Citation analysis for Econometric Reviews / Taylor & Francis Journals

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

5 Years H

Impact Factor

1.17

5 Years IF

1.14

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		1	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		3	0		0			0		0	0.1
1997	0	0.22	0.09	0	23	23	178	2	5	0		0			0	2	0.09	0.09
1998	0.09	0.26	0.18	0.09	22	45	345	4	13	23	2	23	2		0	2	0.09	0.12
1999	0.49	0.27	0.52	0.49	24	69	593	30	49	45	22	45	22		0	7	0.29	0.13
2000	0.41	0.32	0.55	0.41	22	91	1464	36	99	46	19	69	28	4	11.1	7	0.32	0.14
2001	0.5	0.35	0.44	0.42	23	114	197	42	149	46	23	91	38	2	4.8	2	0.09	0.15
2002	0.69	0.37	0.57	0.61	21	135	858	77	226	45	31	114	69	3	3.9	6	0.29	0.19
2003	0.86	0.4	0.67	0.79	24	159	421	106	333	44	38	112	88		0	3	0.13	0.19
2004	0.76	0.44	0.84	0.96	8	167	476	136	473	45	34	114	109		0	4	0.5	0.2
2005	0.56	0.45	0.95	1.19	29	196	775	179	659	32	18	98	117	1	0.6	11	0.38	0.21
2006	1.3	0.46	1.39	1.26	21	217	739	285	960	37	48	105	132	9	3.2	24	1.14	0.2
2007	0.96	0.42	1.22	1.35	34	251	1429	293	1266	50	48	103	139	3	1	24	0.71	0.18
2008	1.89	0.44	1.64	1.6	25	276	584	442	1719	55	104	116	186		0	17	0.68	0.2
2009	1.88	0.43	1.84	1.82	34	310	519	560	2289	59	111	117	213	5	0.9	36	1.06	0.21
2010	1.08	0.43	1.5	1.38	31	341	382	503	2799	59	64	143	198	1	0.2	8	0.26	0.18
2011	0.85	0.45	1.51	1.5	26	367	141	543	3355	65	55	145	218	5	0.9	4	0.15	0.2
2012	0.67	0.45	1.65	1.31	23	390	291	627	3999	57	38	150	197	1	0.2	8	0.35	0.19
2013	0.98	0.5	2.09	1.22	33	423	685	863	4882	49	48	139	170	5	0.6	51	1.55	0.21
2014	1.61	0.51	1.91	1.29	40	463	276	872	5768	56	90	147	190	2	0.2	20	0.5	0.2
2015	1.64	0.5	1.87	1.23	46	509	601	931	6720	73	120	153	188	8	0.9	49	1.07	0.19
2016	1.23	0.5	1.81	1.29	65	574	272	1037	7761	86	106	168	217	11	1.1	15	0.23	0.18
2017	0.92	0.5	1.55	1.14	58	632	203	976	8740	111	102	207	235	8	0.8	15	0.26	0.18
2018	0.72	0.54	1.35	1.08	51	683	206	924	9665	123	88	242	261	3	0.3	18	0.35	0.21
2019	0.63	0.58	1.26	0.89	56	739	152	926	10593	109	69	260	232		0	22	0.39	0.21
2020	1.17	0.75	1.4	1.14	58	797	19	1111	11709	107	125	276	316	1	0.1	6	0.1	0.29

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

50 most cited documents in this series

#	Year	Title	Cited
1	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	854
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	676
3	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	613
4	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	485
5	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	398
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	341
7	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	198
8	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	194
9	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	191
10	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	187
11	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	186
12	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	178
13	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	175
14	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	174
15	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	165
16	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	162
17	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	152
18	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	149
19	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	140
20	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	138
21	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	137
22	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	134
23	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	129
24	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	110
25	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	106
26	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	103
27	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	95
28	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	87
29	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	82
30	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	80
31	2002	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers \|\| Download paper	76
32	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÆÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	69
33	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	67
34	2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	66
35	2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	62
36	2015	Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers \|\| Download paper	61
37	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	61
38	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	61
39	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	57
40	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	57
41	2009	Correction to Ã¢â¬ÅAutomatic Block-Length Selection for the Dependent BootstrapÃ¢â¬Â by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	56
42	2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	54
43	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	54
44	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	54
45	1998	Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29. Full description at Econpapers \|\| Download paper	54
46	2013	A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers \|\| Download paper	52
47	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	51
48	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	51
49	2005	Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292. Full description at Econpapers \|\| Download paper	50
50	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	50

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

#	Year	Title	Cited
1	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	133
2	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	131
3	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	124
4	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	122
5	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	122
6	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	76
7	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	66
8	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	57
9	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	55
10	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	51
11	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	51
12	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	48
13	2015	Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers \|\| Download paper	42
14	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	37
15	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	35
16	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	30
17	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	29
18	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	28
19	2019	Practical procedures to deal with common support problems in matching estimation. (2019). Lechner, Michael ; Strittmatter, Anthony. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207. Full description at Econpapers \|\| Download paper	28
20	2010	An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers \|\| Download paper	27
21	2018	Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866. Full description at Econpapers \|\| Download paper	26
22	2019	OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827. Full description at Econpapers \|\| Download paper	26
23	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	25
24	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	24
25	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	24
26	2012	A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296. Full description at Econpapers \|\| Download paper	23
27	2015	A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105. Full description at Econpapers \|\| Download paper	23
28	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	22
29	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	22
30	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	22
31	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	20
32	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	19
33	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	18
34	2000	Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers \|\| Download paper	17
35	2016	Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463. Full description at Econpapers \|\| Download paper	17
36	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	16
37	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	16
38	2009	Correction to Ã¢â¬ÅAutomatic Block-Length Selection for the Dependent BootstrapÃ¢â¬Â by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	16
39	2016	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2016). Strachan, Rodney ; Eisenstat, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1638-1665. Full description at Econpapers \|\| Download paper	15
40	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	14
41	2016	Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, JÃÆÃÂ¶rg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316. Full description at Econpapers \|\| Download paper	14
42	2019	Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486. Full description at Econpapers \|\| Download paper	14
43	2015	Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126. Full description at Econpapers \|\| Download paper	14
44	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	14
45	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	13
46	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	13
47	2016	Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics. (2016). Audrino, Francesco ; Knaus, Simon D. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1485-1521. Full description at Econpapers \|\| Download paper	13
48	2017	Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term. (2017). Baltagi, Badi ; Liu, Long ; Kao, Chihwa. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:85-102. Full description at Econpapers \|\| Download paper	13
49	2013	Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation. (2013). Lopez, Claude ; Kejriwal, Mohitosh. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:8:p:892-927. Full description at Econpapers \|\| Download paper	12
50	2018	The estimation of multidimensional fixed effects panel data models. (2018). Balazsi, Laszlo ; Wansbeek, Tom ; Matyas, Laszlo. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:212-227. Full description at Econpapers \|\| Download paper	12

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2020	The Outsourcing Choice of Agricultural Production Tasks: Implications for Food Security - A Multiple-task Based Approach. (2020). Du, Xiaodong ; Lu, Qinan. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304333. Full description at Econpapers \|\| Download paper
2020	An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363. Full description at Econpapers \|\| Download paper
2020	Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953. Full description at Econpapers \|\| Download paper
2020	Volatility forecasts, proxies and loss functions. (2020). Stark, Thomas ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:133-153. Full description at Econpapers \|\| Download paper
2020	Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure. (2020). Forchini, Giovanni ; Bin, Peng ; Giovanni, Forchini. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:9:y:2020:i:1:p:22:n:3. Full description at Econpapers \|\| Download paper
2020	Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Stammann, Amrei ; Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2004.03414. Full description at Econpapers \|\| Download paper
2020	The Monetary Policy Reaction Function in Korea with Multi-level Factors. (2020). Cho, Byoungsoo. In: Korean Economic Review. RePEc:kea:keappr:ker-20200701-36-2-03. Full description at Econpapers \|\| Download paper
2020	Canonical Correlation-based Model Selection for the Multilevel Factors. (2020). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Working Papers. RePEc:sgo:wpaper:2008. Full description at Econpapers \|\| Download paper
2020	Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers \|\| Download paper
2020	Determinants of Overfunding in Equity Crowdfunding: An Empirical Study in the UK and Spain. (2020). Alba-Fernandez, Virtudes M ; Jimenez-Jimenez, Francisca ; Martinez-Gomez, Cristina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10054-:d:454823. Full description at Econpapers \|\| Download paper
2020	Correcting for Misclassied Binary Regressors Using Instrumental Variables. (2020). Haider, Steven ; Stephens, Melvin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13593. Full description at Econpapers \|\| Download paper
2020	Binary Outcomes and Linear Interactions. (2020). Boucher, Vincent ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-03031767. Full description at Econpapers \|\| Download paper
2020	Binary Outcomes and Linear Interactions. (2020). BramoullÃÂ©, Yann ; Boucher, Vincent ; Bramoulle, Yann. In: AMSE Working Papers. RePEc:aim:wpaimx:2038. Full description at Econpapers \|\| Download paper
2020	Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648. Full description at Econpapers \|\| Download paper
2020	Heterogeneous panel data models with cross-sectional dependence. (2020). Zhu, Huanjun ; Xia, Kai ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:329-353. Full description at Econpapers \|\| Download paper
2020	The Impact of Declining Oil Rents on Tax Revenues: Does the Shadow Economy Matter?. (2020). Ishak, Phoebe W. ; Farzanegan, Mohammad Reza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8132. Full description at Econpapers \|\| Download paper
2020	The effect of household income on residential wastewater output: Evidence from urban China. (2020). Kamal, Muhammad Abdul ; Zheng, Jiajia. In: Utilities Policy. RePEc:eee:juipol:v:63:y:2020:i:c:s0957178719303534. Full description at Econpapers \|\| Download paper
2020	Does Tax Evasion Affect Economic Crime?. (2020). Marzano, Elisabetta ; Chiarini, Bruno ; Argentiero, Amedeo. In: Fiscal Studies. RePEc:wly:fistud:v:41:y:2020:i:2:p:441-482. Full description at Econpapers \|\| Download paper
2020	The Alma Mater effect: Does foreign education of political leaders influence UNGA voting?. (2020). Yu, Shu ; Dreher, Axel. In: Public Choice. RePEc:kap:pubcho:v:185:y:2020:i:1:d:10.1007_s11127-019-00739-8. Full description at Econpapers \|\| Download paper
2020	Telecommunications industry efficiency: A comparative analysis of high and middle income countries. (2020). Zhang, Yahua ; Oredegbe, Abayomi. In: Telecommunications Policy. RePEc:eee:telpol:v:44:y:2020:i:5:s0308596120300501. Full description at Econpapers \|\| Download paper
2020	Institutional quality and inclusive strategies at the base of the pyramid. (2020). De Beule, Filip ; Klein, Martin ; DeBeule, Filip ; Verwaal, Ernst. In: Journal of World Business. RePEc:eee:worbus:v:55:y:2020:i:5:s1090951618300816. Full description at Econpapers \|\| Download paper
2020	Do conventional monetary policy instruments matter in unconventional times?. (2020). Buchholz, Manuel ; Tonzer, Lena ; Schmidt, Kirsten. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301242. Full description at Econpapers \|\| Download paper
2020	Elite structure and the provision of health-promoting public goods. (2020). Krieger, Tommy. In: ZEW Discussion Papers. RePEc:zbw:zewdip:20064. Full description at Econpapers \|\| Download paper
2020	The effect of migration on terror: Made at home or imported from abroad?. (2020). Gassebner, Martin ; Dreher, Axel ; Schaudt, Paul. In: Canadian Journal of Economics/Revue canadienne d'Ã©conomique. RePEc:wly:canjec:v:53:y:2020:i:4:p:1703-1744. Full description at Econpapers \|\| Download paper
2020	The impact of declining oil rents on tax revenues: Does the shadow economy matter?. (2020). Ishak, Phoebe W. ; Farzanegan, Mohammad Reza. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302656. Full description at Econpapers \|\| Download paper
2020	Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data. (2020). Tao, Jing ; Peng, Sida ; Ning, Yang. In: Papers. RePEc:arx:papers:2009.03151. Full description at Econpapers \|\| Download paper
2020	Bayesian sequential stock return prediction through copulas. (2020). Frey, Christoph ; Virbickait, Audron ; Macedo, Demian N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207. Full description at Econpapers \|\| Download paper
2020	A family of multivariate nonÃ¢â¬Âgaussian time series models. (2020). Soyer, Refik ; Polson, Nicholas G ; Aktekin, Tevfik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:691-721. Full description at Econpapers \|\| Download paper
2020	Changepoint in dependent and non-stationary panels. (2020). MacIak, Matu ; Petova, Barbora ; Peta, Michal. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01180-6. Full description at Econpapers \|\| Download paper
2020	Toward a macroprudential regulatory framework for mutual funds. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020008. Full description at Econpapers \|\| Download paper
2020	The wrong skew problem in stochastic frontier models when inefficiency depends on environmental variables. (2020). Cho, Cheol-Keun ; Schmidt, Peter. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:5:d:10.1007_s00181-018-1573-x. Full description at Econpapers \|\| Download paper
2020	Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018. Full description at Econpapers \|\| Download paper
2020	Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, S ; Paruolo, P ; Lovaglio, P G ; Berta, P. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:20/16. Full description at Econpapers \|\| Download paper
2020	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Barigozzi, Matteo ; Luciani, Matteo ; Lippi, Marco. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers \|\| Download paper
2020	The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092. Full description at Econpapers \|\| Download paper
2020	Real Time Forecasting of Covid-19 Intensive Care Units demand. (2020). Verzillo, Stefano ; Paruolo, Paolo ; Lovaglio, Pietro Giorgio ; Berta, Paolo. In: Working Papers. RePEc:jrs:wpaper:202008. Full description at Econpapers \|\| Download paper
2020	Utilization of Energy Sources, Financial Stability and Prosperity in the Economy of Indonesia. (2020). Dat, Pham Minh ; Ngoc, Dinh Tran ; Hanh, Hoang Thanh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-75. Full description at Econpapers \|\| Download paper
2020	FDI, Income, and Environmental Pollution in Indonesia. (2020). Normelani, Ellyn ; Bachri, Ahmad Alim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-50. Full description at Econpapers \|\| Download paper
2020	Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369. Full description at Econpapers \|\| Download paper
2020	A Homogeneous Approach to Testing for Granger Non-Causality in Heterogeneous Panels. (2020). Karavias, Yiannis ; Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-32. Full description at Econpapers \|\| Download paper
2020	Two-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. Full description at Econpapers \|\| Download paper
2020	Two-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. Full description at Econpapers \|\| Download paper
2020	Factor and factor loading augmented estimators for panel regression. (2020). Gautier, Eric ; Beyhum, Jad. In: Working Papers. RePEc:hal:wpaper:hal-02957008. Full description at Econpapers \|\| Download paper
2020	Normalising cointegrating relationships subject to long-run exclusion. (2020). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301269. Full description at Econpapers \|\| Download paper
2020	Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers \|\| Download paper
2020	The impact of electoral rules on manufacturing industries: evidence of disaggregated data of 61 industries of 55 countries. (2020). Zuazu, Izaskun ; Yeung, Timothy Yu-Cheong . In: Constitutional Political Economy. RePEc:kap:copoec:v:31:y:2020:i:4:d:10.1007_s10602-020-09310-w. Full description at Econpapers \|\| Download paper
2020	Globalization and firm growth: does ownership matter?. (2020). Tsou, Meng-Wen ; Yang, Chih-Hai. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:4:d:10.1007_s11187-019-00170-9. Full description at Econpapers \|\| Download paper
2020	Testing for individual and time effects in the two-way error component model with time-invariant regressors. (2020). Wu, Jianhong ; Yue, Rongxian ; Chen, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:216-229. Full description at Econpapers \|\| Download paper
2020	Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers \|\| Download paper
2020	Stock price prediction using principal components. (2020). Ghorbani, Mahsa. In: PLOS ONE. RePEc:plo:pone00:0230124. Full description at Econpapers \|\| Download paper
2020	Generalized Laplace Inference in Multiple Change-Points Models. (2020). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-015. Full description at Econpapers \|\| Download paper
2020	Entropy Balancing for Continuous Treatments. (2020). TÃÆÃÂ¼bbicke, Stefan ; Tubbicke, Stefan. In: Papers. RePEc:arx:papers:2001.06281. Full description at Econpapers \|\| Download paper
2020	Buy Flexible, Pay More: The Role of Temporary Contracts on Wage Inequality. (2020). Gallo, Giovanni ; Albanese, Andrea. In: IZA Discussion Papers. RePEc:iza:izadps:dp13008. Full description at Econpapers \|\| Download paper
2020	Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2020:04. Full description at Econpapers \|\| Download paper
2020	Double Machine Learning Based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp13051. Full description at Econpapers \|\| Download paper
2020	A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920. Full description at Econpapers \|\| Download paper
2020	A Causal Analysis of the Effect of Conservation Tillage on U.S. Corn and Soybean Yield and Profitability. (2020). Do, Seong ; Gramig, Ben ; Chen, Bowen. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304296. Full description at Econpapers \|\| Download paper
2020	Sorting in the used-car market after the Volkswagen emission scandal. (2020). Strittmatter, Anthony ; Lechner, Michael. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:101:y:2020:i:c:s0095069620300280. Full description at Econpapers \|\| Download paper
2020	Buy flexible, pay more: The role of temporary contracts on wage inequality. (2020). Albanese, Andrea ; Gallo, Giovanni. In: Labour Economics. RePEc:eee:labeco:v:64:y:2020:i:c:s0927537120300208. Full description at Econpapers \|\| Download paper
2020	Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germanys programmes for long term unemployed. (2020). Lechner, Michael ; Goller, Daniel ; Moczall, Andreas ; Wolff, Joachim. In: Labour Economics. RePEc:eee:labeco:v:65:y:2020:i:c:s0927537120300592. Full description at Econpapers \|\| Download paper
2020	Identifying causal channels of policy reforms with multiple treatments and different types of selection. (2020). Strittmatter, Anthony ; Doerr, Annabelle. In: Papers. RePEc:arx:papers:2010.05221. Full description at Econpapers \|\| Download paper
2020	Entropy Balancing for Continuous Treatments. (2020). Tubbicke, Stefan. In: CEPA Discussion Papers. RePEc:pot:cepadp:21. Full description at Econpapers \|\| Download paper
2020	Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers \|\| Download paper
2020	Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?. (2020). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen ; Gefang, Deborah ; Gibson, Heather D. In: Working Papers. RePEc:bog:wpaper:281. Full description at Econpapers \|\| Download paper
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Recent citations received in 2020

Year	Citing document
2020	Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers \|\| Download paper
2020	Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers \|\| Download paper
2020	Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751. Full description at Econpapers \|\| Download paper
2020	Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:73-81. Full description at Econpapers \|\| Download paper
2020	Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers \|\| Download paper
2020	Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers \|\| Download paper
2019	Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241. Full description at Econpapers \|\| Download paper
2019	Sorting on the Used-Car Market After the Volkswagen Emission Scandal. (2019). Strittmatter, Anthony ; Lechner, Michael. In: Papers. RePEc:arx:papers:1908.09609. Full description at Econpapers \|\| Download paper
2019	Are trade preferences a panacea? The African growth and opportunity act and African exports. (2019). Mattoo, Aaditya ; Maemir, Hibret ; Forero, Alejandro ; Fernandes, Ana Margarida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7672. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley C. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7739. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Tierney, Michael J ; Parks, Brad ; Dreher, Axel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13840. Full description at Econpapers \|\| Download paper
2019	Effects of antitrust prosecution on retail fuel prices. (2019). Moral, Maria J ; Gonzalez, Xulia. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300657. Full description at Econpapers \|\| Download paper
2019	Pink work: Same-sex marriage, employment and discrimination. (2019). Sansone, Dario. In: Journal of Public Economics. RePEc:eee:pubeco:v:180:y:2019:i:c:s0047272719301471. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: FSES Working Papers. RePEc:fri:fribow:fribow00504. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: IZA Discussion Papers. RePEc:iza:izadps:dp12225. Full description at Econpapers \|\| Download paper
2019	Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germanys Programmes for Long Term Unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: IZA Discussion Papers. RePEc:iza:izadps:dp12526. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect Participants Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp12755. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:25963. Full description at Econpapers \|\| Download paper
2019	Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect ParticipantsÃ¢â¬â¢ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: CEPA Discussion Papers. RePEc:pot:cepadp:14. Full description at Econpapers \|\| Download paper
2019	Detekce zmÃâºn v panelovÃÂ½ch datech: ZmÃâºna parametrÃÂ¯ Fama-French modelu u vybranÃÂ½ch evropskÃÂ½ch akciÃÂ v obdobÃÂ finanÃÂnÃÂ krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: PolitickÃÂ¡ ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19. Full description at Econpapers \|\| Download paper
2019	Evaluando el impacto de las medidas de desdolarizaciÃÂ³n del crÃÂ©dito en el PerÃÂº. (2019). PÃÆÃÂ©rez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005. Full description at Econpapers \|\| Download paper
2019	Cointegration, root functions and minimal bases. (2019). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20192. Full description at Econpapers \|\| Download paper
2019	The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y. Full description at Econpapers \|\| Download paper
2019	Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan. In: Working Papers. RePEc:umc:wpaper:1905. Full description at Econpapers \|\| Download paper
2019	Does the estimation of the propensity score by machine learning improve matching estimation? The case of GermanyÃ¢â¬â¢s programmes for long term unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: Economics Working Paper Series. RePEc:usg:econwp:2019:10. Full description at Econpapers \|\| Download paper
2019	Is favoritism a threat to Chinese aid effectiveness? A subnational analysis of Chinese development projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2134. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

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2018	Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers \|\| Download paper
2018	Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers \|\| Download paper
2018	Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060. Full description at Econpapers \|\| Download paper
2018	Does time-variation matter in the stochastic volatility components for G7 stock returns. (2018). . In: Working Papers. RePEc:cui:wpaper:0062. Full description at Econpapers \|\| Download paper
2018	A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037. Full description at Econpapers \|\| Download paper
2018	Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237. Full description at Econpapers \|\| Download paper
2018	The long-run effects of pandemic influenza on the development of children from elite backgrounds: Evidence from industrializing Japan. (2018). Ogasawara, Kota. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:125-137. Full description at Econpapers \|\| Download paper
2018	Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819. Full description at Econpapers \|\| Download paper
2018	Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05. Full description at Econpapers \|\| Download paper
2018	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161. Full description at Econpapers \|\| Download paper
2018	Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers \|\| Download paper
2018	Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3361-:d:170985. Full description at Econpapers \|\| Download paper
2018	Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84194. Full description at Econpapers \|\| Download paper
2018	Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765. Full description at Econpapers \|\| Download paper
2018	Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac. (2018). Jiang, Yonghong ; Nie, HE ; Meng, Juan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:80-94. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . In: Working Papers. RePEc:ucr:wpaper:201805. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29. Full description at Econpapers \|\| Download paper
2017	Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34. Full description at Econpapers \|\| Download paper
2017	World Productivity Growth: A Model Averaging Approach. (2017). Duygun, Meryem ; Sickles, Robin C ; Isaksson, Anders ; Hao, Jiaqi . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:587-619. Full description at Econpapers \|\| Download paper
2017	Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers \|\| Download paper
2017	A century of interfuel substitution. (2017). Serletis, Apostolos ; Nurul Hossain, A. K. M., . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:8:y:2017:i:c:p:28-42. Full description at Econpapers \|\| Download paper
2017	Autoregressive LagÃ¢â¬âOrder Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377. Full description at Econpapers \|\| Download paper
2017	JIVE for Panel Dynamic Simultaneous Equations Models. (2017). Zhou, Qiankun ; hsiao, cheng. In: Departmental Working Papers. RePEc:lsu:lsuwpp:2017-10. Full description at Econpapers \|\| Download paper
2017	Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models. (2017). Zhou, Qiankun ; hsiao, cheng. In: Departmental Working Papers. RePEc:lsu:lsuwpp:2017-11. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:09/2017. Full description at Econpapers \|\| Download paper
2017	A general class of SemiGARCH models based on the Box-Cox transformation. (2017). Feng, Yuanhua ; Peitz, Christian ; Zhang, Xuehai . In: Working Papers CIE. RePEc:pdn:ciepap:104. Full description at Econpapers \|\| Download paper
2017	Modelling and Forecasting WIG20 Daily Returns. (2017). TerÃÆÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:173-200. Full description at Econpapers \|\| Download paper
2017	A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; BÃÆÃÂ¼rgi, Constantin ; BÃÂ¼rgi, Constantin ; BÃÆÃÆÃâÃÂ¼rgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y. Full description at Econpapers \|\| Download paper
2017	A combined estimator of regression models with measurement errors. (2017). Ullah, Aman ; Lee, Tae Hwy ; Huang, Bai. In: Indian Economic Review. RePEc:spr:inecre:v:52:y:2017:i:1:d:10.1007_s41775-017-0003-x. Full description at Econpapers \|\| Download paper
2017	Time-varying Model Averaging. (2017). Lee, Tae Hwy ; Sun, Yuying ; Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang. In: Working Papers. RePEc:ucr:wpaper:202001. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	103	246
2	Journal of Econometrics / Elsevier	203	241
3	Papers / arXiv.org	65	216
4	Economic Modelling / Elsevier	69	156
5	International Journal of Forecasting / Elsevier	73	133
6	Empirical Economics / Springer	59	126
7	Energy Economics / Elsevier	135	111
8	Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement / Springer	58	70
9	Economics Letters / Elsevier	112	67
10	Econometrics and Statistics / Elsevier	8	67
11	International Review of Economics & Finance / Elsevier	47	60