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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
54
Impact Factor (IF)
0.78
5 Years IF
0.97
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
1997 0 0.24 0.13 0 23 23 184 3 3 0 0 0 3 0.13 0.11
1998 0.13 0.28 0.2 0.13 22 45 403 5 12 23 3 23 3 0 2 0.09 0.13
1999 0.53 0.3 0.59 0.53 24 69 822 35 53 45 24 45 24 0 10 0.42 0.15
2000 0.59 0.35 0.64 0.52 22 91 1648 44 111 46 27 69 36 4 9.1 7 0.32 0.16
2001 0.7 0.38 0.54 0.52 23 114 211 51 172 46 32 91 47 2 3.9 2 0.09 0.17
2002 0.82 0.41 0.67 0.72 21 135 912 91 263 45 37 114 82 6 6.6 6 0.29 0.21
2003 0.86 0.44 0.78 0.94 24 159 499 123 387 44 38 112 105 0 3 0.13 0.22
2004 0.8 0.49 1.01 1.11 8 167 530 163 555 45 36 114 127 0 4 0.5 0.22
2005 0.63 0.5 1.2 1.36 29 196 936 229 791 32 20 98 133 1 0.4 13 0.45 0.23
2006 1.46 0.5 1.6 1.38 21 217 824 331 1138 37 54 105 145 10 3 25 1.19 0.23
2007 1.06 0.46 1.37 1.43 34 251 1754 332 1483 50 53 103 147 3 0.9 28 0.82 0.2
2008 2.15 0.49 1.84 1.83 25 276 725 496 1990 55 118 116 212 0 17 0.68 0.23
2009 2.36 0.47 2.11 2.14 34 310 576 643 2643 59 139 117 250 6 0.9 38 1.12 0.24
2010 1.24 0.48 1.73 1.67 31 341 459 584 3234 59 73 143 239 1 0.2 8 0.26 0.21
2011 1.02 0.52 1.78 1.79 26 367 155 640 3888 65 66 145 260 5 0.8 4 0.15 0.24
2012 0.81 0.51 1.94 1.61 23 390 417 739 4644 57 46 150 242 1 0.1 14 0.61 0.22
2013 1.16 0.56 2.39 1.48 33 423 799 990 5654 49 57 139 206 6 0.6 64 1.94 0.24
2014 1.96 0.55 2.16 1.47 40 463 327 985 6653 56 110 147 216 2 0.2 26 0.65 0.23
2015 1.75 0.55 2.06 1.45 46 509 775 1027 7701 73 128 153 222 8 0.8 54 1.17 0.23
2016 1.28 0.53 1.9 1.4 65 574 339 1088 8793 86 110 168 235 11 1 18 0.28 0.21
2017 1.04 0.55 1.7 1.28 58 632 271 1074 9870 111 115 207 264 8 0.7 21 0.36 0.21
2018 0.83 0.57 1.48 1.19 51 683 273 1013 10884 123 102 242 288 3 0.3 19 0.37 0.24
2019 0.72 0.6 1.38 1 61 744 209 1028 11914 109 79 260 261 0 24 0.39 0.24
2020 1.25 0.73 1.57 1.28 58 802 41 1256 13175 112 140 281 360 1 0.1 10 0.17 0.34
2021 0.78 1.02 1.5 0.97 40 842 18 1267 14442 119 93 293 283 0 3 0.08 0.39
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12000GMM 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

936
22007Bayesian 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

899
32007Bayesian Analysis of DSGE Models—Rejoinder. (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

633
41999Using 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

598
52002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, 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

490
62007MIDAS 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

398
72015Testing 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

290
82008Realized 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

232
91998A 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

224
102004Automatic 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

221
112013Weights 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

217
122004Fixed 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

210
132006Multivariate 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

209
142008The 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

208
152003Best 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

203
162005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

198
172009Structure 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

193
182005New 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

187
192006The 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

163
202000Bootstrap 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

160
212012Cross-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

158
222000Nonstationary 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.

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153
232005Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404.

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153
242006On 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.

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142
252000Recent 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.

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124
262002LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87.

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115
272007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

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111
282005In-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

107
292006Testing 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.

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96
302002ON 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.

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87
312015Econometric 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

86
322013On 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.

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85
332007Forecast 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.

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80
342012A 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

78
352010The 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

78
362013Econometric 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.

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72
372003A 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.

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71
382001A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; Lütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318.

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71
392015Factor 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.

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70
402006Multivariate 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.

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70
412000Estimation 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.

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63
422010An 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.

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63
432006Asymmetric 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

60
442013Testing 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

59
452013State 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.

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59
462009A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631.

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59
472007Testing 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.

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59
482012A 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.

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58
492003Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach. (2003). Yao, James Yudong ; Weeks, Melvyn . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:1:p:59-77.

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57
502013A 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.

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57
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Testing 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

187
22000GMM 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

137
32007Bayesian 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

127
42007MIDAS 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

115
52005New 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

111
62007Bayesian Analysis of DSGE Models—Rejoinder. (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

105
72013Weights 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

80
81999Using 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

57
92012Cross-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

57
102008Realized 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

55
112015Econometric 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

53
122004Automatic 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

47
132008The 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

44
142005A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, Jörg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173.

Full description at Econpapers || Download paper

39
152002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; Teräsvirta, 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

39
162004Fixed 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

38
172019OLS 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

38
182010An 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

32
192018Testing 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

31
202019Practical 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

31
212006Multivariate 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

29
222013Testing 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

26
232013On 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

24
241998A 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

24
252000Bootstrap 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

23
262009Structure 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

23
272006The 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

22
282005In-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

21
292012A 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.

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20
302015Factor 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.

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19
312006On 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.

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322015A 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.

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18
332016Common 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.

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342008Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512.

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352007Testing 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.

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362019Alternative 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.

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372018A Laplace stochastic frontier model. (2018). Parmeter, Christopher ; Horrace, William. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:260-280.

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382007Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lindé, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328.

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392013State 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.

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402016Lassoing 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.

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412013Econometric 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.

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422018Extremal dependence tests for contagion. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:6:p:626-649.

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432000Estimation 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.

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442013Composite Indices: Rank Robustness, Statistical Association, and Redundancy. (2013). Seth, Suman ; McGillivray, Mark ; Foster, James. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:35-56.

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13
452009Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” 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.

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462018The 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.

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12
472000Nonstationary 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.

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482018Specification tests for time-varying parameter models with stochastic volatility. (2018). Chan, Joshua. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:807-823.

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492003Best 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.

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12
502012A 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.

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2021On Zipf’s law and the bias of Zipf regressions. (2021). Schluter, Christian. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01879-3.

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2021Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis. (2021). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen ; Gefang, Deborah ; Gibson, Heather D. In: Oxford Economic Papers. RePEc:oup:oxecpp:v:73:y:2021:i:4:p:1454-1470..

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2021Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2021). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Parks, Bradley C ; Dreher, Axel ; Tierney, Michael J. In: World Development. RePEc:eee:wdevel:v:139:y:2021:i:c:s0305750x20304186.

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2021How does inequality affect long-run growth? Cross-industry, cross-country evidence. (2021). Gutiérrez-Romero, Roxana ; Gutierrez-Romero, Roxana. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:274-297.

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2021Corporate entrepreneurship, country institutions and firm financial performance. (2021). Holmes, Michael R ; Zahra, Shaker A ; Vanacker, Tom ; Van Acker, Tom . In: Journal of World Business. RePEc:eee:worbus:v:56:y:2021:i:3:s1090951620300900.

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2021The effects of firm aspirational performance on changes in leadership structure. (2021). O'Brien, Jonathan P ; Iyer, Dinesh N ; Borgholthaus, Cameron J. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:319-327.

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2021Cointegration, Root Functions and Minimal Bases. (2021). Paruolo, Paolo ; Franchi, Massimo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:31-:d:615763.

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2021Bayesian estimation of stochastic tail index from high-frequency financial data. (2021). Bera, Anil K ; Tapinar, Suleyman ; Doan, Osman. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01969-2.

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2021Inequality measurement with grouped data: Parametric and non?parametric methods. (2021). Jantti, Markus ; Sarabia, Jose Maria ; Jorda, Vanesa. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:3:p:964-984.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulària, Daniel ; Amezcua, Alejandro Villagomez ; Hernandezroman, Luis G ; VentosaSantaularia, Daniel . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195.

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2021A new test for common breaks in heterogeneous panel data models. (2021). Kurozumi, Eiji ; Jiang, Peiyun. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-107.

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2021A CUSUM-Based Approach for Condition Monitoring and Fault Diagnosis of Wind Turbines. (2021). Dao, Phong B. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3236-:d:566961.

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2021The Effects of Reforming a Federal Employment Agency on Labor Demand. (2021). Kraft, Kornelius ; Lammers, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp14629.

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2021Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035.

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2021Essays in honor of Professor Badi H Baltagi. (2021). Westerlund, Joakim ; Sarafidis, Vasilis ; Li, QI. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02005-z.

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2021The Effect of Sport in Online Dating: Evidence from Causal Machine Learning. (2021). Lechner, Michael ; Okasa, Gabriel ; Boller, Daniel. In: Economics Working Paper Series. RePEc:usg:econwp:2021:04.

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2021The Effect of Sport in Online Dating: Evidence from Causal Machine Learning. (2021). Lechner, Michael ; Okasa, Gabriel ; Boller, Daniel. In: IZA Discussion Papers. RePEc:iza:izadps:dp14259.

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2021The Effect of Sport in Online Dating: Evidence from Causal Machine Learning. (2021). Lechner, Michael ; Okasa, Gabriel ; Boller, Daniel. In: Papers. RePEc:arx:papers:2104.04601.

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2021The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8912.

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2021The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: Working papers. RePEc:bsl:wpaper:2021/05.

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2021The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: IZA Discussion Papers. RePEc:iza:izadps:dp14128.

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2021Identifying Causal Channels of Policy Reforms with Multiple Treatments and Different Types of Selection. (2021). Doerr, Annabelle ; Anthony, Strittmatter ; Annabelle, Doerr. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:67-88:n:6.

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2021On the effectiveness of case management for people with disabilities. (2021). Seiberlich, Ruben ; Schanbacher, Peter ; Draheim, Matthias. In: Journal for Labour Market Research. RePEc:spr:jlabrs:v:55:y:2021:i:1:d:10.1186_s12651-021-00299-9.

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2021The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: Papers. RePEc:arx:papers:2102.09207.

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2021Gender pay gaps in domestic and foreign-owned firms. (2021). Sałach, Katarzyna ; Saach, Katarzyna ; Magda, Iga. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01950-z.

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2021Does the choice of balance-measure matter under genetic matching?. (2021). Wittenberg, Martin ; Oyenubi, Adeola. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01873-9.

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2021A Bayesian semiparametric vector Multiplicative Error Model. (2021). Mira, Antonietta ; Peluso, Stefano ; Donelli, Nicola. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000761.

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2021Optimal stopping with signatures. (2021). Bayer, Christian ; Schoenmakers, John ; Riedel, Sebastian ; Hager, Paul. In: Papers. RePEc:arx:papers:2105.00778.

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2021Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:92-:d:576215.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Tu, Yundong ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-18.

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2021What do we know from the vast literature on efficiency and productivity in healthcare? A Systematic Review and Bibliometric Analysis. (2021). Zelenyuk, Valentin ; Sickles, Robin C ; Nguyen, Bao Hoang. In: CEPA Working Papers Series. RePEc:qld:uqcepa:163.

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2021Bayesian treatment effects due to a subsidized health program: the case of preventive health care utilization in Medellín (Colombia). (2021). Ramírez Hassan, Andrés ; Guerraurzola, Rosember ; Ramirezhassan, Andres. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01796-0.

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2021Inefficiency and bank failure: A joint Bayesian estimation method of stochastic frontier and hazards models. (2021). Sanchez-Gonzalez, Jim ; RESTREPO-TOBON, DIEGO ; Ramirezhassan, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:344-360.

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2021Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity. (2021). L'Opez-Vera, Alejandro ; Ram, Andr'Es. In: Papers. RePEc:arx:papers:2109.07646.

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Recent citations received in 2021

YearCiting document
2021Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294.

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2021A fresh look at the risk-return tradeoff. (2021). Lo, Hsin-Yu ; Chen, Yi-Chi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000536.

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2021A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267.

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Recent citations received in 2020

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2020Estimation 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.

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2020Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103830.

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

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

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2020Fiscal 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.

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2020A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920.

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2020Modeling 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.

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2020Inference 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.

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Recent citations received in 2019

YearCiting document
2019Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149.

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2019Nonparametric Instrumental Variables Estimation Under Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241.

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2019Sorting on the Used-Car Market After the Volkswagen Emission Scandal. (2019). Strittmatter, Anthony ; Lechner, Michael. In: Papers. RePEc:arx:papers:1908.09609.

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2019An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: Papers. RePEc:arx:papers:1910.00641.

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2019Are 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.

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2019Is 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.

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2019Is 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.

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2019Effects 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.

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2019Pink 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.

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2019An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: FSES Working Papers. RePEc:fri:fribow:fribow00504.

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2019Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data. (2019). Kashner, Michael T ; White, Halbert ; Henley, Steven S ; Golden, Richard M. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:37-:d:264548.

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2019Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: IZA Discussion Papers. RePEc:iza:izadps:dp12225.

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2019Does 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.

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2019Do 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.

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2019Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:25963.

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2019Using 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.

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2019Do 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: CEPA Discussion Papers. RePEc:pot:cepadp:14.

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2019Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19.

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2019Evaluando el impacto de las medidas de desdolarización del crédito en el Perú. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005.

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2019Cointegration, root functions and minimal bases. (2019). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20192.

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2019The 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.

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2019Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan. In: Working Papers. RePEc:umc:wpaper:1905.

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2019Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germany’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.

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2019Is 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.

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Recent citations received in 2018

YearCiting document
2018Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125.

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2018Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003.

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2018Energy 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.

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2018Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623.

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2018Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060.

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2018Does time-variation matter in the stochastic volatility components for G7 stock returns. (2018). . In: Working Papers. RePEc:cui:wpaper:0062.

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2018A 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.

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2018Crude 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.

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2018The 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.

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2018Parallel 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.

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2018Measuring 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.

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2018Volatility 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.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130.

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2018Does 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.

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2018Renewable 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.

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018Visiting 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.

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2018Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . In: Working Papers. RePEc:ucr:wpaper:201805.

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