Econometrics / MDPI
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
17
Impact Factor (IF)
0.49
5 Years IF
0.88
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2013 | 0 | 0.56 | 0.31 | 0 | 13 | 13 | 229 | 4 | 4 | 0 | 0 | 2 | 50 | 4 | 0.31 | 0.24 | ||
| 2014 | 1.69 | 0.55 | 1.16 | 1.69 | 12 | 25 | 285 | 29 | 33 | 13 | 22 | 13 | 22 | 1 | 3.4 | 7 | 0.58 | 0.23 |
| 2015 | 1.68 | 0.55 | 0.99 | 1.68 | 42 | 67 | 222 | 65 | 99 | 25 | 42 | 25 | 42 | 4 | 6.2 | 13 | 0.31 | 0.23 |
| 2016 | 1.39 | 0.53 | 1.08 | 1.55 | 49 | 116 | 170 | 124 | 224 | 54 | 75 | 67 | 104 | 10 | 8.1 | 8 | 0.16 | 0.21 |
| 2017 | 0.49 | 0.55 | 1 | 1.04 | 54 | 170 | 250 | 170 | 394 | 91 | 45 | 116 | 121 | 18 | 10.6 | 29 | 0.54 | 0.21 |
| 2018 | 0.5 | 0.57 | 0.91 | 0.89 | 48 | 218 | 294 | 196 | 592 | 103 | 51 | 170 | 151 | 9 | 4.6 | 22 | 0.46 | 0.24 |
| 2019 | 0.82 | 0.6 | 0.72 | 0.77 | 50 | 268 | 74 | 190 | 784 | 102 | 84 | 205 | 157 | 4 | 2.1 | 6 | 0.12 | 0.24 |
| 2020 | 1.01 | 0.73 | 0.84 | 0.82 | 45 | 313 | 39 | 262 | 1048 | 98 | 99 | 243 | 200 | 14 | 5.3 | 2 | 0.04 | 0.34 |
| 2021 | 0.49 | 1.02 | 0.96 | 0.88 | 47 | 360 | 30 | 345 | 1393 | 95 | 47 | 246 | 217 | 12 | 3.5 | 10 | 0.21 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2014 | The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers || Download paper | 134 |
| 2 | 2018 | Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers || Download paper | 114 |
| 3 | 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers || Download paper | 77 |
| 4 | 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers || Download paper | 75 |
| 5 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers || Download paper | 72 |
| 6 | 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers || Download paper | 68 |
| 7 | 2013 | Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers || Download paper | 65 |
| 8 | 2013 | Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers || Download paper | 35 |
| 9 | 2017 | Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers || Download paper | 31 |
| 10 | 2018 | Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers || Download paper | 30 |
| 11 | 2018 | Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429. Full description at Econpapers || Download paper | 25 |
| 12 | 2016 | Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers || Download paper | 23 |
| 13 | 2017 | A Simple Test for Causality in Volatility. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545. Full description at Econpapers || Download paper | 22 |
| 14 | 2016 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers || Download paper | 22 |
| 15 | 2015 | A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers || Download paper | 22 |
| 16 | 2016 | Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers || Download paper | 19 |
| 17 | 2016 | Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers || Download paper | 18 |
| 18 | 2015 | Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers || Download paper | 17 |
| 19 | 2017 | Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers || Download paper | 16 |
| 20 | 2018 | Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers || Download paper | 15 |
| 21 | 2018 | Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers || Download paper | 15 |
| 22 | 2015 | On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers || Download paper | 14 |
| 23 | 2017 | Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers || Download paper | 14 |
| 24 | 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers || Download paper | 14 |
| 25 | 2013 | Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028. Full description at Econpapers || Download paper | 13 |
| 26 | 2013 | Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659. Full description at Econpapers || Download paper | 13 |
| 27 | 2015 | Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; ChristopherF. Parmeter, ; Chu, Chi-Yang . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581. Full description at Econpapers || Download paper | 12 |
| 28 | 2017 | A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers || Download paper | 12 |
| 29 | 2018 | A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers || Download paper | 12 |
| 30 | 2015 | Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers || Download paper | 12 |
| 31 | 2014 | Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers || Download paper | 11 |
| 32 | 2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers || Download paper | 11 |
| 33 | 2014 | A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Paolella, Marc S. ; Krause, Jochen. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459. Full description at Econpapers || Download paper | 11 |
| 34 | 2013 | Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers || Download paper | 10 |
| 35 | 2016 | Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417. Full description at Econpapers || Download paper | 10 |
| 36 | 2018 | A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046. Full description at Econpapers || Download paper | 10 |
| 37 | 2015 | On the Interpretation of Instrumental Variables in the Presence of Specification Errors. (2015). Tavlas, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:55-64:d:45286. Full description at Econpapers || Download paper | 9 |
| 38 | 2018 | On the StockâYogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573. Full description at Econpapers || Download paper | 9 |
| 39 | 2018 | Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411. Full description at Econpapers || Download paper | 9 |
| 40 | 2018 | Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513. Full description at Econpapers || Download paper | 9 |
| 41 | 2018 | From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers || Download paper | 8 |
| 42 | 2017 | Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025. Full description at Econpapers || Download paper | 8 |
| 43 | 2014 | Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391. Full description at Econpapers || Download paper | 8 |
| 44 | 2017 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322. Full description at Econpapers || Download paper | 8 |
| 45 | 2017 | A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731. Full description at Econpapers || Download paper | 8 |
| 46 | 2017 | Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Czado, Claudia ; Klimova, Yulia ; Fink, Holger ; Stober, Jakob . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821. Full description at Econpapers || Download paper | 8 |
| 47 | 2013 | Forecasting Value-at-Risk Using High-Frequency Information. (2013). Lee, Tae Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:127-140:d:26621. Full description at Econpapers || Download paper | 8 |
| 48 | 2017 | Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Czado, Claudia ; Gruber, Lutz F ; Schamberger, Benedikt. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406. Full description at Econpapers || Download paper | 8 |
| 49 | 2016 | The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689. Full description at Econpapers || Download paper | 7 |
| 50 | 2017 | Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, MarÃÂa ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640. Full description at Econpapers || Download paper | 7 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033. Full description at Econpapers || Download paper | 94 |
| 2 | 2014 | The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers || Download paper | 51 |
| 3 | 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers || Download paper | 32 |
| 4 | 2018 | Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515. Full description at Econpapers || Download paper | 24 |
| 5 | 2017 | Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610. Full description at Econpapers || Download paper | 20 |
| 6 | 2018 | Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429. Full description at Econpapers || Download paper | 20 |
| 7 | 2013 | Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers || Download paper | 19 |
| 8 | 2013 | Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers || Download paper | 19 |
| 9 | 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers || Download paper | 15 |
| 10 | 2016 | Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088. Full description at Econpapers || Download paper | 13 |
| 11 | 2018 | Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682. Full description at Econpapers || Download paper | 13 |
| 12 | 2016 | Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992. Full description at Econpapers || Download paper | 13 |
| 13 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers || Download paper | 12 |
| 14 | 2016 | Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers || Download paper | 12 |
| 15 | 2017 | Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers || Download paper | 12 |
| 16 | 2015 | A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers || Download paper | 12 |
| 17 | 2018 | A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749. Full description at Econpapers || Download paper | 11 |
| 18 | 2018 | Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315. Full description at Econpapers || Download paper | 11 |
| 19 | 2016 | Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253. Full description at Econpapers || Download paper | 11 |
| 20 | 2017 | A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353. Full description at Econpapers || Download paper | 10 |
| 21 | 2018 | A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046. Full description at Econpapers || Download paper | 10 |
| 22 | 2015 | Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534. Full description at Econpapers || Download paper | 9 |
| 23 | 2018 | Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513. Full description at Econpapers || Download paper | 9 |
| 24 | 2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547. Full description at Econpapers || Download paper | 9 |
| 25 | 2013 | Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers || Download paper | 8 |
| 26 | 2017 | A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731. Full description at Econpapers || Download paper | 8 |
| 27 | 2015 | Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668. Full description at Econpapers || Download paper | 7 |
| 28 | 2019 | Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms. (2019). Nielsen, Bent ; Kurita, Takamitsu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:42-:d:273844. Full description at Econpapers || Download paper | 7 |
| 29 | 2020 | Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273. Full description at Econpapers || Download paper | 7 |
| 30 | 2017 | Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Czado, Claudia ; Gruber, Lutz F ; Schamberger, Benedikt. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406. Full description at Econpapers || Download paper | 6 |
| 31 | 2015 | On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584. Full description at Econpapers || Download paper | 6 |
| 32 | 2017 | Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537. Full description at Econpapers || Download paper | 6 |
| 33 | 2021 | Uncertainty Due to Infectious Diseases and StockâBond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153. Full description at Econpapers || Download paper | 6 |
| 34 | 2013 | Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028. Full description at Econpapers || Download paper | 5 |
| 35 | 2016 | Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Wang, Yazhen ; Zhang, Xin ; Kim, Donggyu. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033. Full description at Econpapers || Download paper | 5 |
| 36 | 2017 | Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity. (2017). Tsionas, Mike ; Sickles, Robin ; Liu, Junrong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:33-:d:106177. Full description at Econpapers || Download paper | 5 |
| 37 | 2018 | From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modellerâs Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699. Full description at Econpapers || Download paper | 5 |
| 38 | 2019 | Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model. (2019). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:22-:d:233056. Full description at Econpapers || Download paper | 5 |
| 39 | 2017 | Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593. Full description at Econpapers || Download paper | 5 |
| 40 | 2014 | Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers || Download paper | 5 |
| 41 | 2017 | Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels. (2017). Kim, Jae ; Choi, In. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:41-:d:111322. Full description at Econpapers || Download paper | 5 |
| 42 | 2015 | Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individualsâ Position Is Geo-Masked for Confidentiality. (2015). arbia, giuseppe ; Giuliani, Diego ; Espa, Giuseppe. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:709-718:d:57989. Full description at Econpapers || Download paper | 5 |
| 43 | 2015 | Bootstrap Tests for Overidentification in Linear Regression Models. (2015). MacKinnon, James ; Davidson, Russell. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:825-863:d:60287. Full description at Econpapers || Download paper | 5 |
| 44 | 2014 | Success at the Summer Olympics: How Much Do Economic Factors Explain?. (2014). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:169-202:d:43197. Full description at Econpapers || Download paper | 5 |
| 45 | 2018 | On the StockâYogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573. Full description at Econpapers || Download paper | 4 |
| 46 | 2019 | A Frequentist Alternative to Significance Testing, p -Values, and Confidence Intervals. (2019). Trafimow, David. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:26-:d:237276. Full description at Econpapers || Download paper | 4 |
| 47 | 2015 | Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974. Full description at Econpapers || Download paper | 4 |
| 48 | 2018 | Assessing News Contagion in Finance. (2018). Nicola, Giancarlo ; Cerchiello, Paola. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:5-:d:130110. Full description at Econpapers || Download paper | 4 |
| 49 | 2021 | Searching for a Theory That Fits the Data: A Personal Research Odyssey. (2021). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:5-:d:490756. Full description at Econpapers || Download paper | 4 |
| 50 | 2020 | Triple the GammaâA Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596. Full description at Econpapers || Download paper | 4 |
Citing documents used to
compute impact factor: 47
| Year | Title | |
|---|---|---|
| 2021 | Management-to-staff ratio and a firms exit. (2021). Stef, Nicolae ; Zenou, Emmanuel. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:252-260. Full description at Econpapers || Download paper | |
| 2021 | The harmful effect of null hypothesis significance testing on marketing research: An example. (2021). Trafimow, David ; Wang, Tonghui ; Kostyk, Alena ; Hyman, Michael R. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:39-44. Full description at Econpapers || Download paper | |
| 2021 | Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. (2021). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646. Full description at Econpapers || Download paper | |
| 2021 | Rounding behaviour of professional macro-forecasters. (2021). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1614-1631. Full description at Econpapers || Download paper | |
| 2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
| 2021 | Large-dimensional Dynamic Factor Models: Estimation of ImpulseâResponse Functions with I(1) cointegrated factors. (2021). Lippi, Marco ; Barigozzi, Matteo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:455-482. Full description at Econpapers || Download paper | |
| 2021 | Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. (2021). Linton, O ; Chen, J ; Li, Y-N., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2150. Full description at Econpapers || Download paper | |
| 2021 | Technical Analysis of Tourism Price Process in the Eurozone. (2021). Bojnec, Tefan ; Griar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054. Full description at Econpapers || Download paper | |
| 2021 | Factor extraction using Kalman filter and smoothing: This is not just another survey. (2021). Ruiz, Esther ; Miranda, Karen ; Poncela, Pilar. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1399-1425. Full description at Econpapers || Download paper | |
| 2021 | Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367. Full description at Econpapers || Download paper | |
| 2021 | Proo-poor growth modeling in developing countries: A Gini regression approach. (2021). Ka, Ndn. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00955. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Modeling R&D spillovers to productivity: The effects of tax credits. (2021). Skjerpen, Terje ; Hungnes, HÃÂ¥vard ; von Brasch, T. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001346. Full description at Econpapers || Download paper | |
| 2021 | Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance. (2021). Ota, Yasushi ; Maki, Daiki. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10014-4. Full description at Econpapers || Download paper | |
| 2021 | Structural Panel Bayesian VAR with Multivariate Time-Varying Volatility to Jointly Deal with Structural Changes, Policy Regime Shifts, and Endogeneity Issues. (2021). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:20-:d:548164. Full description at Econpapers || Download paper | |
| 2021 | Modeling and assessing systematic risk in stock markets in major oil exporting countries. (2021). Onour, Ibrahim. In: Economic Consultant. RePEc:ris:statec:0093. Full description at Econpapers || Download paper | |
| 2021 | Gompertz law revisited: Forecasting mortality with a multi-factor exponential model. (2021). Zhu, Wenjun ; Tuljapurkar, Shripad ; Tan, Ken Seng ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:268-281. Full description at Econpapers || Download paper | |
| 2021 | Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402. Full description at Econpapers || Download paper | |
| 2021 | A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749. Full description at Econpapers || Download paper | |
| 2021 | Modelling non-stationary âBig Dataâ. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575. Full description at Econpapers || Download paper | |
| 2021 | Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs. (2021). Boulet, Lucien. In: Papers. RePEc:arx:papers:2109.01044. Full description at Econpapers || Download paper | |
| 2021 | Monetary policy and its transmission channels: Evidence from China. (2021). Ni, Jinlan ; Zhan, Minghua ; Xu, Yueli ; Li, Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001281. Full description at Econpapers || Download paper | |
| 2021 | Analysis and Forecasting of Risk in Count Processes. (2021). Frahm, Gabriel ; Weiss, Christian H ; Homburg, Annika ; Gob, Rainer ; Alwan, Layth C. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:182-:d:537533. Full description at Econpapers || Download paper | |
| 2021 | The Impact of China-Africa Trade on Industries in Africa: A Case Study of FOCAC and BRI. (2021). Mbona, Reginald Masimba. In: Business and Economic Research. RePEc:mth:ber888:v:11:y:2021:i:2:p:301-318. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Optimal Designs for Model Averaging in non-nested Models. (2021). Schorning, Kirsten ; Dette, Holger ; Alhorn, Kira. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00238-9. Full description at Econpapers || Download paper | |
| 2021 | Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56. Full description at Econpapers || Download paper | |
| 2021 | Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels. (2021). Choi, In ; Jung, Sanghyun. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02007-x. Full description at Econpapers || Download paper | |
| 2021 | Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions. (2019). Chen, Jau-er ; Tien, Jia-Jyun. In: Papers. RePEc:arx:papers:1909.12592. Full description at Econpapers || Download paper | |
| 2021 | Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions. (2021). Tien, Jia-Jyun ; Huang, Chien-Hsun ; Chen, Jau-Er. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:15-:d:529537. Full description at Econpapers || Download paper | |
| 2021 | On Multicointegration. (2021). PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2306. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Bayesian sparse convex clustering via global-local shrinkage priors. (2021). Kawano, Shuichi ; Shimamura, Kaito. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01101-7. Full description at Econpapers || Download paper | |
| 2021 | On the effectiveness of the European Central Bankâs conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data. (2021). Yalonetzky, Gaston ; Stapenhurstz, Christopher ; Abul, Ramses H. In: Working Papers. RePEc:mal:wpaper:2021-1. Full description at Econpapers || Download paper | |
| 2021 | The Impact of Hydrogen on a Stationary Gasoline-Based Engine through Multi-Response Optimization: A Desirability Function Approach. (2021). Perez-Sanchez, Armando ; Limon-Romero, Jorge ; Padilla-Atondo, Jesus M ; Ontiveros, Sinue ; Puente, Cesar ; Baez-Lopez, Yolanda ; Tlapa, Diego. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:3:p:1385-:d:489060. Full description at Econpapers || Download paper | |
| 2021 | Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311. Full description at Econpapers || Download paper | |
| 2021 | Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830. Full description at Econpapers || Download paper | |
| 2021 | A Cross-Sectoral Investigation of the EnergyâEnvironmentâEconomy Causal Nexus in Pakistan: Policy Suggestions for Improved Energy Management. (2021). Rehman, Atiq ; Bhatti, Muhammad ; Fazal, Rizwan ; Hayat, Umar ; Arooj, Fariha ; Ur, Atiq. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:17:p:5495-:d:628344. Full description at Econpapers || Download paper | |
| 2021 | Fast computation and practical use of amplitudes at non-Fourier frequencies. (2021). Mangat, Manveer K ; Reschenhofer, Erhard. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-020-01061-4. Full description at Econpapers || Download paper | |
| 2021 | Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894. Full description at Econpapers || Download paper | |
| 2021 | Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006. Full description at Econpapers || Download paper | |
| 2021 | Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Idiosyncrasies of Money: 21st Century Evolution of Money. (2021). Bares, Lydia ; Mugambi, Paul ; Ogachi, Daniel ; Zeman, Zoltan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:40-:d:517870. Full description at Econpapers || Download paper | |
| 2021 | Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data. (2021). Portelli, Lorenzo ; Min, Aleksey ; Defend, Monica ; Zagst, Rudi ; Sandrini, Francesco ; Ramsauer, Franz. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:5-90:d:495900. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685. Full description at Econpapers || Download paper | |
| 2021 | On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era. (2021). Mikhaylov, Alexey ; Maximov, Denis ; Candila, Vincenzo ; Tryndina, Nicole ; Senjyu, Tomonobu ; Moiseev, Nikita. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8046-:d:693115. Full description at Econpapers || Download paper | |
| 2021 | Validation of Corporate Probability of Default Models Considering Alternative Use Cases. (2021). Jacobs, Michael. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:63-:d:687129. Full description at Econpapers || Download paper | |
| 2021 | Technical Analysis of Tourism Price Process in the Eurozone. (2021). Bojnec, Tefan ; Griar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054. Full description at Econpapers || Download paper | |
| 2021 | The Effects of Management (Tillage, Fertilization, Plant Density) on Soybean Yield and Quality in a Three-Year Experiment under Transylvanian Plain Climate Conditions. (2021). Bogdan, Ileana ; Chean, Cornel ; Rusu, Teodor ; Moraru, Paula Ioana ; Pop, Adrian Ioan. In: Land. RePEc:gam:jlands:v:10:y:2021:i:2:p:200-:d:500288. Full description at Econpapers || Download paper | |
| 2021 | Sustainable Determinants That Affect Tourist Arrival Forecasting. (2021). Ugar, Violeta ; Baldigara, Tea ; Gricar, Sergej. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9659-:d:623516. Full description at Econpapers || Download paper | |
| 2021 | Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Bangash, Romana ; Khan, Hanana ; Marimuthu, Maran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16. Full description at Econpapers || Download paper | |
| 2020 | FISS ââ¬â A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers || Download paper | |
| 2019 | The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43. Full description at Econpapers || Download paper | |
| 2019 | Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958. Full description at Econpapers || Download paper | |
| 2019 | The Efficiency of the Sustainable Development Policy for Energy Consumption under Environmental Law in Thailand: Adapting the SEM-VARIMAX Model. (2019). Naluang, Sthianrapab ; Sutthichaimethee, Pruethsan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:16:p:3092-:d:256815. Full description at Econpapers || Download paper | |
| 2019 | . Full description at Econpapers || Download paper | |
| 2019 | Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | The distortion principle for insurance pricing: properties, identification and robustness. (2018). Pflug, Georg ; Escobar, Daniela. In: Papers. RePEc:arx:papers:1809.06592. Full description at Econpapers || Download paper | |
| 2018 | Confidence intervals for bias and size distortion in IV and local projections ââ¬â IV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1841. Full description at Econpapers || Download paper | |
| 2018 | Confidence Intervals for Bias and Size Distortion in IV and Local Projectionsââ¬âIV Models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1077. Full description at Econpapers || Download paper | |
| 2018 | Does Early Child Care Affect Childrens Development?. (2018). Felfe, Christina ; Lalive, Rafael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12675. Full description at Econpapers || Download paper | |
| 2018 | The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp999. Full description at Econpapers || Download paper | |
| 2018 | Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364. Full description at Econpapers || Download paper | |
| 2018 | Decomposition of changes in the consumption of macronutrients in Vietnam between 2004 and 2014. (2018). Thi, Huong Trinh ; Thomas-Agnan, Christine ; Simioni, Michel. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:259-275. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric Estimation of a Conditional Quantile Function in a Fixed Effects Panel Data Model. (2018). yan, karen ; Li, QI. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:44-:d:161849. Full description at Econpapers || Download paper | |
| 2018 | Evaluating the Interconnectedness of the Sustainable Development Goals Based on the Causality Analysis of Sustainability Indicators. (2018). Abonyi, Janos ; Sebestyen, Viktor ; Dorg, Gyula. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3766-:d:176658. Full description at Econpapers || Download paper | |
| 2018 | The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: PSE Working Papers. RePEc:hal:psewpa:hal-02878315. Full description at Econpapers || Download paper | |
| 2018 | The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: World Inequality Lab Working Papers. RePEc:hal:wilwps:hal-02878315. Full description at Econpapers || Download paper | |
| 2018 | The Weight of the Rich: Improving Surveys Using Tax Data. (2018). Flores, Ignacio ; Blanchet, Thomas ; Morgan, Marc. In: Working Papers. RePEc:hal:wpaper:hal-02878315. Full description at Econpapers || Download paper | |
| 2018 | A Dichotomous Analysis Of Unemployment Welfare. (2018). Hu, Xingwei. In: MPRA Paper. RePEc:pra:mprapa:88662. Full description at Econpapers || Download paper | |
| 2018 | The network of migrants and international trade. (2018). Sgrignoli, Paolo ; Schiavo, Stefano ; Riccaboni, Massimo ; Metulini, Rodolfo. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:3:d:10.1007_s40888-018-0106-6. Full description at Econpapers || Download paper | |
| 2018 | The role of employment interruptions and part-time work for the rise in wage inequality. (2018). Fitzenberger, Bernd ; Biewen, Martin ; de Lazzer, Jakob. In: IZA Journal of Labor Economics. RePEc:spr:izalbr:v:7:y:2018:i:1:d:10.1186_s40172-018-0070-y. Full description at Econpapers || Download paper | |
| 2018 | The anatomy of job polarisation in the UK. (2018). Salvatori, Andrea. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:52:y:2018:i:1:d:10.1186_s12651-018-0242-z. Full description at Econpapers || Download paper | |
| 2018 | Confidence intervals for bias and size distortion in IV and local projectionsââ¬âIV models. (2018). Rossi, Barbara ; Inoue, Atsushi ; Ganics, Gergely. In: Economics Working Papers. RePEc:upf:upfgen:1640. Full description at Econpapers || Download paper | |
| 2018 | The Effect of Self-Employment on Income Inequality. (2018). Schneck, Stefan. In: GLO Discussion Paper Series. RePEc:zbw:glodps:281. Full description at Econpapers || Download paper | |
| 2018 | The effect of self-employment on income inequality. (2018). Schneck, Stefan. In: Working Papers. RePEc:zbw:ifmwps:0518. Full description at Econpapers || Download paper |
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