Citation analysis for Economics Papers / Economics Group, Nuffield College, University of Oxford

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.24

5 Years IF

0.37

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	0.13	0.5	0	2	2	16		1	0		0			0		0	0.06
1995	0.5	0.18	0.09	0.5	20	22	537	1	3	2	1	2	1		0		0	0.09
1996	0.14	0.21	0.31	0.14	27	49	373	9	18	22	3	22	3	6	66.7	6	0.22	0.12
1997	0.4	0.23	0.42	0.43	13	62	33	24	44	47	19	49	21	1	4.2	1	0.08	0.13
1998	0.33	0.24	0.28	0.27	9	71	193	20	64	40	13	62	17		0	1	0.11	0.15
1999	0.45	0.32	0.57	0.44	17	88	513	46	114	22	10	71	31		0	9	0.53	0.21
2000	1.15	0.44	0.86	0.78	10	98	26	75	198	26	30	86	67		0	2	0.2	0.2
2001	1.22	0.4	0.97	0.83	35	133	1001	109	327	27	33	76	63	34	31.2	19	0.54	0.22
2002	0.53	0.42	1.17	0.87	18	151	118	154	503	45	24	84	73	18	11.7	12	0.67	0.23
2003	0.77	0.42	1.27	1.08	22	173	111	196	722	53	41	89	96	34	17.3	21	0.95	0.24
2004	0.58	0.47	1.47	1.12	30	203	548	261	1020	40	23	102	114	35	13.4	15	0.5	0.27
2005	0.87	0.49	1.31	0.76	26	229	417	300	1320	52	45	115	87	30	10	35	1.35	0.29
2006	1.45	0.47	1.45	1.1	12	241	83	350	1670	56	81	131	144	8	2.3	12	1	0.27
2007	1.08	0.39	1.11	1.09	5	246	14	274	1944	38	41	108	118	3	1.1		0	0.22
2008	2	0.46	1	1.16	11	257	117	256	2200	17	34	95	110	7	2.7	4	0.36	0.23
2009	0.63	0.43	0.85	1.15	16	273	124	233	2433	16	10	84	97	9	3.9	10	0.63	0.22
2010	0.48	0.37	0.59	0.49	6	279	1	166	2599	27	13	70	34		0		0	0.19
2011	0.5	0.46	0.74	0.58	1	280	17	207	2807	22	11	50	29		0		0	0.25
2012	0.57	0.5	0.51	0.49	13	293	227	147	2955	7	4	39	19	1	0.7	7	0.54	0.25
2013	0.64	0.5	0.53	0.79	12	305	63	163	3118	14	9	47	37	3	1.8	1	0.08	0.24
2014	1.56	0.53	0.59	1.02	7	312	34	183	3301	25	39	48	49	5	2.7	1	0.14	0.27
2015	0.42	0.53	0.68	1.13	12	324	29	221	3522	19	8	39	44		0	1	0.08	0.27
2016	0.68	0.54	0.74	1.4	11	335	41	247	3769	19	13	45	63	5	2	2	0.18	0.27
2017	0.65	0.54	0.66	1.02	6	341	8	225	3994	23	15	55	56		0	2	0.33	0.27
2018	0.53	0.53	0.65	0.73	7	348	2	225	4220	17	9	48	35	10	4.4	1	0.14	0.26
2019	0.08	0.55	0.52	0.4	10	358	11	187	4407	13	1	43	17	2	1.1	3	0.3	0.32
2020	0.24	0.63	0.44	0.37	7	365	13	159	4566	17	4	46	17	1	0.6	6	0.86	0.58

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2001	GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers \|\| Download paper	708
2	1995	Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers \|\| Download paper	456
3	1999	Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers \|\| Download paper	408
4	2004	Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers \|\| Download paper	269
5	2005	Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517. Full description at Econpapers \|\| Download paper	164
6	1996	Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614. Full description at Econpapers \|\| Download paper	131
7	2012	Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers \|\| Download paper	130
8		Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers \|\| Download paper	130
9	2004	We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers \|\| Download paper	99
10	2005	Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers \|\| Download paper	76
11	1996	Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Shin, Hyun Song ; Morris, Stephen. In: Economics Papers. RePEc:nuf:econwp:126. Full description at Econpapers \|\| Download paper	73
12	2009	Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers \|\| Download paper	68
13	2006	Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603. Full description at Econpapers \|\| Download paper	57
14	1996	An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604. Full description at Econpapers \|\| Download paper	50
15	1999	Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3. Full description at Econpapers \|\| Download paper	48
16	2004	Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048. Full description at Econpapers \|\| Download paper	40
17	2013	Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307. Full description at Econpapers \|\| Download paper	37
18	2001	Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104. Full description at Econpapers \|\| Download paper	36
19	2012	Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers \|\| Download paper	36
20	1996	Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625. Full description at Econpapers \|\| Download paper	34
21	2001	Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113. Full description at Econpapers \|\| Download paper	33
22	1996	Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125. Full description at Econpapers \|\| Download paper	33
23	2005	Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507. Full description at Econpapers \|\| Download paper	30
24	2002	Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216. Full description at Econpapers \|\| Download paper	30
25	2001	Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110. Full description at Econpapers \|\| Download paper	28
26	2001	Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, BenoÃÆÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102. Full description at Econpapers \|\| Download paper	28
27	2001	Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106. Full description at Econpapers \|\| Download paper	28
28	2008	Learning while voting: determinants of collective experimentation. (2008). Strulovici, Bruno. In: Economics Papers. RePEc:nuf:econwp:0808. Full description at Econpapers \|\| Download paper	27
29	2001	How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116. Full description at Econpapers \|\| Download paper	27
30	2005	Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524. Full description at Econpapers \|\| Download paper	25
31	2004	A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: Economics Papers. RePEc:nuf:econwp:0429. Full description at Econpapers \|\| Download paper	25
32	2008	Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810. Full description at Econpapers \|\| Download paper	24
33	2016	Labour Supply: the Roles of Human Capital and the Extensive Margin. (2016). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1605. Full description at Econpapers \|\| Download paper	24
34	2001	Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118. Full description at Econpapers \|\| Download paper	22
35	2005	Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel. In: Economics Papers. RePEc:nuf:econwp:0514. Full description at Econpapers \|\| Download paper	22
36	1997	Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713. Full description at Econpapers \|\| Download paper	22
37	1998	Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1998). MULKAY, BenoÃÆÃÂ®t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:143. Full description at Econpapers \|\| Download paper	21
38	2012	Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1201. Full description at Econpapers \|\| Download paper	21
39	1998	Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; CrÃÆÃÂ©pon, Bruno ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142. Full description at Econpapers \|\| Download paper	21
40	1995	On the interactions of unit roots and exogeneity. (1995). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0007. Full description at Econpapers \|\| Download paper	21
41	1995	Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:0015. Full description at Econpapers \|\| Download paper	21
42	2005	Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506. Full description at Econpapers \|\| Download paper	21
43	2002	Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213. Full description at Econpapers \|\| Download paper	20
44	2004	Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0428. Full description at Econpapers \|\| Download paper	19
45	2001	Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211. Full description at Econpapers \|\| Download paper	18
46	2011	Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1101. Full description at Econpapers \|\| Download paper	18
47	2005	Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509. Full description at Econpapers \|\| Download paper	18
48	2004	Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044. Full description at Econpapers \|\| Download paper	18
49	2003	Comparison of Model Reduction Methods for VAR Processes. (2003). LÃÆÃÂ¼tkepohl, Helmut ; Krolzig, Hans-Martin ; BrÃÆÃÂ¼ggemann, Ralf. In: Economics Papers. RePEc:nuf:econwp:0313. Full description at Econpapers \|\| Download paper	17
50	2008	Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802. Full description at Econpapers \|\| Download paper	17

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

#	Year	Title	Cited
1	2001	GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers \|\| Download paper	149
2	2004	Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers \|\| Download paper	38
3	1999	Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers \|\| Download paper	33
4	2012	Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers \|\| Download paper	26
5	2016	Labour Supply: the Roles of Human Capital and the Extensive Margin. (2016). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1605. Full description at Econpapers \|\| Download paper	19
6	2005	Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers \|\| Download paper	13
7	2013	Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307. Full description at Econpapers \|\| Download paper	13
8	2008	Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802. Full description at Econpapers \|\| Download paper	10
9	2014	A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice. (2014). Keane, Michael ; Ching, Andrew ; Erdem, Tulin. In: Economics Papers. RePEc:nuf:econwp:1401. Full description at Econpapers \|\| Download paper	9
10	2020	The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19. (2020). JÃÆÃÂ¤ckle, Annette ; Crossley, Thomas ; Burton, Jonathan ; Read, Brendan ; Low, Hamish ; Fisher, Paul ; Benzeval, Michaela. In: Economics Papers. RePEc:nuf:econwp:2007. Full description at Econpapers \|\| Download paper	9
11	2012	Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers \|\| Download paper	7
12	2001	Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106. Full description at Econpapers \|\| Download paper	7
13	2004	We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers \|\| Download paper	7
14	2015	Understanding Preferences: Ã¢â¬ÅDemand TypesÃ¢â¬Â, and the Existence of Equilibrium with Indivisibilities. (2015). Klemperer, Paul ; Baldwin, Elizabeth. In: Economics Papers. RePEc:nuf:econwp:1510. Full description at Econpapers \|\| Download paper	6
15	1999	Multidimensional Inequality Measurement: a Proposal.. (1999). List, Christian. In: Economics Papers. RePEc:nuf:econwp:9927. Full description at Econpapers \|\| Download paper	5
16	1998	Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers \|\| Download paper	5
17	2008	Forecasting with the age-period-cohort model and the extended chain-ladder model. (2008). Nielsen, Bent ; Kuang, D.. In: Economics Papers. RePEc:nuf:econwp:0809. Full description at Econpapers \|\| Download paper	4
18	1995	Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers \|\| Download paper	4
19	2007	Comparative Statics, Informativeness, and the Interval Dominance Order. (2007). Strulovici, Bruno ; Quah, John. In: Economics Papers. RePEc:nuf:econwp:0704. Full description at Econpapers \|\| Download paper	4
20	2011	Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1101. Full description at Econpapers \|\| Download paper	4
21	2020	Short-term forecasting of the Coronavirus Pandemic - 2020-04-27. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2006. Full description at Econpapers \|\| Download paper	3
22	2002	Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216. Full description at Econpapers \|\| Download paper	3
23	2005	Education and Intergenerational Mobility: Evidence from a Natural Experiment in Purerto Rico. (2005). Cascio, Elizabeth ; Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0521. Full description at Econpapers \|\| Download paper	3
24	2009	Chain-Ladder as Maximum Likelihood Revisited. (2009). Nielsen, Bent ; Kuang, D.. In: Economics Papers. RePEc:nuf:econwp:0908. Full description at Econpapers \|\| Download paper	3
25	2013	Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1312. Full description at Econpapers \|\| Download paper	3
26	2012	Basics of Levy processes. (2012). Shephard, Neil ; Barndorff-Nielsen, Ole E.. In: Economics Papers. RePEc:nuf:econwp:1206. Full description at Econpapers \|\| Download paper	3
27	2009	Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers \|\| Download paper	3
28	2012	Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1201. Full description at Econpapers \|\| Download paper	2
29	1996	Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614. Full description at Econpapers \|\| Download paper	2
30	2017	The Impact of Unemployment on Child Maltreatment in the United States. (2017). de Cao, Elisabetta ; Brown, Dan. In: Economics Papers. RePEc:nuf:econwp:1704. Full description at Econpapers \|\| Download paper	2
31	2012	Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Papers. RePEc:nuf:econwp:1202. Full description at Econpapers \|\| Download paper	2
32	2003	Regional Convergence and Catch-up in India between 1960 and 1992. (2003). Trivedi, Kamakshya . In: Economics Papers. RePEc:nuf:econwp:0301. Full description at Econpapers \|\| Download paper	2
33	2016	A simple benchmark for mesothelioma projection for Great Britain. (2016). Nielsen, Jens Perch ; Martinez-Miranda, Maria Dolores . In: Economics Papers. RePEc:nuf:econwp:1603. Full description at Econpapers \|\| Download paper	2
34	2019	Disability Insurance: Error Rates and Gender Differences. (2019). Pistaferri, Luigi ; Low, Hamish. In: Economics Papers. RePEc:nuf:econwp:1909. Full description at Econpapers \|\| Download paper	2
35	2020	The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects. (2020). Klemperer, Paul ; Teytelboym, Alexander ; Jagadeesan, Ravi ; Edhan, Omer ; Badlwin, Elizabeth. In: Economics Papers. RePEc:nuf:econwp:2008. Full description at Econpapers \|\| Download paper	2
36	2013	Martingale unobserved component models. (2013). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:1301. Full description at Econpapers \|\| Download paper	2
37	1996	Stochastic volatility: likelihood inference and comparison with ARCH models.. (1996). Shephard, Neil ; Chib, Siddhartha . In: Economics Papers. RePEc:nuf:econwp:9626. Full description at Econpapers \|\| Download paper	2
38	2019	New Characteristics and Hedonic Price Index Numbers. (2019). Neary, J. Peter ; Crawford, Ian. In: Economics Papers. RePEc:nuf:econwp:1902. Full description at Econpapers \|\| Download paper	2
39	2009	Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading. (2009). Frank, Nathaniel. In: Economics Papers. RePEc:nuf:econwp:0904. Full description at Econpapers \|\| Download paper	2
40	2019	Solving Strong-Substitutes Product-Mix Auctions. (2019). Klemperer, Paul ; Lock, Edwin ; Goldberg, Paul W ; Baldwin, Elizabeth. In: Economics Papers. RePEc:nuf:econwp:1908. Full description at Econpapers \|\| Download paper	2
41	2009	Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation. (2009). Eser, Fabian. In: Economics Papers. RePEc:nuf:econwp:0916. Full description at Econpapers \|\| Download paper	2
42	2012	Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza. (2012). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1213. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 4

Year	Title
2020	Short-term forecasting of the Coronavirus Pandemic - 2020-04-27. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2006. Full description at Econpapers \|\| Download paper
2020	Generalized Logarithmic Index Numbers with Demand Shocks: Bridging the Gap between Theory and Practice. (2020). Rao, D.S. Prasada ; Prasada, D S ; Abe, Naohito. In: RCESR Discussion Paper Series. RePEc:hit:rcesrs:dp20-1. Full description at Econpapers \|\| Download paper
2020	Telecoms Deflators: A Story of Volume and Revenue Weights. (2020). Coyle, Diane ; Abdirahman, MO ; Stewart, Will ; Heys, Richard. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-11. Full description at Econpapers \|\| Download paper
2020	Labor Market Screening and Social Insurance Program Design for the Disabled. (2020). Rhee, Serena ; Kim, Soojin ; Aizawa, Naoki. In: NBER Working Papers. RePEc:nbr:nberwo:27478. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Labour Supply during Lockdown and a Ã¢â¬ÅNew NormalÃ¢â¬Â: The Case of the Netherlands Abstract: We document the evolution of hours of work using monthly data from February to June 2020. During this period. (2020). Zimpelmann, Christian ; Sifinger, Bettina ; Janys, Lena ; Holler, Radost ; von Gaudecker, Hans-Martin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:025. Full description at Econpapers \|\| Download paper
2020	Furloughing. (2020). Rauh, Christopher ; Golin, M ; Boneva, T ; Adams-Prassl, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2079. Full description at Econpapers \|\| Download paper
2020	Inequality in the impact of the coronavirus shock: Evidence from real time surveys. (2020). Rauh, Christopher ; Golin, Marta ; Boneva, Teodora ; Adams-Prassl, Abi. In: Journal of Public Economics. RePEc:eee:pubeco:v:189:y:2020:i:c:s0047272720301092. Full description at Econpapers \|\| Download paper
2020	Labour Supply during Lockdown and a New Normal: The Case of the Netherlands. (2020). Zimpelmann, Christian ; Siflinger, Bettina M ; Janys, Lena ; Holler, Radost ; von Gaudecker, Hans-Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13623. Full description at Econpapers \|\| Download paper
2020	The Income and Consumption Effects of COVID?19 and the Role of Public Policy. (2020). Spittal, Peter ; Piyapromdee, Suphanit. In: Fiscal Studies. RePEc:wly:fistud:v:41:y:2020:i:4:p:805-827. Full description at Econpapers \|\| Download paper
2020	Subsidizing the spread of COVID19 : Evidence from the UKÃ¢â¬â¢s Eat-Out to-Help-Out scheme. (2020). Fetzer, Thiemo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1310. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Product-Mix Auctions. (2019). Klemperer, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13667. Full description at Econpapers \|\| Download paper
2019	Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa. In: Economics Papers. RePEc:nuf:econwp:1904. Full description at Econpapers \|\| Download paper
2019	Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa. In: Economics Papers. RePEc:nuf:econwp:1905. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Age-period cohort models. (2018). Nielsen, B ; Fannon, Zoe. In: Economics Papers. RePEc:nuf:econwp:1804. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions. (2017). Doornik, Jurgen. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:19-:d:98597. Full description at Econpapers \|\| Download paper
2017	Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models. (2017). Paruolo, Paolo ; Doornik, Jurgen ; Mosconi, Rocco . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:49-:d:119536. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	103	59
2	Papers / arXiv.org	65	37
3	Working Papers of the African Governance and Development Institute. / African Governance and Development Institute.	43	35
4	Research Africa Network Working Papers / Research Africa Network (RAN)	28	34
5	IZA Discussion Papers / Institute of Labor Economics (IZA)	104	21
6	CEPR Discussion Papers / C.E.P.R. Discussion Papers	149	21
7	Economics Papers / Economics Group, Nuffield College, University of Oxford	27	19
8	Economic Modelling / Elsevier	69	17
9	Journal of Econometrics / Elsevier	203	16
10	Management Science / INFORMS	156	15
11	NBER Working Papers / National Bureau of Economic Research, Inc	261	15