni ; Pagliacci, Francesco. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:37:y:2020:i:1:d:10.1007_s40888-019-00157-5.

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2020All that glitters is not gold. Effects of working from home on income inequality at the time of COVID-19. (2020). scicchitano, sergio ; Gallo, Giovanni ; Bonacini, Luca. In: GLO Discussion Paper Series. RePEc:zbw:glodps:541.

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2020Income Differentiation as a Factor of Unsustainability in Forestry. (2020). Jarolinova, Veronika ; Maitah, Kamil ; Smutka, Lubo ; Toth, Daniel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4749-:d:369708.

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2020Links between Attitudes, Mode Choice, and Travel Satisfaction: A Cross-Border Long-Commute Case Study. (2020). Enaux, Christophe ; Theriault, Marius ; Gerber, Philippe ; Carpentier-Postel, Samuel . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9203-:d:440588.

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2020Choice of pension management fees and effects on pension wealth. (2020). Bernal Lobato, Noelia ; Olivera, Javier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:539-568.

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2020.

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2020Intergenerational Transfers by Size and Wealth Inequality in Rich Countries. (2020). Nolan, Brian ; Morelli, Salvatore ; van Kerm, Philippe ; Palomino, Juan. In: CSEF Working Papers. RePEc:sef:csefwp:578.

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2020Price-cost margins and fixed costs. (2020). Abraham, Filip ; Roeger, Werner ; Konings, Jozef ; Bormans, Yannick. In: Working Papers. RePEc:liv:livedp:202010.

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2020International Energy Security Risk Index—Analysis of the Methodological Settings. (2020). Prajc, Polona ; Filipovi, Sanja ; Radovanovi, Mirjana ; Imi, Goran ; Podbregar, Iztok . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3234-:d:374895.

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2020Structural Panel Bayesian VAR with Multivariate Time-varying Volatility to jointly deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2020). Pacifico, Antonio. In: MPRA Paper. RePEc:pra:mprapa:104292.

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2020Bayesian Fuzzy Clustering with Robust Weighted Distance for Multiple ARIMA and Multivariate Time-Series. (2020). Pacifico, Antonio. In: MPRA Paper. RePEc:pra:mprapa:104379.

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2020Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905.

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2020Cointegration and Structure in Norwegian Wage–Price Dynamics. (2020). Sparrman, Victoria ; Nymoen, Ragnar ; Gjelsvik, Marit. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:29-:d:390332.

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2020The Influence of Ambient Temperature on Social Perception and Social Behavior. (2020). Schmidt, Ulrich ; Schunk, Daniel ; Ring, Patrick ; Nanninga, Gerrit ; Krause, Jan S. In: Working Papers. RePEc:jgu:wpaper:2013.

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2020CLAR(1) point forecasting under estimation uncertainty. (2020). Weiss, Christian H ; Nik, Simon. In: Statistica Neerlandica. RePEc:bla:stanee:v:74:y:2020:i:4:p:489-516.

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2020.

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2020Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banks’ Sustainability Risk. (2020). Zhu, Min ; Zhao, Qicheng ; Wang, Zhouwei ; Pang, Tao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8849-:d:434334.

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2020A response surface analysis of critical values for the lead?lag ratio with application to high frequency and non?synchronous financial data. (2020). Rajaguru, Gulasekaran ; O'Neill, Michael. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3979-3990.

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2020Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues. (2020). Mixon, Franklin G ; Caudill, Steven B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:105-:d:362053.

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Recent citations received in 2020
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2020Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16.

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2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

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Recent citations received in 2019
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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2019The 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.

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2019Bayesian 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.

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2019The 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.

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2019Can 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.

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Recent citations received in 2018
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2018The distortion principle for insurance pricing: properties, identification and robustness. (2018). Pflug, Georg ; Escobar, Daniela. In: Papers. RePEc:arx:papers:1809.06592.

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2018Confidence intervals for bias and size distortion in IV and local projections — IV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1841.

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2018Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1077.

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2018Does Early Child Care Affect Childrens Development?. (2018). Felfe, Christina ; Lalive, Rafael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12675.

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2018The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp999.

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2018Bias-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.

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2018Decomposition 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.

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2018Nonparametric 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.

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2018Evaluating 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.

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2018The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: PSE Working Papers. RePEc:hal:psewpa:hal-02878315.

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2018The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: World Inequality Lab Working Papers. RePEc:hal:wilwps:hal-02878315.

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2018The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: Working Papers. RePEc:hal:wpaper:hal-02878315.

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2018The 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.

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2018The 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.

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2018The 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.

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2018Confidence intervals for bias and size distortion in IV and local projections–IV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Economics Working Papers. RePEc:upf:upfgen:1640.

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2018The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:281.

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2018The effect of self-employment on income inequality. (2018). Schneck, Stefan. In: Working Papers. RePEc:zbw:ifmwps:0518.

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Recent citations received in 2017
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2017Bank Size, Returns to Scale and Cost Efficiency. (2017). Sapci, Ayse ; Miles, Bradley . In: Working Papers. RePEc:cgt:wpaper:2017-02.

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2017CONTAGION 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.

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2017The Economic Consequences of the Brexit Vote. (2017). Sedlacek, Petr ; Müller, Gernot ; Born, Benjamin ; Schularick, Moritz ; Muller, Gernot. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12454.

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2017Realized 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.

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2017Fiscal 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.

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2017Realized 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.

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2017Volatility 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.

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2017Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:101761.

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2017Likelihood 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.

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2017Using 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.

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2017Formula 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.

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2017An 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.

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2017Volatility 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.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). Muellbauer, John ; Hendry, David . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

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2017Synthetic data: an endogeneity simulation. (2017). Carbajal De Nova, Carolina. In: MPRA Paper. RePEc:pra:mprapa:79067.

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2017Synthetic data: an endogeneity simulation. (2017). Carbajal De Nova, Carolina. In: MPRA Paper. RePEc:pra:mprapa:79158.

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2017Two Criteria for Good Measurements in Research: Validity and Reliability. (2017). Mohajan, Haradhan. In: MPRA Paper. RePEc:pra:mprapa:83458.

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2017TWO CRITERIA FOR GOOD MEASUREMENTS IN RESEARCH: VALIDITY AND RELIABILITY. (2017). Mohajan, Haradhan. In: Annals of Spiru Haret University, Economic Series. RePEc:ris:sphecs:0276.

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2017Realized 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.

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2017Volatility 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.

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2017Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170082.

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2017RETURN 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.

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