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Citation Profile [Updated: 2021-01-04 09:42:29]
5 Years H
15
Impact Factor
0.28
5 Years IF
0.23
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 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.14 0 0 13 13 44 0 0 0 0 0 0.07
1995 0.15 0.19 0.06 0.15 20 33 74 2 2 13 2 13 2 0 0 0.09
1996 0.12 0.22 0.1 0.12 19 52 121 5 7 33 4 33 4 0 1 0.05 0.12
1997 0.15 0.23 0.14 0.15 14 66 10 9 16 39 6 52 8 0 0 0.13
1998 0.15 0.24 0.08 0.09 18 84 59 7 23 33 5 66 6 0 0 0.15
1999 0.06 0.32 0.13 0.14 14 98 38 13 36 32 2 84 12 7 53.8 0 0.21
2000 0.25 0.46 0.23 0.2 11 109 53 25 61 32 8 85 17 7 28 2 0.18 0.2
2001 0.12 0.4 0.18 0.17 11 120 49 21 82 25 3 76 13 3 14.3 1 0.09 0.22
2002 0.32 0.42 0.28 0.19 21 141 40 35 121 22 7 68 13 12 34.3 3 0.14 0.23
2003 0.06 0.42 0.15 0.12 22 163 79 25 146 32 2 75 9 0 3 0.14 0.24
2004 0.23 0.46 0.26 0.28 27 190 67 50 196 43 10 79 22 10 20 6 0.22 0.27
2005 0.27 0.49 0.27 0.26 26 216 111 58 254 49 13 92 24 16 27.6 7 0.27 0.29
2006 0.32 0.48 0.26 0.3 22 238 96 60 315 53 17 107 32 9 15 3 0.14 0.27
2007 0.35 0.4 0.28 0.33 14 252 68 70 385 48 17 118 39 17 24.3 2 0.14 0.22
2008 0.17 0.46 0.19 0.27 9 261 57 50 435 36 6 111 30 2 4 4 0.44 0.23
2009 0.26 0.43 0.19 0.26 17 278 57 54 489 23 6 98 25 10 18.5 1 0.06 0.23
2010 0.35 0.38 0.2 0.24 23 301 59 61 550 26 9 88 21 15 24.6 5 0.22 0.19
2011 0.33 0.47 0.23 0.4 26 327 49 75 625 40 13 85 34 5 6.7 6 0.23 0.25
2012 0.22 0.5 0.22 0.26 20 347 34 75 700 49 11 89 23 12 16 7 0.35 0.26
2013 0.46 0.52 0.46 0.48 29 376 40 172 872 46 21 95 46 32 18.6 4 0.14 0.24
2014 0.18 0.55 0.25 0.36 30 406 27 100 972 49 9 115 41 24 24 4 0.13 0.28
2015 0.15 0.54 0.17 0.14 21 427 39 73 1045 59 9 128 18 16 21.9 5 0.24 0.27
2016 0.18 0.56 0.1 0.17 20 447 13 45 1090 51 9 126 22 2 4.4 1 0.05 0.28
2017 0.24 0.57 0.11 0.15 22 469 22 51 1141 41 10 120 18 5 9.8 1 0.05 0.28
2018 0.19 0.58 0.1 0.19 24 493 27 51 1192 42 8 122 23 7 13.7 4 0.17 0.29
2019 0.54 0.61 0.15 0.31 33 526 11 80 1272 46 25 117 36 15 18.8 4 0.12 0.38
2020 0.28 0.55 0.13 0.23 43 569 11 73 1345 57 16 120 28 9 12.3 15 0.35 0.73
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
11995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, Keith ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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55
21996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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42
32003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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39
42006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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35
51996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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33
62007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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31
71994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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26
81996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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26
92005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

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25
101998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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23
112008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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21
122008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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21
131999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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20
142001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
152005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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18
162009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

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15
172009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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14
182000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

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13
192009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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12
201998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

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12
212002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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12
221996The Robustness of Estimators for Dynamic Panel Data Models to Misspecification.. (1996). Matyas, Laszlo ; Harris, Mark ; Longmire, R. J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-9.

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11
232004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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10
242006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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10
252004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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10
262000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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10
272004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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10
281996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Lee, Xin ; Harris, Mark ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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9
292005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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9
302006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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9
312005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
322005Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases.. (2005). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-16.

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8
332000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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8
341998Lead Time demand for Simple Exponential Smoothing.. (1998). Snyder, Ralph ; Ord, Keith ; Koehler, A. B. ; Sunder, R. D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

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8
352007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

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8
362010Short-term load forecasting based on a semi-parametric additive model. (2010). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-17.

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8
372008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

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8
382010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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8
392006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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8
402015A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks. (2015). Zhang, Xiaohui ; GAO, Jiti ; Feng, Guohua ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-9.

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8
412018Probabilisitic forecasts in hierarchical time series. (2018). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-11.

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8
422006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

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7
432002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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7
442020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

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7
452005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects. (2005). Kim, Jae ; Doucouliagos, Chris. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-22.

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7
462007Optimal combination forecasts for hierarchical time series. (2007). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

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7
472003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine ; Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

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7
482007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

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7
492010A Primal Divisia Technical Change Index Based on the Output Distance Function. (2010). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-7.

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7
502000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Snyder, Ralph ; Hyndman, Rob ; Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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11
22020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

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7
32018Probabilisitic forecasts in hierarchical time series. (2018). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-11.

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7
42017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Taylor, James W ; Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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6
52018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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5
62015A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to U.S. Commercial Banks. (2015). Zhang, Xiaohui ; GAO, Jiti ; Feng, Guohua ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-9.

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5
72010Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand. (2010). de Silva, Ashton ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-11.

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4
82020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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4
92017Recursive estimation in large panel data models: Theory and practice. (2017). hsiao, cheng ; GAO, Jiti ; Yang, Yanrong ; Jiang, Bing ; Athanasopoulos, George ; Panagiotelis, Anastasios ; Tan, Ban Kheng . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-5.

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3
102019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

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3
112006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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3
122019Nonparametric Estimation in Panel Data Models with Heterogeneity and Time Varyingness. (2019). GAO, Jiti ; Yang, Yanrong ; Liu, Fei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-24.

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3
132018Meta-learning how to forecast time series. (2018). Talagala, Thiyanga ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-6.

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3
142019Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18.

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3
152017Estimation and inference in semiparametric quantile factor models. (2017). LINTON, OLIVER ; GAO, Jiti ; Ma, Shujie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-8.

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3
162012Independence Test for High Dimensional Random Vectors. (2012). Yang, Yong ; gao, jassduke ; Pan, G. ; Guo, M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-1.

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3
172017Macroeconomic forecasting for Australia using a large number of predictors. (2017). Vahid, Farshid ; Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Jiang, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-2.

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3
182006Some Nonlinear Exponential Smoothing Models are Unstable. (2006). Hyndman, Rob ; Akram, Muhammad. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-3.

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3
192010What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types. (2010). Zhao, Xueyan ; Srivastava, Preety Pratima. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-1.

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3
202010Automatic forecasting with a modified exponential smoothing state space framework. (2010). De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-10.

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2
212012Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods. (2012). Shang, Han Lin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-10.

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2
222008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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2
232015How do Shocks to Domestic Factors Affect Real Exchange Rates of Asian Developing Countries. (2015). Dumrongrittikul, Taya ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-4.

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2
242011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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2
252019Optimal Non-negative Forecast Reconciliation. (2019). Hyndman, Rob J ; Turlach, Berwin A ; Wickramasuriya, Shanika L. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-15.

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2
262018Varying-coefficient panel data models with partially observed factor structure. (2018). GAO, Jiti ; Peng, Bin ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-1.

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2
272013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-16.

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2
282019Elucidate Structure in Intermittent Demand Series. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-27.

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2
292013Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2013). Martin, Gael ; Forbes, Catherine ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-28.

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2
302019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone. (2019). GAO, Jiti ; Casas, Isabel ; Xie, Shangyu ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-28.

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2
312015A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction. (2015). Hyndman, Rob ; Koo, Bonsoo ; Bergmeir, Christoph. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-10.

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322016The Bivariate Probit Model, Maximum Likelihood Estimation, Pseudo True Parameters and Partial Identification. (2016). Poskitt, Donald ; Zhao, Xueyan ; Li, Chuhui . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2016-16.

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Citing documents used to compute impact factor: 16
YearTitle
2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?. (2020). Siklos, Pierre L. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-02.

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2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures. (2020). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:130-152.

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2020Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Guidolin, Massimo ; Pedio, Manuela ; Berglund, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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2020Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120.

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2020FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92.

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2020A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection. (2020). Li, S ; Connor, G ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20103.

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2020Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53.

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2020.

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2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2020). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-23.

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2020On the Evaluation of Hierarchical Forecasts. (2020). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-2.

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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

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2020Adaptative predictability of stock market returns. (2020). Casas, Maria Isabel ; Mao, Xiuping ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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2020Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Peng, Bin ; Liu, Fei. In: Papers. RePEc:arx:papers:2012.03182.

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2020Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Peng, Bin ; Liu, Fei ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-44.

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Recent citations
Recent citations received in 2020

YearCiting document
2020Recent Developments on Factor Models and its Applications in Econometric Learning. (2020). Fan, Jianqing ; Liao, Yuan. In: Papers. RePEc:arx:papers:2009.10103.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Sarafidis, Vasilis ; Yamagata, Takashi ; Norkute, Milda ; Cui, Guowei. In: ISER Discussion Paper. RePEc:dpr:wpaper:1101.

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2020Indirect Inference for Locally Stationary Models. (2020). Koo, Bonsoo ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-30.

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2020Prediction of hierarchical time series using structured regularization and its application to artificial neural networks. (2020). Takano, Yuichi ; Kobayashi, Ken ; Shiratori, Tomokaze. In: PLOS ONE. RePEc:plo:pone00:0242099.

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2020Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. (2020). Yamagata, Takashi ; Sarafidis, Vasilis ; Norkute, Milda ; Cui, Guowei. In: MPRA Paper. RePEc:pra:mprapa:102827.

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2020A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels. (2020). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:102992.

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2020Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Westerlund, Joakim ; Sarafidis, Vasilis ; Li, QI. In: MPRA Paper. RePEc:pra:mprapa:104751.

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2020An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104906.

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2020Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: MPRA Paper. RePEc:pra:mprapa:104908.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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Recent citations received in 2019

YearCiting document
2019Machine Learning for Forecasting Excess Stock Returns – The Five-Year-View. (2019). Scholz, Michael ; Nielsen, Jens Perch ; Mousavi, Parastoo ; Kyriakou, Ioannis. In: Graz Economics Papers. RePEc:grz:wpaper:2019-06.

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2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction. (2019). Hyndman, Rob J ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-18.

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2019Elucidate Structure in Intermittent Demand Series. (2019). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-27.

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Recent citations received in 2018

YearCiting document
2018Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

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2018On normalization and algorithm selection for unsupervised outlier detection. (2018). Hyndman, Rob ; Smith-Miles, Kate ; Munoz, Mario A ; Kandanaarachchi, Sevvandi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-16.

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2018FFORMA: Feature-based forecast model averaging. (2018). Hyndman, Rob ; Talagala, Thiyanga S ; Athanasopoulos, George ; Montero-Manso, Pablo. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-19.

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2018Cross-temporal coherent forecasts for Australian tourism. (2018). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-24.

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Recent citations received in 2017

YearCiting document
2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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