Citation analysis for Econometric Reviews / Taylor & Francis Journals

Citation Profile [Updated: 2023-01-07 21:26:51]

5 Years H Index

Impact Factor (IF)

0.8

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	186	3	3	0		0			0	3	0.13	0.11
1998	0.13	0.28	0.2	0.13	22	45	410	5	12	23	3	23	3		0	2	0.09	0.13
1999	0.53	0.3	0.59	0.53	24	69	837	35	53	45	24	45	24		0	10	0.42	0.15
2000	0.63	0.35	0.66	0.55	22	91	1703	46	113	46	29	69	38	4	8.7	7	0.32	0.16
2001	0.7	0.38	0.54	0.52	23	114	212	51	174	46	32	91	47	2	3.9	2	0.09	0.17
2002	0.82	0.41	0.69	0.74	21	135	917	93	267	45	37	114	84	6	6.5	6	0.29	0.21
2003	0.86	0.44	0.79	0.94	24	159	509	123	392	44	38	112	105		0	3	0.13	0.22
2004	0.8	0.49	1.01	1.12	8	167	555	164	561	45	36	114	128		0	4	0.5	0.22
2005	0.63	0.5	1.23	1.4	29	196	977	234	802	32	20	98	137	1	0.4	13	0.45	0.23
2006	1.46	0.5	1.64	1.39	21	217	837	340	1158	37	54	105	146	10	2.9	25	1.19	0.23
2007	1.06	0.46	1.39	1.45	34	251	1797	335	1506	50	53	103	149	3	0.9	28	0.82	0.2
2008	2.15	0.49	1.85	1.84	25	276	747	500	2017	55	118	116	214		0	18	0.72	0.23
2009	2.39	0.47	2.13	2.15	34	310	585	650	2677	59	141	117	252	6	0.9	38	1.12	0.23
2010	1.25	0.48	1.76	1.7	31	341	470	593	3277	59	74	143	243	1	0.2	8	0.26	0.21
2011	1.05	0.52	1.81	1.81	26	367	158	651	3942	65	68	145	263	5	0.8	4	0.15	0.24
2012	0.82	0.51	1.96	1.62	23	390	434	746	4705	57	47	150	243	1	0.1	14	0.61	0.22
2013	1.2	0.56	2.42	1.5	33	423	833	1004	5729	49	59	139	208	6	0.6	67	2.03	0.24
2014	1.98	0.55	2.17	1.48	40	463	344	993	6736	56	111	147	218	2	0.2	26	0.65	0.23
2015	1.77	0.55	2.07	1.47	46	509	837	1033	7790	73	129	153	225	8	0.8	54	1.17	0.23
2016	1.28	0.53	1.91	1.41	65	574	364	1093	8888	86	110	168	237	11	1	18	0.28	0.21
2017	1.05	0.55	1.72	1.29	58	632	282	1083	9974	111	117	207	266	8	0.7	21	0.36	0.21
2018	0.85	0.57	1.51	1.21	51	683	289	1027	11004	123	104	242	293	3	0.3	20	0.39	0.24
2019	0.73	0.6	1.39	1.02	61	744	234	1035	12041	109	80	260	264		0	23	0.38	0.24
2020	1.27	0.73	1.6	1.29	58	802	49	1276	13322	112	142	281	363	1	0.1	10	0.17	0.34
2021	0.8	1.02	1.52	0.97	40	842	26	1277	14599	119	95	293	285		0	3	0.08	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	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	979
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	918
3	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	650
4	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	604
5	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	494
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	420
7	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	334
8	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	238
9	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	231
10	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	228
11	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	228
12	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	225
13	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	212
14	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	211
15	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	211
16	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	208
17	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	206
18	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	196
19	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	165
20	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	164
21	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	162
22	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	156
23	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	153
24	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	147
25	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	126
26	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	115
27	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	112
28	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	110
29	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	97
30	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	94
31	2015	Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers \|\| Download paper	93
32	2002	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers \|\| Download paper	87
33	2012	A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296. Full description at Econpapers \|\| Download paper	81
34	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	80
35	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	78
36	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	76
37	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	72
38	2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	72
39	2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	71
40	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÆÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	71
41	2010	An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers \|\| Download paper	67
42	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	66
43	2003	Provincial 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. Full description at Econpapers \|\| Download paper	62
44	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	61
45	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	60
46	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	60
47	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	59
48	2009	A 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. Full description at Econpapers \|\| Download paper	59
49	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	59
50	2013	A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers \|\| Download paper	58

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

#	Year	Title	Cited
1	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	231
2	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	156
3	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	137
4	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	134
5	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	132
6	2007	Bayesian Analysis of DSGE ModelsÃ¢â¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	115
7	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	92
8	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	62
9	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	61
10	2015	Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers \|\| Download paper	60
11	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	60
12	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	54
13	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÆÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	49
14	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	46
15	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS Ã¢â¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	42
16	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	40
17	2019	OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827. Full description at Econpapers \|\| Download paper	40
18	2010	An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers \|\| Download paper	35
19	2018	Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866. Full description at Econpapers \|\| Download paper	35
20	2019	Practical procedures to deal with common support problems in matching estimation. (2019). Lechner, Michael ; Strittmatter, Anthony. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207. Full description at Econpapers \|\| Download paper	34
21	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	31
22	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	29
23	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	28
24	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	26
25	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	26
26	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	25
27	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	24
28	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	24
29	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	23
30	2012	A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296. Full description at Econpapers \|\| Download paper	22
31	2019	Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486. Full description at Econpapers \|\| Download paper	20
32	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	20
33	2015	A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105. Full description at Econpapers \|\| Download paper	18
34	2016	Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, JÃÆÃÂ¶rg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316. Full description at Econpapers \|\| Download paper	18
35	2016	Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463. Full description at Econpapers \|\| Download paper	18
36	2008	Optimal 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. Full description at Econpapers \|\| Download paper	17
37	2016	Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics. (2016). Audrino, Francesco ; Knaus, Simon D. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1485-1521. Full description at Econpapers \|\| Download paper	17
38	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	16
39	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	15
40	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	15
41	2018	A Laplace stochastic frontier model. (2018). Parmeter, Christopher ; Horrace, William. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:260-280. Full description at Econpapers \|\| Download paper	15
42	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	15
43	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÆÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	15
44	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	14
45	2009	Correction to Ã¢â¬ÅAutomatic Block-Length Selection for the Dependent BootstrapÃ¢â¬Â by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	14
46	2000	Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers \|\| Download paper	14
47	2013	Composite 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. Full description at Econpapers \|\| Download paper	14
48	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	14
49	2018	Extremal 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. Full description at Econpapers \|\| Download paper	13
50	2015	Marginal Likelihood Estimation with the Cross-Entropy Method. (2015). Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:3:p:256-285. Full description at Econpapers \|\| Download paper	12

Citing documents used to compute impact factor: 95

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2021	The effects of paid family leave on food insecurityâevidence from California. (2021). Lenhart, Otto. In: Review of Economics of the Household. RePEc:kap:reveho:v:19:y:2021:i:3:d:10.1007_s11150-020-09537-4. Full description at Econpapers \|\| Download paper
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2021	Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19. Full description at Econpapers \|\| Download paper
2021	Short-term and long-term effects of touchpoints on customer perceptions. (2021). Trifu, Andreea ; Polo-Redondo, Yolanda ; Cambra-Fierro, Jess. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921000862. Full description at Econpapers \|\| Download paper
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2021	Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690. Full description at Econpapers \|\| Download paper
2021	Multiple-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. Full description at Econpapers \|\| Download paper
2021	Multiple-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. Full description at Econpapers \|\| Download paper
2021	Bootstrap seasonal unit root test under periodic variation. (2021). Politis, Dimitris N ; Zou, Nan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:1-21. Full description at Econpapers \|\| Download paper
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2021	On Zipfâs 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. Full description at Econpapers \|\| Download paper
2021	Marginal Treatment Effects with Misclassified Treatment. (2021). Kedagni, Desire ; Ban, Kyunghoon ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202106180700001132. Full description at Econpapers \|\| Download paper
2021	Early Retirement Provision for Elderly Displaced Workers. (2021). Myhre, Andreas ; Kruse, Herman. In: MPRA Paper. RePEc:pra:mprapa:109431. Full description at Econpapers \|\| Download paper
2021	Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration. (2021). Kim, Dukpa ; Carrion-i-Silvestre, Josep. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:22-38. Full description at Econpapers \|\| Download paper
2021	Structural breaks in cointegration models. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0429. Full description at Econpapers \|\| Download paper
2021	Bayesian treatment effects due to a subsidized health program: the case of preventive health care utilization in MedellÃn (Colombia). (2021). RamÃÂrez Hassan, AndrÃÂ©s ; Guerraurzola, Rosember ; Ramirezhassan, Andres. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01796-0. Full description at Econpapers \|\| Download paper
2021	Inefficiency 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. Full description at Econpapers \|\| Download paper
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2021	Earnings and Employment Dynamics: Capturing Cyclicality using Mixed Frequency Data. (2021). Holmberg, Johan. In: UmeÃ¥ Economic Studies. RePEc:hhs:umnees:0991. Full description at Econpapers \|\| Download paper
2021	Intraday interactions between high-frequency trading and price efficiency. (2021). Hellara, Slaheddine ; ben Ammar, Imen. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316767. Full description at Econpapers \|\| Download paper
2021	Copula-Based Random Effects Models for Clustered Data. (2021). Pereda-Fernandez, Santiago. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:39:y:2021:i:2:p:575-588. Full description at Econpapers \|\| Download paper
2021	Interactive R&D Spillovers: An estimation strategy based on forecasting-driven model selection. (2021). Gioldasis, Georgios ; Simioni, Michel ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0621. Full description at Econpapers \|\| Download paper
2021	Interactive R&D Spillovers: an estimation strategy based on forecasting-driven model selection. (2021). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-03224910. Full description at Econpapers \|\| Download paper
2021	Does the Design of Stablecoins Impact Their Volatility?. (2021). Koodziejczyk, Hanna ; Jarno, Klaudia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:42-:d:483801. Full description at Econpapers \|\| Download paper
2021	Recessions and potential GDP: The case of Mexico. (2021). Ventosa-SantaulÃÂ ria, 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	The Effects of Reforming a Federal Employment Agency on Labor Demand. (2021). Kraft, Kornelius ; Lammers, Alexander. In: IZA Discussion Papers. RePEc:iza:izadps:dp14629. Full description at Econpapers \|\| Download paper
2021	Structural 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. Full description at Econpapers \|\| Download paper
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2021	Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis. (2021). Ma, YU ; Wu, Haifeng ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003819. Full description at Econpapers \|\| Download paper
2021	Zero-inflated regression for unobserved effects panel data models and difference-in-differences estimation. (2021). Musolesi, Antonio ; Cardot, Herve. In: SEEDS Working Papers. RePEc:srt:wpaper:1121. Full description at Econpapers \|\| Download paper
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2021	Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539. Full description at Econpapers \|\| Download paper
2021	Sup-ADF-style bubble-detection methods under test. (2021). Wilfling, Bernd ; Monschang, Verena. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01859-7. Full description at Econpapers \|\| Download paper
2021	Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers \|\| Download paper
2021	Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486. Full description at Econpapers \|\| Download paper
2021	Cointegration, 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. Full description at Econpapers \|\| Download paper
2021	Testing error heterogeneity in censored linear regression. (2021). Zhou, Yong ; Lu, Wenbin ; Fan, Caiyun. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000414. Full description at Econpapers \|\| Download paper
2021	Estimating Coherency between Survey Data and Incentivized Experimental Data. (2021). Poinas, FranÃÂ§ois ; Belzil, Christian ; Pernaudet, Julie. In: IZA Discussion Papers. RePEc:iza:izadps:dp14594. Full description at Econpapers \|\| Download paper
2021	Inequality 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. Full description at Econpapers \|\| Download paper
2021	Classical and Bayesian Inference for Income Distributions using Grouped Data. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:32-65. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: Working papers. RePEc:bsl:wpaper:2021/05. Full description at Econpapers \|\| Download paper
2021	The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: IZA Discussion Papers. RePEc:iza:izadps:dp14128. Full description at Econpapers \|\| Download paper
2021	Identifying 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. Full description at Econpapers \|\| Download paper
2021	On 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. Full description at Econpapers \|\| Download paper
2021	The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: Papers. RePEc:arx:papers:2102.09207. Full description at Econpapers \|\| Download paper
2021	Gender pay gaps in domestic and foreign-owned firms. (2021). SaÅach, Katarzyna ; Saach, Katarzyna ; Magda, Iga. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01950-z. Full description at Econpapers \|\| Download paper
2021	Does 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. Full description at Econpapers \|\| Download paper
2021	The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?. (2021). Wunsch, Conny ; Strittmatter, Anthony. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15840. Full description at Econpapers \|\| Download paper
2021	Testing the existence of moments and estimating the tail index of augmented garch processes. (2021). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:110511. Full description at Econpapers \|\| Download paper
2021	The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349. Full description at Econpapers \|\| Download paper
2021	Machine-Learning-Based Condition Assessment of Gas TurbinesâA Review. (2021). Angulo, Cecilio ; Velasco, Manel ; de Castro-Cros, Marti. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:24:p:8468-:d:702954. Full description at Econpapers \|\| Download paper
2021	30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337. Full description at Econpapers \|\| Download paper
2021	Optimal stopping with signatures. (2021). Bayer, Christian ; Schoenmakers, John ; Riedel, Sebastian ; Hager, Paul. In: Papers. RePEc:arx:papers:2105.00778. Full description at Econpapers \|\| Download paper
2021	What 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. Full description at Econpapers \|\| Download paper
2021	How 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. Full description at Econpapers \|\| Download paper
2021	Global drivers of gross and net capital flows. (2021). Davis, Jonathan ; van Wincoop, Eric ; Valente, Giorgio. In: Journal of International Economics. RePEc:eee:inecon:v:128:y:2021:i:c:s0022199620301124. 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	Mental Health and Abortions among Young Women: Time-Varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Janys, Lena ; Siflinger, Bettina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:083. Full description at Econpapers \|\| Download paper
2021	Simultaneous Equations with Three Way Error Components. (2021). AMBA, Marius. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:3:d:10.1007_s40953-021-00236-0. Full description at Econpapers \|\| Download paper
2021	Cross-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.. Full description at Econpapers \|\| Download paper
2021	Essays 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	Do 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. Full description at Econpapers \|\| Download paper
2021	Bayesian estimation of stochastic tail index from high-frequency financial data. (2021). Tapinar, Suleyman ; Doan, Osman ; Bera, Anil K. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01969-2. Full description at Econpapers \|\| Download paper
2021	Does R&D intensity matter in the executive risk incentives and firm risk relationship?. (2021). Liu, YU ; Abdoh, Hussein. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:13-24. Full description at Econpapers \|\| Download paper
2021	Is 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. Full description at Econpapers \|\| Download paper
2021	How does inequality affect long-run growth? Cross-industry, cross-country evidence. (2021). GutiÃÂ©rrez-Romero, Roxana ; Gutierrez-Romero, Roxana. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:274-297. Full description at Econpapers \|\| Download paper
2021	Corporate 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. Full description at Econpapers \|\| Download paper
2021	The 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. Full description at Econpapers \|\| Download paper
2021	Diaspora ownership and international technology licensing by emerging market firms. (2021). Santangelo, Grazia ; Rabbiosi, Larissa ; Gregori, Aleksandra. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:4:d:10.1057_s41267-020-00324-y. Full description at Econpapers \|\| Download paper
2021	The effects of trade, aid, and investment on Chinas image in Latin America. (2021). Bruckner, Lutz ; Fuchs, Andreas ; Eichenauer, Vera Z. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:49:y:2021:i:2:p:483-498. Full description at Econpapers \|\| Download paper
2021	Size Matters: Corruption Perceptions versus Corruption Experiences by Firms. (2021). Goel, Rajeev ; Ram, Rati ; Mazhar, Ummad. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9221. Full description at Econpapers \|\| Download paper
2021	On the evaluation of heterogeneous climate change impacts on US agriculture: does group membership matter?. (2021). Dall'erba, Sandy ; Dallerba, Sandy ; Cai, Chang. In: Climatic Change. RePEc:spr:climat:v:167:y:2021:i:1:d:10.1007_s10584-021-03154-5. Full description at Econpapers \|\| Download paper
2021	Terrorism Risk and the Mediating Role of Manager Experience: Empirical Evidence. (2021). Mazhar, Ummad. In: Asian Economic Journal. RePEc:bla:asiaec:v:35:y:2021:i:3:p:317-337*. Full description at Econpapers \|\| Download paper
2021	Rich on paper? Chinese firmsâ academic publications, patents, and market value. (2021). HSU, Po-Hsuan ; Zhao, Qifeng. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:9:s0048733321001207. Full description at Econpapers \|\| Download paper
2021	Natural disasters and economic growth: The role of banking market structure. (2021). Onali, Enrico ; Duqi, Andi ; McGowan, Danny ; Torluccio, Giuseppe. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s0929119921002236. Full description at Econpapers \|\| Download paper
2021	Executive risk incentives, product market competition, and R&D. (2021). Liu, YU ; Abdoh, Hussein. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:133-156. Full description at Econpapers \|\| Download paper
2021	Unpacking the U?shaped relationship between related variety and firm sales: Evidence from Japan. (2021). Jian, ZE ; Reve, Torger ; Lv, Daguo ; Xia, Ting ; Song, Qing ; Lu, Ren. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:5:p:1136-1157. Full description at Econpapers \|\| Download paper
2021	Fixed costs, markups and concentration in Eswatini (Swaziland): A firm?level analysis of panel data. (2021). Rankin, Neil ; Mhlanga, Samuel Vika. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:3:p:391-416. Full description at Econpapers \|\| Download paper
2021	Innovation, short?termism, and the cost of strong corporate governance. (2021). Keum, Daniel D. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:1:p:3-29. Full description at Econpapers \|\| Download paper
2021	The geography of female small business survivorship: Examining the roles of proportional representation and stakeholders. (2021). Williams, Michele ; Kalnins, Arturs. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:7:p:1247-1274. Full description at Econpapers \|\| Download paper
2021	The role of procedural rationality in debiasing acquisition decisions of overconfident CEOs. (2021). Keil, Thomas ; Pavievi, Stevo. In: Strategic Management Journal. RePEc:bla:stratm:v:42:y:2021:i:9:p:1696-1715. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2021

Year	Citing document
2021	Covariate-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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper
2021	A 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2020

Year	Citing document
2020	Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers \|\| Download paper
2020	Panel 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. Full description at Econpapers \|\| Download paper
2020	Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers \|\| Download paper
2020	Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103830. Full description at Econpapers \|\| Download paper
2020	Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751. Full description at Econpapers \|\| Download paper
2020	Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers \|\| Download paper
2020	Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:73-81. Full description at Econpapers \|\| Download paper
2020	A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920. Full description at Econpapers \|\| Download paper
2020	Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers \|\| Download paper
2020	Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Representation of I(1) and I(2) autoregressive Hilbertian processes. (2019). Seo, Won-Ki ; Beare, Brendan K. In: Papers. RePEc:arx:papers:1701.08149. Full description at Econpapers \|\| Download paper
2019	Sorting on the Used-Car Market After the Volkswagen Emission Scandal. (2019). Strittmatter, Anthony ; Lechner, Michael. In: Papers. RePEc:arx:papers:1908.09609. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: Papers. RePEc:arx:papers:1910.00641. Full description at Econpapers \|\| Download paper
2019	Are trade preferences a panacea? The African growth and opportunity act and African exports. (2019). Mattoo, Aaditya ; Maemir, Hibret ; Forero, Alejandro ; Fernandes, Ana Margarida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7672. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley C. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7739. Full description at Econpapers \|\| Download paper
2019	Is Favoritism a Threat to Chinese Aid Effectiveness? A Subnational Analysis of Chinese Development Projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Tierney, Michael J ; Parks, Brad ; Dreher, Axel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13840. Full description at Econpapers \|\| Download paper
2019	Effects of antitrust prosecution on retail fuel prices. (2019). Moral, Maria J ; Gonzalez, Xulia. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:67:y:2019:i:c:s0167718719300657. Full description at Econpapers \|\| Download paper
2019	Pink work: Same-sex marriage, employment and discrimination. (2019). Sansone, Dario. In: Journal of Public Economics. RePEc:eee:pubeco:v:180:y:2019:i:c:s0047272719301471. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: FSES Working Papers. RePEc:fri:fribow:fribow00504. Full description at Econpapers \|\| Download paper
2019	Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data. (2019). White, Halbert ; Henley, Steven S ; Golden, Richard M ; Kashner, Michael T. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:37-:d:264548. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: IZA Discussion Papers. RePEc:iza:izadps:dp12225. Full description at Econpapers \|\| Download paper
2019	Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germanys Programmes for Long Term Unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: IZA Discussion Papers. RePEc:iza:izadps:dp12526. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect Participants Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: IZA Discussion Papers. RePEc:iza:izadps:dp12755. Full description at Econpapers \|\| Download paper
2019	Do Tax Incentives Affect Business Location and Economic Development? Evidence from State Film Incentives. (2019). Button, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:25963. Full description at Econpapers \|\| Download paper
2019	Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566. Full description at Econpapers \|\| Download paper
2019	Do Start-Up Subsidies for the Unemployed Affect ParticipantsÃ¢â¬â¢ Well-Being? A Rigorous Look at (Un-)Intended Consequences of Labor Market Policies. (2019). Caliendo, Marco ; Tubbicke, Stefan. In: CEPA Discussion Papers. RePEc:pot:cepadp:14. Full description at Econpapers \|\| Download paper
2019	Detekce zmÃâºn v panelovÃÂ½ch datech: ZmÃâºna parametrÃÂ¯ Fama-French modelu u vybranÃÂ½ch evropskÃÂ½ch akciÃÂ v obdobÃÂ finanÃÂnÃÂ krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: PolitickÃÂ¡ ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19. Full description at Econpapers \|\| Download paper
2019	Evaluando el impacto de las medidas de desdolarizaciÃÂ³n del crÃÂ©dito en el PerÃÂº. (2019). PÃÆÃÂ©rez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005. Full description at Econpapers \|\| Download paper
2019	Cointegration, root functions and minimal bases. (2019). Paruolo, Paolo ; Franchi, Massimo. In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20192. Full description at Econpapers \|\| Download paper
2019	The relative importance of competition to contagion: evidence from the digital currency market. (2019). Du, Hongwei ; Wu, Jiming ; Xie, Peng. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0156-y. Full description at Econpapers \|\| Download paper
2019	Time-Varying Cointegration and the Kalman Filter. (2019). Miller, J. ; Yigit, Taner ; Eroglu, Burak Alparslan. In: Working Papers. RePEc:umc:wpaper:1905. Full description at Econpapers \|\| Download paper
2019	Does the estimation of the propensity score by machine learning improve matching estimation? The case of GermanyÃ¢â¬â¢s programmes for long term unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: Economics Working Paper Series. RePEc:usg:econwp:2019:10. Full description at Econpapers \|\| Download paper
2019	Is favoritism a threat to Chinese aid effectiveness? A subnational analysis of Chinese development projects. (2019). Raschky, Paul ; Hodler, Roland ; Fuchs, Andreas ; Dreher, Axel ; Tierney, Michael J ; Parks, Bradley. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2134. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-003. Full description at Econpapers \|\| Download paper
2018	Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Gonzalez-Rivera, Gloria ; Ortega, Esther Ruiz ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:26623. Full description at Econpapers \|\| Download paper
2018	Testing for time-varying stochastic volatility in Bitcoin returns. (2018). Salisu, Afees ; Adediran, Idris. In: Working Papers. RePEc:cui:wpaper:0060. Full description at Econpapers \|\| Download paper
2018	Does time-variation matter in the stochastic volatility components for G7 stock returns. (2018). . In: Working Papers. RePEc:cui:wpaper:0062. Full description at Econpapers \|\| Download paper
2018	A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects. (2018). Yamagata, Takashi ; Nagata, Shuichi ; Hayakawa, Kazuhiko. In: ISER Discussion Paper. RePEc:dpr:wpaper:1037. Full description at Econpapers \|\| Download paper
2018	Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237. Full description at Econpapers \|\| Download paper
2018	The long-run effects of pandemic influenza on the development of children from elite backgrounds: Evidence from industrializing Japan. (2018). Ogasawara, Kota. In: Economics & Human Biology. RePEc:eee:ehbiol:v:31:y:2018:i:c:p:125-137. Full description at Econpapers \|\| Download paper
2018	Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819. Full description at Econpapers \|\| Download paper
2018	Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05. Full description at Econpapers \|\| Download paper
2018	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161. Full description at Econpapers \|\| Download paper
2018	Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers \|\| Download paper
2018	Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3361-:d:170985. Full description at Econpapers \|\| Download paper
2018	Testing for Changes in Forecasting Performance. (2018). Yamamoto, Yohei ; Perron, Pierre. In: Discussion Papers. RePEc:hit:econdp:2018-03. Full description at Econpapers \|\| Download paper
2018	Renewable Energy, Oil Prices, and Economic Activity: A Granger-causality in Quantiles Analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84194. Full description at Econpapers \|\| Download paper
2018	Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765. Full description at Econpapers \|\| Download paper
2018	Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers \|\| Download paper
2018	Visiting the Economic Policy Uncertainty Shocks - Economic Growth Relationship: Wavelet-based Granger-Causality in Quantiles Approac. (2018). Jiang, Yonghong ; Nie, HE ; Meng, Juan. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:80-94. Full description at Econpapers \|\| Download paper
2018	Growth in Stress. (2018). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Vicente, Javier . In: Working Papers. RePEc:ucr:wpaper:201805. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	80	322
2	MPRA Paper / University Library of Munich, Germany	119	238
3	Journal of Econometrics / Elsevier	220	224
4	Empirical Economics / Springer	67	156
5	Economic Modelling / Elsevier	77	144
6	Energy Economics / Elsevier	148	132
7	International Journal of Forecasting / Elsevier	81	124
8	Sustainability / MDPI	58	102
9	Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement / Springer	65	76
10	Econometrics and Statistics / Elsevier	10	71
11	Economics Letters / Elsevier	124	66