Econometrics and Statistics / Elsevier
Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
11
Impact Factor (IF)
0.45
5 Years IF
0.5
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2017 | 0 | 0.55 | 0.36 | 0 | 42 | 42 | 190 | 14 | 15 | 0 | 0 | 6 | 42.9 | 14 | 0.33 | 0.21 | ||
| 2018 | 0.64 | 0.56 | 0.54 | 0.64 | 40 | 82 | 183 | 44 | 59 | 42 | 27 | 42 | 27 | 1 | 2.3 | 17 | 0.43 | 0.24 |
| 2019 | 0.71 | 0.58 | 0.61 | 0.71 | 37 | 119 | 123 | 72 | 131 | 82 | 58 | 82 | 58 | 0 | 14 | 0.38 | 0.23 | |
| 2020 | 0.56 | 0.7 | 0.43 | 0.5 | 36 | 155 | 95 | 66 | 198 | 77 | 43 | 119 | 60 | 4 | 6.1 | 5 | 0.14 | 0.33 |
| 2021 | 0.74 | 0.84 | 0.71 | 0.79 | 39 | 194 | 42 | 137 | 336 | 73 | 54 | 155 | 123 | 20 | 14.6 | 1 | 0.03 | 0.31 |
| 2022 | 0.77 | 0.93 | 0.76 | 0.74 | 39 | 233 | 23 | 176 | 512 | 75 | 58 | 194 | 144 | 30 | 17 | 3 | 0.08 | 0.28 |
| 2023 | 0.45 | 1.04 | 0.51 | 0.5 | 39 | 272 | 8 | 138 | 650 | 78 | 35 | 191 | 96 | 22 | 15.9 | 7 | 0.18 | 0.28 |
| 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 | 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 38 |
| 2 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 23 |
| 3 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 21 |
| 4 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 19 |
| 5 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 17 |
| 6 | 2017 | A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers || Download paper | 16 |
| 7 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 15 |
| 8 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 14 |
| 9 | 2019 | Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144. Full description at Econpapers || Download paper | 13 |
| 10 | 2018 | Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, J̮̦rg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73. Full description at Econpapers || Download paper | 13 |
| 11 | 2017 | Econometrics and Statistics. (2017). Kontoghiorghes, Erricos ; Colubi, Ana ; van Dijk, Herman K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1. Full description at Econpapers || Download paper | 12 |
| 12 | 2017 | Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111. Full description at Econpapers || Download paper | 11 |
| 13 | 2018 | Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 11 |
| 14 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 10 |
| 15 | 2017 | A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104. Full description at Econpapers || Download paper | 10 |
| 16 | 2017 | Special issue on functional data analysis. (2017). Kokoszka, Piotr ; Sangalli, Laura ; Park, Byeong ; Oja, Hanny . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:99-100. Full description at Econpapers || Download paper | 10 |
| 17 | 2019 | Robust Monitoring of Time Series with Application to Fraud Detection. (2019). Rousseeuw, Peter ; Hubert, Mia ; Riani, Marco ; Perrotta, Domenico. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:108-121. Full description at Econpapers || Download paper | 10 |
| 18 | 2017 | Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59. Full description at Econpapers || Download paper | 10 |
| 19 | 2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper | 10 |
| 20 | 2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145. Full description at Econpapers || Download paper | 9 |
| 21 | 2017 | A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168. Full description at Econpapers || Download paper | 9 |
| 22 | 2018 | A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17. Full description at Econpapers || Download paper | 9 |
| 23 | 2019 | Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Czado, Claudia ; Acar, Elif F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers || Download paper | 8 |
| 24 | 2019 | Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 8 |
| 25 | 2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). LÃÆütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | 8 |
| 26 | 2017 | Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22. Full description at Econpapers || Download paper | 8 |
| 27 | 2017 | High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers || Download paper | 8 |
| 28 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 7 |
| 29 | 2019 | The class of copulas arising from squared distributions: Properties and inference. (2019). Durocher, Martin ; Quessy, Jean-Franois . In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:148-166. Full description at Econpapers || Download paper | 7 |
| 30 | 2017 | Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98. Full description at Econpapers || Download paper | 7 |
| 31 | 2018 | Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2018). Peresetsky, Anatoly ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:67-82. Full description at Econpapers || Download paper | 7 |
| 32 | 2018 | Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89. Full description at Econpapers || Download paper | 7 |
| 33 | 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | 7 |
| 34 | 2017 | Meta-analytic cointegrating rank tests for dependent panels. (2017). Karaman ÃÆÃârsal, Deniz ; Arsova, Antonia ; Deniz Dilan Karaman , . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:61-72. Full description at Econpapers || Download paper | 6 |
| 35 | 2018 | Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167. Full description at Econpapers || Download paper | 6 |
| 36 | 2017 | Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration. (2017). Shang, Han Lin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:184-200. Full description at Econpapers || Download paper | 6 |
| 37 | 2018 | Improved estimators of extreme Wang distortion risk measures for very heavy-tailed distributions. (2018). STUPFLER, Gilles ; el Methni, Jonathan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:129-148. Full description at Econpapers || Download paper | 6 |
| 38 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 5 |
| 39 | 2017 | Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers || Download paper | 5 |
| 40 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Breitung, Jorg ; Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 5 |
| 41 | 2020 | Statistical inferences for realized portfolio weights. (2020). Lazariv, Taras ; Seifert, Miriam Isabel ; Schmid, Wolfgang ; Golosnoy, Vasyl. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:49-62. Full description at Econpapers || Download paper | 5 |
| 42 | 2019 | The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772ââ¬â2016. (2019). TerÃÆäsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24. Full description at Econpapers || Download paper | 5 |
| 43 | 2017 | Estimation for semiparametric nonlinear regression of irregularly located spatial time-series data. (2017). Al-Sulami, Dawlah ; Zhu, Jun ; Lu, Zudi ; Jiang, Zhenyu. In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:22-35. Full description at Econpapers || Download paper | 5 |
| 44 | 2017 | Change point and trend analyses of annual expectile curves of tropical storms. (2017). Xiong, Q ; Burdejova, P ; Kokoszka, P ; Hardle, W. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:101-117. Full description at Econpapers || Download paper | 5 |
| 45 | 2017 | Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38. Full description at Econpapers || Download paper | 4 |
| 46 | 2020 | A hierarchical bayesian model for differential connectivity in multi-trial brain signals. (2020). Ombao, Hernando ; Fortin, Norbert J ; Guindani, Michele ; Hu, Lechuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:117-135. Full description at Econpapers || Download paper | 4 |
| 47 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Sun, Yanqing ; Huang, Jianhua Z ; Zhang, Yuanqing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 4 |
| 48 | 2021 | Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. (2021). Czado, Claudia ; Kreuzer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:130-150. Full description at Econpapers || Download paper | 4 |
| 49 | 2018 | Filterbased stochastic volatility in continuous-time hidden Markov models. (2018). Krishnamurthy, Vikram ; Sass, Jorn ; Leoff, Elisabeth . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:1-21. Full description at Econpapers || Download paper | 4 |
| 50 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2020 | Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45. Full description at Econpapers || Download paper | 11 |
| 2 | 2018 | An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers || Download paper | 11 |
| 3 | 2020 | Identification of independent structural shocks in the presence of multiple Gaussian components. (2020). Maxand, Simone. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:55-68. Full description at Econpapers || Download paper | 11 |
| 4 | 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | 11 |
| 5 | 2019 | Achieving parsimony in Bayesian vector autoregressions with the horseshoe prior. (2019). Yu, Cindy ; Follett, Lendie . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:130-144. Full description at Econpapers || Download paper | 7 |
| 6 | 2020 | Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167. Full description at Econpapers || Download paper | 7 |
| 7 | 2018 | Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | 6 |
| 8 | 2017 | Prediction of functional ARMA processes with an application to traffic data. (2017). Klepsch, J ; Wei, T ; Kluppelberg, C. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:128-149. Full description at Econpapers || Download paper | 6 |
| 9 | 2021 | Forecasting bubbles with mixed causal-noncausal autoregressive models. (2021). Hecq, Alain ; Voisin, Elisa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:29-45. Full description at Econpapers || Download paper | 6 |
| 10 | 2019 | Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Ghysels, Eric ; Qian, Hang. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16. Full description at Econpapers || Download paper | 5 |
| 11 | 2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145. Full description at Econpapers || Download paper | 5 |
| 12 | 2022 | Bias-corrected method of moments estimators for dynamic panel data models. (2022). Kripfganz, Sebastian ; Breitung, Jorg ; Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:24:y:2022:i:c:p:116-132. Full description at Econpapers || Download paper | 5 |
| 13 | 2018 | Fast and reliable computation of generalized synthetic controls. (2018). Becker, Martin ; Klossner, Stefan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:1-19. Full description at Econpapers || Download paper | 5 |
| 14 | 2019 | An improved bootstrap test of density ratio ordering. (2019). shi, xiaoxia ; Beare, Brendan K. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26. Full description at Econpapers || Download paper | 5 |
| 15 | 2020 | Statistical inferences for realized portfolio weights. (2020). Lazariv, Taras ; Seifert, Miriam Isabel ; Schmid, Wolfgang ; Golosnoy, Vasyl. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:49-62. Full description at Econpapers || Download paper | 5 |
| 16 | 2019 | Flexible dynamic vine copula models for multivariate time series data. (2019). Lysy, Martin ; Czado, Claudia ; Acar, Elif F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:181-197. Full description at Econpapers || Download paper | 5 |
| 17 | 2017 | High-dimensional adaptive function-on-scalar regression. (2017). Fan, Zhaohu ; Reimherr, Matthew. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:167-183. Full description at Econpapers || Download paper | 5 |
| 18 | 2018 | Assessing causality and delay within a frequency band. (2018). Schreiber, Sven ; Breitung, J̮̦rg. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:57-73. Full description at Econpapers || Download paper | 4 |
| 19 | 2021 | A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Schweikert, Karsten ; Behrendt, Simon. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172. Full description at Econpapers || Download paper | 4 |
| 20 | 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCHâMIDASâX model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28. Full description at Econpapers || Download paper | 4 |
| 21 | 2017 | Multinomial functional regression with wavelets and LASSO penalization. (2017). Mousavi, Seyed Nourollah ; Sorensen, Helle . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:150-166. Full description at Econpapers || Download paper | 4 |
| 22 | 2019 | Improving weighted least squares inference. (2019). Wolf, Michael ; Romano, Joseph P ; Diciccio, Cyrus J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:96-119. Full description at Econpapers || Download paper | 4 |
| 23 | 2022 | Modeling Probability Density Functions as Data Objects. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:159-178. Full description at Econpapers || Download paper | 4 |
| 24 | 2017 | A mixture of SDB skew-t factor analyzers. (2017). Murray, Paula M ; McNicholas, Paul D ; Browne, Ryan P. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:160-168. Full description at Econpapers || Download paper | 4 |
| 25 | 2017 | A tractable, parsimonious and flexible model for cylindrical data, with applications. (2017). Abe, Toshihiro ; Ley, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:91-104. Full description at Econpapers || Download paper | 4 |
| 26 | 2021 | Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo. (2021). Czado, Claudia ; Kreuzer, Alexander. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:130-150. Full description at Econpapers || Download paper | 4 |
| 27 | 2017 | Structural vector autoregressions with heteroskedasticity: A review of different volatility models. (2017). LÃÆütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:2-18. Full description at Econpapers || Download paper | 3 |
| 28 | 2020 | A hierarchical bayesian model for differential connectivity in multi-trial brain signals. (2020). Ombao, Hernando ; Fortin, Norbert J ; Guindani, Michele ; Hu, Lechuan. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:117-135. Full description at Econpapers || Download paper | 3 |
| 29 | 2020 | Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105. Full description at Econpapers || Download paper | 3 |
| 30 | 2021 | Detecting changes in the covariance structure of functional time series with application to fMRI data. (2021). John , ; Stoehr, Christina ; Kirch, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:44-62. Full description at Econpapers || Download paper | 3 |
| 31 | 2018 | Tail dependence of recursive max-linear models with regularly varying noise variables. (2018). Gissibl, Nadine ; Otto, Moritz ; Kluppelberg, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:149-167. Full description at Econpapers || Download paper | 3 |
| 32 | 2018 | A UK financial conditions index using targeted data reduction: Forecasting and structural identification. (2018). Young, Garry ; Price, Simon ; Kapetanios, George. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:1-17. Full description at Econpapers || Download paper | 3 |
| 33 | 2020 | Constructing joint confidence bands for impulse response functions of VAR models ââ¬â A review. (2020). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃÆütkepohl, Helmut ; Lutkepohl, Helmut. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:69-83. Full description at Econpapers || Download paper | 3 |
| 34 | 2019 | Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper | 3 |
| 35 | 2017 | Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111. Full description at Econpapers || Download paper | 3 |
| 36 | 2019 | The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772ââ¬â2016. (2019). TerÃÆäsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24. Full description at Econpapers || Download paper | 3 |
| 37 | 2017 | A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61. Full description at Econpapers || Download paper | 3 |
| 38 | 2018 | Quantile continuous treatment effects. (2018). Montes-Rojas, Gabriel ; Galvao, Antonio F ; Alejo, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:13-36. Full description at Econpapers || Download paper | 3 |
| 39 | 2017 | Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data. (2017). Pigini, Claudia ; Bartolucci, Francesco ; Bacci, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:112-131. Full description at Econpapers || Download paper | 2 |
| 40 | 2019 | Estimation of a semiparametric varying-coefficient mixed regressive spatial autoregressive model. (2019). Sun, Yanqing ; Huang, Jianhua Z ; Zhang, Yuanqing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:140-155. Full description at Econpapers || Download paper | 2 |
| 41 | 2023 | Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71. Full description at Econpapers || Download paper | 2 |
| 42 | 2019 | Local Whittle estimation of long memory: Standard versus bias-reducing techniques. (2019). GarcÃÆÃÂa EnrÃÆÃÂquez, Javier ; Hualde, Javier ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:66-77. Full description at Econpapers || Download paper | 2 |
| 43 | 2019 | Alternative over-identifying restriction test in the GMM estimation of panel data models. (2019). Hayakawa, Kazuhiko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:10:y:2019:i:c:p:71-95. Full description at Econpapers || Download paper | 2 |
| 44 | 2022 | Correcting Intraday Periodicity Bias in Realized Volatility Measures. (2022). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:36-52. Full description at Econpapers || Download paper | 2 |
| 45 | 2018 | The copula-graphic estimator in censored nonparametric location-scale regression models. (2018). Sujica, Aleksandar ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:89-114. Full description at Econpapers || Download paper | 2 |
| 46 | 2021 | Model calibration and validation via confidence sets. (2021). Centorrino, Samuele ; Secchi, Davide ; Martinoli, Mario ; Seri, Raffaello. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:62-86. Full description at Econpapers || Download paper | 2 |
| 47 | 2018 | Semiparametric estimation under shape constraints. (2018). Wu, Ximing ; Sickles, Robin . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:74-89. Full description at Econpapers || Download paper | 2 |
| 48 | 2020 | The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73. Full description at Econpapers || Download paper | 2 |
| 49 | 2020 | Accurate and robust inference. (2020). Ronchetti, Elvezio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:74-88. Full description at Econpapers || Download paper | 2 |
| 50 | 2017 | Evolutionary clustering for categorical data using parametric links among multinomial mixture models. (2017). Abul, M D ; Jacques, Julien ; Bonnevay, Stephane ; Velcin, Julien . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:141-159. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 35
| Year | Title | |
|---|---|---|
| 2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
| 2023 | Visualization and assessment of model selection uncertainty. (2023). Li, Rong ; Wang, Linna ; Qin, Yichen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001785. Full description at Econpapers || Download paper | |
| 2023 | Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5. Full description at Econpapers || Download paper | |
| 2023 | Periodic Integration and Seasonal Unit Roots. (2023). del Barrio Castro, Tomás ; Osborn, Denise R. In: MPRA Paper. RePEc:pra:mprapa:117935. Full description at Econpapers || Download paper | |
| 2023 | Regional Heterogeneity and the Provinicial Phillips Curve in China. (2023). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202303. Full description at Econpapers || Download paper | |
| 2023 | Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics. (2023). Ramos-Guajardo, Ana Belen ; Colubi, Ana. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:84-98. Full description at Econpapers || Download paper | |
| 2023 | Seasonality in High Frequency Time Series. (2023). Proietti, Tommaso ; Pedregal, Diego J. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:62-82. Full description at Econpapers || Download paper | |
| 2023 | Realized recurrent conditional heteroskedasticity model for volatility modelling. (2023). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Papers. RePEc:arx:papers:2302.08002. Full description at Econpapers || Download paper | |
| 2023 | A Bayesian approach for more reliable tail risk forecasts. (2023). Drovandi, Christopher ; Clements, Adam ; Li, Dan. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s157230892200119x. Full description at Econpapers || Download paper | |
| 2023 | Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301. Full description at Econpapers || Download paper | |
| 2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323. Full description at Econpapers || Download paper | |
| 2023 | Robust density power divergence estimates for panel data models. (2023). Bandyopadhyay, Soutir ; Beyaztas, Beste Hamiye ; Mandal, Abhijit. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00862-2. Full description at Econpapers || Download paper | |
| 2023 | Robust Covariance Matrix Estimation in Time Series: A Review. (2023). Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:36-61. Full description at Econpapers || Download paper | |
| 2023 | Discrete and Smooth Scalar-on-Density Compositional Regression for Assessing the Impact of Climate Change on Rice Yield in Vietnam. (2023). Trinh, Thi-Huong ; Simioni, Michel ; Thomas-Agnan, Christine. In: TSE Working Papers. RePEc:tse:wpaper:127847. Full description at Econpapers || Download paper | |
| 2023 | On Discrete Probability Distributions to Grasp the Number of Samples in a Population. (2023). Yabu, Takuya. In: OSF Preprints. RePEc:osf:osfxxx:yv24f. Full description at Econpapers || Download paper | |
| 2023 | Minimax rate for optimal transport regression between distributions. (2023). Panaretos, Victor M ; Ghodrati, Laya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:194:y:2023:i:c:s0167715222002711. Full description at Econpapers || Download paper | |
| 2023 | Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation. (2023). Nelehova, Johanna G ; Hron, Karel ; Genest, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x2300074x. Full description at Econpapers || Download paper | |
| 2023 | Forecasting the term structure of commodities future prices using machine learning. (2023). Saporito, Yuri F ; Figueiredo, Mario. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-022-00069-3. Full description at Econpapers || Download paper | |
| 2023 | Cryptocurrency price and volatility predictions with machine learning. (2023). Paudyal, Rajendra ; Poudel, Samir ; Vargas, Jorge ; Pandey, Shital ; Murphy, Marissa ; Sterlingsdottir, Naomi ; Cankaya, Burak. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:4:d:10.1057_s41270-023-00239-1. Full description at Econpapers || Download paper | |
| 2023 | An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition. (2023). Werge, Nicklas ; de Vilmarest, Joseph. In: Papers. RePEc:arx:papers:2303.01855. Full description at Econpapers || Download paper | |
| 2023 | Fiscal Reform in Spanish Municipalities: Gender Differences in Budgetary Adjustment. (2023). Hayo, Bernd ; Garcia, Israel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10297. Full description at Econpapers || Download paper | |
| 2023 | Population Aging and Economic Growth: From Demographic Dividend to Demographic Drag?. (2023). Bloom, David E ; Kotschy, Rainer. In: IZA Discussion Papers. RePEc:iza:izadps:dp16377. Full description at Econpapers || Download paper | |
| 2023 | Globalized production processes and foreign governmental lobbies: Analysing the United States Foreign Agents Registration Act reports. (2023). Yoshimoto, Iku. In: UNCTAD Transnational Corporations Journal. RePEc:unc:tncjou:108. Full description at Econpapers || Download paper | |
| 2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Discussion Paper. RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper | |
| 2023 | Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models. (2023). Cizek, Pavel ; Chen, Weihao. In: Other publications TiSEM. RePEc:tiu:tiutis:9bf2c16c-522f-4223-8037-ce88ed351cc3. Full description at Econpapers || Download paper | |
| 2023 | Unconditional empirical likelihood approach for analytic use of public survey data. (2023). Berger, Yves G. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:50:y:2023:i:1:p:383-410. Full description at Econpapers || Download paper | |
| 2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper | |
| 2023 | Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations. (2022). Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:2211.12376. Full description at Econpapers || Download paper | |
| 2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper | |
| 2023 | A Gaussian copula joint model for longitudinal and time-to-event data with random effects. (2023). Foster, Peter ; Charalambous, Christiana ; Zhang, Zili. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:181:y:2023:i:c:s0167947322002651. Full description at Econpapers || Download paper | |
| 2023 | The effect of intraday periodicity on realized volatility measures. (2023). Kellermann, Janosch ; Golosnoy, Vasyl ; Dette, Holger. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:3:d:10.1007_s00184-022-00875-0. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | . Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | (Frisch-Waugh-Lovell): On the Estimation of Regression Models by Row. (2023). Clarke, Damian ; Paris, Nicol'As ; Villena-Rold, Benjam'In. In: Papers. RePEc:arx:papers:2311.15829. Full description at Econpapers || Download paper | |
| 2023 | Social media and energy justice: A global evidence. (2023). Yan, Cheng ; Simo, Colette ; Padhan, Hemachandra ; Njangang, Henri ; Fang, Ming. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003845. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series. (2023). Szabados, Tamas. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:14-:d:1161065. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | (Frisch-Waugh-Lovell) On the Estimation of Regression Models by Row. (2023). Villena-Roldan, Benjamin ; Clarke, Damian ; Torres, Nicolas Paris. In: IZA Discussion Papers. RePEc:iza:izadps:dp16630. Full description at Econpapers || Download paper | |
| 2023 | Development strategy, technological progress, and regional environmental performance: empirical evidence from China. (2023). Sun, Hongjun ; Zhao, Zuoxiang ; Han, Ding. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:5:d:10.1007_s10644-023-09548-y. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Simulating financial time series using attention. (2022). Osterrieder, Jorg ; Hirsa, Ali ; Fu, Weilong. In: Papers. RePEc:arx:papers:2207.00493. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | âTakeoverâ and âActivationâ Effects of National Strategies for Industrial RelocationâBased on the Perspective of Marketisation of Land Elements. (2022). Zhao, Zhenzhi ; Bao, Fei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13470-:d:946614. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Generalized method of moments estimation of linear dynamic panel-data models. (2020). Kripfganz, Sebastian. In: 2020 Stata Conference. RePEc:boc:scon20:14. Full description at Econpapers || Download paper | |
| 2020 | Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023. Full description at Econpapers || Download paper | |
| 2020 | Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15411. Full description at Econpapers || Download paper | |
| 2020 | Variational inference for high dimensional structured factor copulas. (2020). Nguyen, Hoang ; Galeano, Pedro ; Ausin, Concepcion M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320301031. Full description at Econpapers || Download paper | |
| 2020 | Struktureller Umbruch durch COVID-19: Implikationen für die Innovationspolitik im Land Bremen. (2020). Wedemeier, Jan ; Gunther, Jutta. In: HWWI Policy Papers. RePEc:zbw:hwwipp:n128. Full description at Econpapers || Download paper |
10 most frequent citing series