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Citation Profile [Updated: 2021-10-07 07:43:44]
5 Years H
34
Impact Factor
1.53
5 Years IF
0.68
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 0.09 0.14 0.87 0.06 38 38 620 33 33 58 5 175 11 0 1 0.03 0.07
1991 0.11 0.11 0.41 0.1 44 82 282 34 67 64 7 165 16 1 2.9 4 0.09 0.06
1992 0.18 0.1 0.36 0.13 27 109 138 39 106 82 15 168 21 1 2.6 0 0.07
1993 0.1 0.13 0.31 0.14 25 134 433 39 148 71 7 167 23 0 2 0.08 0.07
1994 0.08 0.14 0.46 0.17 22 156 85 63 220 52 4 160 27 1 1.6 0 0.07
1995 0.13 0.19 0.52 0.27 15 171 319 76 309 47 6 156 42 3 3.9 1 0.07 0.09
1996 0.22 0.22 0.51 0.2 11 182 42 83 402 37 8 133 26 0 0 0.12
1997 0.31 0.23 0.55 0.21 8 190 16 95 507 26 8 100 21 0 2 0.25 0.13
1998 0.16 0.24 0.58 0.2 11 201 42 103 623 19 3 81 16 0 1 0.09 0.15
1999 0.21 0.32 0.47 0.27 14 215 109 94 725 19 4 67 18 0 5 0.36 0.22
2000 0.24 0.45 0.74 0.44 8 223 24 144 889 25 6 59 26 0 0 0.2
2001 0.32 0.4 0.64 0.27 10 233 55 139 1038 22 7 52 14 4 2.9 0 0.22
2002 0.28 0.43 0.69 0.33 11 244 30 145 1207 18 5 51 17 1 0.7 1 0.09 0.24
2003 0.1 0.43 0.73 0.39 6 250 32 159 1390 21 2 54 21 1 0.6 1 0.17 0.24
2004 0.41 0.47 0.87 0.57 13 263 49 186 1618 17 7 49 28 5 2.7 3 0.23 0.27
2005 0.32 0.5 0.89 0.44 18 281 184 202 1868 19 6 48 21 4 2 15 0.83 0.29
2006 1 0.48 0.84 0.78 73 354 585 270 2167 31 31 58 45 23 8.5 23 0.32 0.27
2007 0.71 0.4 0.69 0.66 39 393 76 257 2439 91 65 121 80 16 6.2 3 0.08 0.22
2008 0.54 0.46 0.59 0.55 33 426 75 245 2690 112 60 149 82 6 2.4 3 0.09 0.23
2009 0.22 0.44 0.46 0.37 27 453 153 204 2898 72 16 176 65 4 2 5 0.19 0.23
2010 0.32 0.38 0.48 0.41 16 469 364 222 3121 60 19 190 78 3 1.4 2 0.13 0.19
2011 0.33 0.47 0.49 0.46 26 495 107 243 3365 43 14 188 87 6 2.5 3 0.12 0.25
2012 0.6 0.51 0.42 0.39 15 510 70 216 3581 42 25 141 55 8 3.7 5 0.33 0.26
2013 0.46 0.52 0.37 0.37 18 528 26 195 3778 41 19 117 43 4 2.1 0 0.24
2014 0.48 0.54 0.49 0.51 15 543 111 261 4045 33 16 102 52 7 2.7 4 0.27 0.28
2015 0.42 0.54 0.5 0.58 15 558 64 272 4325 33 14 90 52 5 1.8 12 0.8 0.27
2016 0.97 0.56 0.44 0.58 25 583 30 250 4582 30 29 89 52 5 2 2 0.08 0.28
2017 0.4 0.56 0.4 0.4 22 605 79 234 4823 40 16 88 35 20 8.5 6 0.27 0.28
2018 0.74 0.56 0.41 0.59 15 620 139 255 5079 47 35 95 56 19 7.5 18 1.2 0.28
2019 1.62 0.58 0.39 0.73 17 637 33 248 5327 37 60 92 67 11 4.4 7 0.41 0.35
2020 1.53 0.67 0.35 0.68 25 662 14 233 5561 32 49 94 64 7 3 4 0.16 0.63
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
11990Critical Values for Cointegration Tests. (1990). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1227a.

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406
21993Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods. (1993). Smith, Gregor ; Backus, David. In: Working Papers. RePEc:qed:wpaper:1252.

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379
31977Intergenerational Equity and the Investment of Rents from Exhaustible Resources in a Two Sector Model. (1977). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:281.

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342
42010Critical Values for Cointegration Tests. (2010). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1227.

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331
51995Money and Prices: A Model of Search and Bargaining. (1995). Shi, Shouyong. In: Working Papers. RePEc:qed:wpaper:916.

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270
61990Natural Resources, National Accounting and Economic Depreciation. (1990). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:771.

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138
71982Tariff Protection and Imperfect Competition. (1982). Spencer, Barbara ; Brander, James. In: Working Papers. RePEc:qed:wpaper:517.

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117
82006Bootstrap Methods in Econometrics. (2006). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1028.

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102
91992Residual-Based Tests for Cointegration in Models with Regime Shifts.. (1992). Hansen, Bruce ; Gregory, Allan. In: Working Papers. RePEc:qed:wpaper:862.

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91
101991OPTION PRICING WITH V. G. MARTINGALE COMPONENTS. (1991). Milne, Frank ; Madan, Dilip. In: Working Papers. RePEc:qed:wpaper:1159.

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79
111982Strategic Commitment with R&D: The Symmetric Case. (1982). Spencer, Barbara ; Brander, James. In: Working Papers. RePEc:qed:wpaper:516.

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74
122014Reworking Wild Bootstrap Based Inference for Clustered Errors. (2014). Webb, Matthew. In: Working Papers. RePEc:qed:wpaper:1315.

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70
131994CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS. (1994). Milne, Frank ; Madan, Dilip. In: Working Papers. RePEc:qed:wpaper:1158.

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56
141981Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses. (1981). McAleer, Michael ; Fisher, Gordon. In: Working Papers. RePEc:qed:wpaper:420.

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55
151981Firm-Specific Human Capital and Promotion Ladders. (1981). Carmichael, Lorne. In: Working Papers. RePEc:qed:wpaper:452.

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53
161999REDISTRIBUTION. (1999). Keen, Michael ; Boadway, Robin. In: Working Papers. RePEc:qed:wpaper:983.

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52
171991Public Goods, Self-Selection and Optimal Income Taxation. (1991). Keen, Michael ; Boadway, Robin. In: Working Papers. RePEc:qed:wpaper:828.

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52
181985Heteroskedasticity-Robust Tests in Regression Directions. (1985). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:616.

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49
191981Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results. (1981). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:430.

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48
202005Equilibrium Policy Experiments and the Evaluation of Social Programs. (2005). Smith, Jeffrey ; Seitz, Shannon ; Lise, Jeremy. In: Working Papers. RePEc:qed:wpaper:1076.

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47
211986Tax Evasion and the Marginal Cost of Public Funds. (1986). Usher, Dan. In: Working Papers. RePEc:qed:wpaper:637.

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47
222018Wild Bootstrap Randomization Inference For Few Treated Clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1404.

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46
232006Simple (but effective) tests of long memory versus structural breaks. (2006). Shimotsu, Katsumi. In: Working Papers. RePEc:qed:wpaper:1101.

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46
242009Likelihood inference for a nonstationary fractional autoregressive model. (2010). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1172.

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46
251991Contractual Design with Correlated Information Under Limited Liability. (1991). Garvie, Devon ; Demougin, Dominique. In: Working Papers. RePEc:qed:wpaper:815.

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46
262005Do Peers Affect Student Achievement in Chinas Secondary Schools?. (2005). Lehrer, Steven ; Ding, Weili. In: Working Papers. RePEc:qed:wpaper:1047.

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43
272006Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend. (2006). Shimotsu, Katsumi. In: Working Papers. RePEc:qed:wpaper:1061.

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40
282018A Matlab program and users guide for the fractionally cointegrated VAR model. (2018). Popiel, Michal ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1330.

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37
292006Managerial Capital and the Market for CEOs. (2006). Zabojnik, Jan ; Murphy, Kevin. In: Working Papers. RePEc:qed:wpaper:1110.

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37
302015Wild Bootstrap Inference for Wildly Different Cluster Sizes. (2015). Webb, Matthew ; MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1314.

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37
312001The Wild Bootstrap, Tamed at Last. (2001). Flachaire, Emmanuel ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:1000.

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36
322011Public-Place Smoking Laws and Exposure to Environmental Tobacco Smoke (ETS). (2011). Warman, Casey ; Carpenter, Christopher ; Postolek, Sabina . In: Working Papers. RePEc:qed:wpaper:1260.

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36
331973The Measurement of Economic Growth. (1973). Usher, Dan. In: Working Papers. RePEc:qed:wpaper:145.

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35
341983Model Specification Tests Against Non-Nested Alternatives. (1983). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:573.

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35
352018Fast And Wild: Bootstrap Inference In Stata Using Boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1406.

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34
362017The Economics Of Cryptocurrencies - Bitcoin And Beyond. (2017). Koeppl, Thorsten ; Chiu, Jonathan. In: Working Paper. RePEc:qed:wpaper:1389.

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33
372006The Impact of Poor Health on Education: New Evidence Using Genetic Markers. (2006). Lehrer, Steven ; Ding, Weili ; Audrain-McGovern, Janet ; Rosenquist, Niles J.. In: Working Papers. RePEc:qed:wpaper:1045.

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31
382009A vector autoregressive model for electricity prices subject to long memory and regime switching. (2009). Nielsen, Morten ; Haldrup, Niels. In: Working Papers. RePEc:qed:wpaper:1211.

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31
392012Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence. (2011). Sun, Hongfei ; Lloyd-Ellis, Huw ; Head, Allen. In: Working Papers. RePEc:qed:wpaper:1276.

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31
402006Impacts of the Point System and Immigration Policy Levers on Skill Characteristics of Canadian Immigrants. (2006). Worswick, Christopher ; Green, Alan ; Beach, Charles. In: Working Papers. RePEc:qed:wpaper:1115.

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28
412005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration. (2005). Nielsen, Morten ; Frederiksen, Per . In: Working Papers. RePEc:qed:wpaper:1189.

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28
422006A Theory of Vertical Fiscal Imbalance. (2006). Tremblay, Jean-François ; Boadway, Robin. In: Working Papers. RePEc:qed:wpaper:1072.

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27
432006A Dynamic Model of Settlement. (2006). Temzelides, Ted ; Monnet, Cyril ; Koeppl, Thorsten. In: Working Papers. RePEc:qed:wpaper:1053.

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26
441978Investing Returns from Depleting Renewable Resource Stocks and Intergenerational Equity. (1978). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:294.

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26
451995Numerical Distribution Functions for Unit Root and Cointegration Tests. (1995). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:918.

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25
461990Firm Entry and Exit in the Canadian Manufacturing Sector.. (1990). Gorecki, Paul ; baldwin, john. In: Working Papers. RePEc:qed:wpaper:767.

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24
472006How Important is Money in the Conduct of Monetary Policy?. (2006). Woodford, Michael. In: Working Papers. RePEc:qed:wpaper:1104.

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24
481999OPTIMAL INCOME TAXATION WITH QUASI-LINEAR PREFERENCES REVISITED. (1999). Cuff, Katherine ; Boadway, Robin ; Marchand, Maurice. In: Working Papers. RePEc:qed:wpaper:984.

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23
491998Frictional Assignment. (1998). Shi, Shouyong. In: Working Papers. RePEc:qed:wpaper:988.

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23
502014A fractionally cointegrated VAR analysis of economic voting and political support. (2014). Popiel, Michal ; Nielsen, Morten ; Jones, Maggie ; Maggie E. C. Jones, . In: Working Papers. RePEc:qed:wpaper:1326.

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22
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11977Intergenerational Equity and the Investment of Rents from Exhaustible Resources in a Two Sector Model. (1977). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:281.

Full description at Econpapers || Download paper

74
21993Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods. (1993). Smith, Gregor ; Backus, David. In: Working Papers. RePEc:qed:wpaper:1252.

Full description at Econpapers || Download paper

53
32018Wild Bootstrap Randomization Inference For Few Treated Clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1404.

Full description at Econpapers || Download paper

44
42018Fast And Wild: Bootstrap Inference In Stata Using Boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1406.

Full description at Econpapers || Download paper

30
52014Reworking Wild Bootstrap Based Inference for Clustered Errors. (2014). Webb, Matthew. In: Working Papers. RePEc:qed:wpaper:1315.

Full description at Econpapers || Download paper

24
61990Natural Resources, National Accounting and Economic Depreciation. (1990). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:771.

Full description at Econpapers || Download paper

19
71995Money and Prices: A Model of Search and Bargaining. (1995). Shi, Shouyong. In: Working Papers. RePEc:qed:wpaper:916.

Full description at Econpapers || Download paper

19
82006Bootstrap Methods in Econometrics. (2006). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1028.

Full description at Econpapers || Download paper

19
92010Critical Values for Cointegration Tests. (2010). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1227.

Full description at Econpapers || Download paper

17
102017The Economics Of Cryptocurrencies - Bitcoin And Beyond. (2017). Koeppl, Thorsten ; Chiu, Jonathan. In: Working Paper. RePEc:qed:wpaper:1389.

Full description at Econpapers || Download paper

17
112018A Matlab program and users guide for the fractionally cointegrated VAR model. (2018). Popiel, Michal ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1330.

Full description at Econpapers || Download paper

16
122014A fractionally cointegrated VAR analysis of economic voting and political support. (2014). Popiel, Michal ; Nielsen, Morten ; Jones, Maggie ; Maggie E. C. Jones, . In: Working Papers. RePEc:qed:wpaper:1326.

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13
132017Pitfalls When Estimating Treatment Effects Using Clustered Data. (2017). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1387.

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12
141991OPTION PRICING WITH V. G. MARTINGALE COMPONENTS. (1991). Milne, Frank ; Madan, Dilip. In: Working Papers. RePEc:qed:wpaper:1159.

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12
152012Equilibrium Heterogeneous-Agent Models as Measurement Tools: some Monte Carlo Evidence. (2011). Sun, Hongfei ; Lloyd-Ellis, Huw ; Head, Allen. In: Working Papers. RePEc:qed:wpaper:1276.

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11
162019How cluster-robust inference is changing applied econometrics. (2019). MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1413.

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8
172019Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2019). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1415.

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8
182018Asymptotic Theory And Wild Bootstrap Inference With Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1399.

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7
192011Public-Place Smoking Laws and Exposure to Environmental Tobacco Smoke (ETS). (2011). Warman, Casey ; Carpenter, Christopher ; Postolek, Sabina . In: Working Papers. RePEc:qed:wpaper:1260.

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6
202016Inference with Large Clustered Datasets. (2016). MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1365.

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6
212006Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend. (2006). Shimotsu, Katsumi. In: Working Papers. RePEc:qed:wpaper:1061.

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6
222005Do Peers Affect Student Achievement in Chinas Secondary Schools?. (2005). Lehrer, Steven ; Ding, Weili. In: Working Papers. RePEc:qed:wpaper:1047.

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6
232018Bid Rigging And Entry Deterrence In Public Procurement: Evidence From An Investigation Into Collusion And Corruption In Quebec. (2018). Shneyerov, Art ; Gauthier, Jean-Francois ; Coviello, Decio ; Clark, Robert. In: Working Paper. RePEc:qed:wpaper:1401.

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6
242014A fractionally cointegrated VAR analysis of price discovery in commodity futures markets. (2014). Nielsen, Morten ; Xu, KE ; Dolatabadi, Sepideh. In: Working Papers. RePEc:qed:wpaper:1328.

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5
252017The Geographic Flow Of Bank Funding And Access To Credit: Branch Networks And Local-market Competition. (2017). Aguirregabiria, Victor ; Wang, Hui ; Clark, Robert. In: Working Paper. RePEc:qed:wpaper:1402.

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5
262009A vector autoregressive model for electricity prices subject to long memory and regime switching. (2009). Nielsen, Morten ; Haldrup, Niels. In: Working Papers. RePEc:qed:wpaper:1211.

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5
272005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration. (2005). Nielsen, Morten ; Frederiksen, Per . In: Working Papers. RePEc:qed:wpaper:1189.

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5
282020Algorithmic Pricing and Competition: Empirical Evidence from the German Retail Gasoline Market. (2020). Clark, Robert ; Xu, Lei ; Ershov, Daniel ; Assad, Stephanie. In: Working Paper. RePEc:qed:wpaper:1438.

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5
292017Bootstrap And Asymptotic Inference With Multiway Clustering. (2017). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1386.

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5
302015Forecasting daily political opinion polls using the fractionally cointegrated VAR model. (2015). Shibaev, Sergei ; Nielsen, Morten. In: Working Papers. RePEc:qed:wpaper:1340.

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5
312019Randomization Inference for Difference-in-Differences with Few Treated Clusters. (2019). Webb, Matthew ; MacKinnon, James. In: Working Papers. RePEc:qed:wpaper:1355.

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5
322018Nonstationary Cointegration In The Fractionally Cointegrated Var Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Working Paper. RePEc:qed:wpaper:1405.

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4
331981Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results. (1981). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:430.

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4
341985Heteroskedasticity-Robust Tests in Regression Directions. (1985). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:616.

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4
351991Contractual Design with Correlated Information Under Limited Liability. (1991). Garvie, Devon ; Demougin, Dominique. In: Working Papers. RePEc:qed:wpaper:815.

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4
361984Dynamic Model of Peak Period Traffic Congestion with Elastic Arrival Rates. (1984). de Palma, André ; Ben-Akiva, Moshe ; Kanaroglou, Pavlos. In: Working Papers. RePEc:qed:wpaper:588.

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4
372008Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables. (2008). MacKinnon, James ; Davidson, Russell. In: Working Papers. RePEc:qed:wpaper:1157.

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4
382019When and How to Deal with Clustered Errors in Regression Models. (2019). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1421.

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4
392006The Impact of Poor Health on Education: New Evidence Using Genetic Markers. (2006). Lehrer, Steven ; Ding, Weili ; Audrain-McGovern, Janet ; Rosenquist, Niles J.. In: Working Papers. RePEc:qed:wpaper:1045.

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4
401978Investing Returns from Depleting Renewable Resource Stocks and Intergenerational Equity. (1978). Hartwick, John. In: Working Papers. RePEc:qed:wpaper:294.

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4
412010Property Rights, Standards of Living, and Economic Growth: Western Canadian Cree. (2010). Lewis, Frank ; Carlos, Ann. In: Working Papers. RePEc:qed:wpaper:1232.

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3
421979Alternative Approaches to Macroeconomic Theory: A Partial View, W.A. Mackintosh Lecture 1979. (1979). Solow, Robert. In: Working Papers. RePEc:qed:wpaper:335.

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3
431992Residual-Based Tests for Cointegration in Models with Regime Shifts.. (1992). Hansen, Bruce ; Gregory, Allan. In: Working Papers. RePEc:qed:wpaper:862.

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3
442006Is the Value Added Tax Naturally Progressive?. (2006). Kuo, Chun-Yan ; Jenkins, Glenn. In: Working Papers. RePEc:qed:wpaper:1059.

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3
452018Blockchain-based Settlement For Asset Trading. (2018). Koeppl, Thorsten ; Chiu, Jonathan. In: Working Paper. RePEc:qed:wpaper:1397.

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3
462006Managerial Capital and the Market for CEOs. (2006). Zabojnik, Jan ; Murphy, Kevin. In: Working Papers. RePEc:qed:wpaper:1110.

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3
471979Domestic Savings and International Capital Flows, W.A. Mackintosh Lecture 1979. (1979). Horioka, Charles ; Feldstein, Martin. In: Working Papers. RePEc:qed:wpaper:331.

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3
482013The Limits of Central Counterparty Clearing: Collusive Moral Hazard and Market Liquidity. (2013). Koeppl, Thorsten. In: Working Papers. RePEc:qed:wpaper:1312.

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3
492009Likelihood inference for a nonstationary fractional autoregressive model. (2010). Nielsen, Morten ; Johansen, Soren. In: Working Papers. RePEc:qed:wpaper:1172.

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3
502006Simple (but effective) tests of long memory versus structural breaks. (2006). Shimotsu, Katsumi. In: Working Papers. RePEc:qed:wpaper:1101.

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3
Citing documents used to compute impact factor: 49
YearTitle
2020Truncated sum of squares estimation of fractional time series models with deterministic trends. (2020). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2020-07.

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2020Superstars vs the long tail: How does music piracy affect digital song sales for different segments of the industry?. (2020). Savelkoul, Ruben. In: Information Economics and Policy. RePEc:eee:iepoli:v:50:y:2020:i:c:s0167624519300782.

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2020Does piracy lead to product abandonment or stimulate new product development?: Evidence from mobile platform?based developer firms. (2020). Bo, Lars ; Miric, Milan. In: Strategic Management Journal. RePEc:bla:stratm:v:41:y:2020:i:12:p:2155-2184.

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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro . In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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2020Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:102190.

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2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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2020The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach. (2020). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:124-137.

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2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

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2020Adaptive Inference in Heteroskedastic Fractional Time Series Models. (2020). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe. In: CREATES Research Papers. RePEc:aah:create:2020-08.

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2020Cartel stability in experimental auctions. (2019). Onderstal, Sander ; Hinloopen, Jeroen ; Treuren, Leonard. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190009.

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2020Cartel stability in experimental first-price sealed-bid and English auctions. (2020). Onderstal, Sander ; Hinloopen, Jeroen ; Treuren, Leonard. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:71:y:2020:i:c:s0167718720300655.

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2020Complementary bidding and the collusive arrangement: Evidence from an antitrust investigation. (2020). Clark, Robert ; de Leverano, Adriano ; Coviello, Decio. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20052.

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2020Complementary bidding and the collusive arrangement: Evidence from an antitrust investigation. (2020). Clark, Robert ; de Leverano, Adriano ; Coviello, Decio. In: Working Paper. RePEc:qed:wpaper:1446.

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2020Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters?. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1909.01782.

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2020Perceptions of Farm Size Heterogeneity and Demand for Group Index Insurance. (2020). Osgood, Daniel ; Stanimirova, Radost ; Saenz, Sofia Martinez ; Vasilaky, Kathryn. In: Games. RePEc:gam:jgames:v:11:y:2020:i:1:p:15-:d:331043.

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2020Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples. (2020). Sansone, Dario ; McKay, Tara ; Gonzales, Gilbert ; Carpenter, Christopher S. In: Papers. RePEc:arx:papers:2004.02296.

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2020Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples. (2020). Sansone, Dario ; McKay, Tara ; Gonzales, Gilbert ; Carpenter, Christopher S. In: IZA Discussion Papers. RePEc:iza:izadps:dp13119.

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2020Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples. (2020). Sansone, Dario ; Carpenter, Christopher ; McKay, Tara ; Gonzales, Gilbert. In: NBER Working Papers. RePEc:nbr:nberwo:26978.

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2020Way Off: The Effect of Minimum Distance Regulation on the Deployment of Wind Power. (2020). May, Nils ; Stede, Jan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1867.

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2020Students’ behavioural responses to a fallback option - Evidence from introducing interim degrees in german schools. (2020). Zierow, Larissa ; Obergruber, Natalie. In: Economics of Education Review. RePEc:eee:ecoedu:v:75:y:2020:i:c:s0272775718307179.

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2020Interrelated funding streams in a multi-funder university system: Evidence from the German Exzellenzinitiative. (2020). Buenstorf, Guido ; Koenig, Johannes. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:3:s0048733320300044.

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2020Training, Wages and a Missing School Graduation Cohort. (2020). Gorlitz, Katja ; Dorner, Matthias. In: IZA Discussion Papers. RePEc:iza:izadps:dp13490.

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2020Implementing the Panel Event Study. (2020). Clarke, Damian ; Schythe, Kathya Tapia. In: MPRA Paper. RePEc:pra:mprapa:101669.

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2020Training, wages and a missing school graduation cohort. (2020). Gorlitz, Katja ; Dorner, Matthias. In: Ruhr Economic Papers. RePEc:zbw:rwirep:858.

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2020Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2020). Nielsen, Morten ; MacKinnon, James ; Webb, Matthew D. In: CREATES Research Papers. RePEc:aah:create:2020-06.

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2020Delisting eye examinations from public health insurance: Empirical evidence from Canada regarding impacts on patients and providers. (2020). Sweetman, Arthur ; Wang, Chao. In: Health Policy. RePEc:eee:hepoli:v:124:y:2020:i:5:p:540-548.

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2020Religious rules as a means of strengthening family ties: Theory and evidence from the Amish. (2020). Choy, James P. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:3:p:729-748.

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2020Policies for Transactional De-Dollarization: A Laboratory Study. (2020). Florián, David ; Florian, David ; Arrieta, Johar ; Morales, Valeria ; Lopez, Kristian. In: Working Papers. RePEc:apc:wpaper:172.

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2020Testing for the appropriate level of clustering in linear regression models. (2020). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1428.

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2020Randomization inference for difference-in-differences with few treated clusters. (2020). Webb, Matthew ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:435-450.

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2020Eating to save the planet: Evidence from a randomized controlled trial using individual-level food purchase data. (2020). Bustamante, Arturo Vargas ; Tasoff, Joshua ; Jalil, Andrew J. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301548.

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2020Are criminals strategic? Offender responses to drug sentencing cutoffs. (2020). Lepage, Louis-Pierre. In: Labour Economics. RePEc:eee:labeco:v:66:y:2020:i:c:s092753712030110x.

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2020Suffering in silence: How COVID-19 school closures inhibit the reporting of child maltreatment. (2020). Goldstein, Ezra G ; Baron, Jason E ; Wallace, Cullen T. In: Journal of Public Economics. RePEc:eee:pubeco:v:190:y:2020:i:c:s0047272720301225.

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2020Self-help groups, savings and social capital: Evidence from a field experiment in Cambodia. (2020). Rieger, Matthias ; Gilligan, Michael J ; Ban, Radu. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:174-200.

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2020Finally a Smoking Gun. (2020). Wissmann, Daniel . In: Discussion Papers in Economics. RePEc:lmu:muenec:73026.

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2020The Age-Productivity Profile:Long-Run Evidence from Italian Regions. (2020). Piselli, Paolo ; Gomellini, Matteo ; Barbiellini Amidei, Federico ; Incoronato, Lorenzon. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2019.

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2020Understanding the Response to High-Stakes Incentives in Primary Education. (2020). Bach, Maximilian ; Fischer, Mira. In: IZA Discussion Papers. RePEc:iza:izadps:dp13845.

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2020Understanding the response to high-stakes incentives in primary education. (2020). Bach, Maximilian ; Fischer, Mira. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20066.

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2020Supermarket contracts and smallholder farmers: Implications for income and multidimensional poverty. (2020). Qaim, Matin ; Ochieng, Dennis O ; Ogutu, Sylvester Ochieng. In: Food Policy. RePEc:eee:jfpoli:v:95:y:2020:i:c:s0306919220301445.

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2020The Mental Health Cost of Terrorism: A Replication of Kim and Albert Kim (Health Economics, 2018). (2020). Coupe, Tom ; Smith, Tyler. In: Working Papers in Economics. RePEc:cbt:econwp:20/21.

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2020The effect of immigration on natives’ well-being in the European Union. (2020). O'Connor, Kelsey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:257-274.

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2020Parental labour supply responses to the abolition of day care fees. (2020). Huebener, Mathias ; Spiess, Katharina C ; Pape, Astrid. In: EconStor Open Access Articles. RePEc:zbw:espost:233854.

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2020Domestic Violence and Child Mortality in the Developing World. (2020). Siddique, Zahra ; Rawlings, Samantha. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:4:p:723-750.

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2020Media Bias and Tax Compliance: Experimental Evidence. (2020). Sabatini, Fabio ; Špalek, Jiří ; Fišar, Miloš ; Reggiani, Tommaso G ; Fiar, Milo. In: IZA Discussion Papers. RePEc:iza:izadps:dp12938.

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2020Media Bias and Tax Compliance: Experimental Evidence. (2020). Sabatini, Fabio ; Reggiani, Tommaso ; Špalek, Jiří ; Fišar, Miloš ; Fiar, Milo. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2020-01.

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2020Insurance Design and Pharmaceutical Innovation. (2020). Agha, Leila ; Li, Danielle ; Kim, Soomi. In: NBER Working Papers. RePEc:nbr:nberwo:27563.

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2020Natural resource access and local economic growth. (2020). Klemp, Marc ; Gradstein, Mark. In: European Economic Review. RePEc:eee:eecrev:v:127:y:2020:i:c:s0014292120300738.

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Recent citations received in 2020

YearCiting document
2020The Social Side of Early Human Capital Formation: Using a Field Experiment to Estimate the Causal Impact of Neighborhoods. (2020). List, John ; Zenou, Yves ; Momeni, Fatemeh. In: Natural Field Experiments. RePEc:feb:natura:00722.

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2020Detecting Drivers of Behavior at an Early Age: Evidence from a Longitudinal Field Experiment. (2020). Samek, Anya ; Petrie, Ragan ; List, John ; Castillo, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:28288.

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2020Covid-19 and the Lack of Public Health and Government Preparation. (2020). Milne, Frank ; Longworth, David. In: Working Paper. RePEc:qed:wpaper:1436.

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2020A stakeholder analysis of investments for wind power electricity generation in Ontario. (2020). Jenkins, Glenn ; Milne, Frank ; Bahramian, Pejman. In: Working Paper. RePEc:qed:wpaper:1442.

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Recent citations received in 2019

YearCiting document
2019Permutation inference with a finite number of heterogeneous clusters. (2019). Hagemann, Andreas. In: Papers. RePEc:arx:papers:1907.01049.

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2019Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators. (2019). Reed, W. ; Hong, Sanghyun. In: Working Papers in Economics. RePEc:cbt:econwp:19/13.

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2019Carbon Taxes and Stranded Assets: Evidence from Washington State. (2019). Sen, Suphi ; Carattini, Stefano. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7785.

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2019The Wild Bootstrap with a Small Number of Large Clusters. (2019). Shaikh, Azeem ; Santos, Andres ; Canay, Ivan A. In: CeMMAP working papers. RePEc:ifs:cemmap:40/19.

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2019When and How to Deal with Clustered Errors in Regression Models. (2019). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1421.

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2019The impact of election information shocks on populist party preferences: Evidence from Germany. (2019). Kellermann, Kim Leonie ; Gerling, Lena. In: CIW Discussion Papers. RePEc:zbw:ciwdps:32019.

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Recent citations received in 2018

YearCiting document
2018Nonstationary cointegration in the fractionally cointegrated VAR model. (2018). Nielsen, Morten ; Johansen, Soren. In: CREATES Research Papers. RePEc:aah:create:2018-17.

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2018Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34.

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2018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7073.

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2018Unintended Impacts from Forest Certification: Evidence from Indigenous Aka Households in Congo. (2018). Doremus, Jacqueline. In: Working Papers. RePEc:cpl:wpaper:1804.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2018Analyzing the Aftermath of a Compensation Reduction. (2018). Sandvik, Jason ; Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13242.

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2018Impact and spill-over effects of an asset transfer program on child undernutrition: Evidence from a randomized control trial in Bangladesh. (2018). Raza, Wameq ; van Ourti, Tom ; van De, Ellen. In: Journal of Health Economics. RePEc:eee:jhecon:v:62:y:2018:i:c:p:105-120.

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2018Gradual Bargaining in Decentralized Asset Markets. (2018). In, Younghwan ; Hu, Tai-Wei ; Lebeau, Lucie ; Rocheteau, Guillaume. In: Working Papers. RePEc:irv:wpaper:181904.

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2018Analyzing the Aftermath of a Compensation Reduction. (2018). Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard ; Sandvik, Jason. In: NBER Working Papers. RePEc:nbr:nberwo:25135.

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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2018Nonstationary Cointegration In The Fractionally Cointegrated Var Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Working Paper. RePEc:qed:wpaper:1405.

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2018Fast And Wild: Bootstrap Inference In Stata Using Boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1406.

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2018.

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2018Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2018). Xu, Ke ; Nielsen, Morten ; Narayan, Paresh Kumar ; Dolatabadi, Sepideh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:2:p:219-242.

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2018Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616.

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Recent citations received in 2017

YearCiting document
2017Fintech: Is This Time Different? A Framework for Assessing Risks and Opportunities for Central Banks. (2017). Rivadeneyra, Francisco ; Sohal, Samantha ; Aaron, Meyer . In: Discussion Papers. RePEc:bca:bocadp:17-10.

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2017An Overview Of The Canadian Banking System: 1996 To 2015. (2017). McKeown, Robert . In: Working Paper. RePEc:qed:wpaper:1379.

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2017Validity Of Wild Bootstrap Inference With Clustered Errors. (2017). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Working Paper. RePEc:qed:wpaper:1383.

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2017Bootstrap And Asymptotic Inference With Multiway Clustering. (2017). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1386.

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2017Pitfalls When Estimating Treatment Effects Using Clustered Data. (2017). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1387.

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