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Journal of Business and Economic Statistics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63 Comparing Predictive Accuracy. (1995). (2) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70 Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. (1992). (3) RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29 A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. (2002). (4) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89 Bayesian Analysis of Stochastic Volatility Models. (1994). (5) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62 Macroeconomic Forecasting Using Diffusion Indexes. (2002). (6) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62 Testing for a Unit Root in a Time Series with a Changing Mean. (1990). (7) RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79 Estimation and Inference in Two-Step Econometric Models. (1985). (8) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80 Testing for Common Features. (1993). (9) RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59 Tests for Unit Roots: A Monte Carlo Investigation. (1989). (10) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20 Nonstationarity and Level Shifts with an Application to Purchasing Power Parity. (1992). (11) RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61 Natural and Quasi-experiments in Economics. (1995). (12) RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95 Testing for Common Features: Reply. (1993). (13) RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30 Evidence on Structural Instability in Macroeconomic Time Series Relations. (1996). (14) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87 Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence. (1992). (15) RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74 Production Frontiers and Panel Data. (1984). (16) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68 Estimating Potential Output as a Latent Variable. (1994). (17) RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale. (1989). (18) RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79 Permanent Income, Current Income, and Consumption. (1990). (19) RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34 Persistence in Variance, Structural Change, and the GARCH Model. (1990). (20) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90 Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification. (1999). (21) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80 Finite-Sample Properties of Some Alternative GMM Estimators. (1996). (22) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53 When Do Long-Run Identifying Restrictions Give Reliable Results? (1997). (23) RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70 Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection. (1994). (24) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27 Trends and Cycles in Macroeconomic Time Series. (1985). (25) RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82 Regime Switches in Interest Rates. (2002). (26) RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35 Estimation of Common Long-Memory Components in Cointegrated Systems. (1995). (27) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35 Humps and Bumps in Lifetime Consumption. (1999). (28) RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22 Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States. (1985). (29) RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59 Tests for Forecast Encompassing. (1998). (30) RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42 Vector Autoregressions and Reality. (1987). (31) RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66 Small-Sample Bias in GMM Estimation of Covariance Structures. (1996). (32) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308 Business-Cycle Phases and Their Transitional Dynamics. (1994). (33) RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11 Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates. (1998). (34) RePEc:bes:jnlbes:v:20:y:2002:i:1:p:45-59 Tests for Parameter Instability in Regressions with I(1) Processes. (2002). (35) RePEc:bes:jnlbes:v:24:y:2006:p:127-161 Realized Variance and Market Microstructure Noise (2006). (36) RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49 Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data. (1999). (37) RePEc:bes:jnlbes:v:21:y:2003:i:1:p:196-211 Business Cycle Asymmetries: Characterization and Testing Based on Markov-Switching Autoregressions. (2003). (38) RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12 A Fractional Cointegration Analysis of Purchasing Power Parity. (1993). (39) RePEc:bes:jnlbes:v:16:y:1998:i:4:p:388-99 Asymptotic Inference on Cointegrating Rank in Partial Systems. (1998). (40) RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50 Searching for a Break in GNP. (1992). (41) RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65 A Simple Nonparametric Test of Predictive Performance. (1992). (42) RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50 Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. (2002). (43) RePEc:bes:jnlbes:v:13:y:1995:i:4:p:409-17 Sustainability of the Deficit Process with Structural Shifts. (1995). (44) RePEc:bes:jnlbes:v:3:y:1985:i:3:p:254-83 Estimating Gross Labor-Force Flows. (1985). (45) RePEc:bes:jnlbes:v:12:y:1994:i:3:p:269-77 Inventories and the Three Phases of the Business Cycle. (1994). (46) RePEc:bes:jnlbes:v:13:y:1995:i:1:p:37-45 Long Memory in Inflation Rates: International Evidence. (1995). (47) RePEc:bes:jnlbes:v:10:y:1992:i:2:p:229-35 Inequality Constraints in the Univariate GARCH Model. (1992). (48) RePEc:bes:jnlbes:v:12:y:1994:i:2:p:187-204 Approximately Median-Unbiased Estimation of Autoregressive Models. (1994). (49) RePEc:bes:jnlbes:v:15:y:1997:i:3:p:300-309 Reconciling the Old and New Census Bureau Education Questions: Recommendations for Researchers. (1997). (50) RePEc:bes:jnlbes:v:11:y:1993:i:1:p:1-15 Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts. (1993). Recent citations received in: | 2006 | 2005 | 2004 | 2003 Recent citations received in: 2006 (1) RePEc:bar:bedcje:2006159 New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks (2006). Universitat de Barcelona. Espai de Recerca en Economia / Working Papers in Economics (2) RePEc:bbk:bbkefp:0617 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (2006). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (3) RePEc:cep:stiecm:/2006/509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (4) RePEc:cfr:cefirw:w0070 Trade intensity in the Russian stock market:dynamics, distribution and determinants (2006). Center for Economic and Financial Research / CEFIR Working Papers (5) RePEc:cfr:cefirw:w0092 Dynamic modeling under linear-exponential loss (2006). Center for Economic and Financial Research / CEFIR Working Papers (6) RePEc:cri:cespri:wp183 Are U.S. White-Collar Really at Risk of Service Offshoring? (2006). CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy / CESPRI Working Papers (7) RePEc:cte:wsrepe:ws062509 VOLATILITY FORECASTS: A CONTINUOUS TIME MODEL VERSUS DISCRETE TIME MODELS1 (2006). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (8) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (9) RePEc:dgr:uvatin:20050089 Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use? (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (10) RePEc:dgr:uvatin:20060089 The Entrepreneurs Mode of Entry: Business Takeover or New Venture start? (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (11) RePEc:ecl:ohidic:2006-8 Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series (12) RePEc:esi:egpdis:2006-26 The entrepreneurs mode of entry: Business takeover or new venture start? (2006). Max Planck Institute of Economics, Group for Entrepreneurship, Growth and Public Policy / Discussion Papers on Entrepreneurship, Growth and Public Pol (13) RePEc:fip:fedlwp:2005-026 Is value premium a proxy for time-varying investment opportunities: some time series evidence (2006). Federal Reserve Bank of St. Louis / Working Papers (14) RePEc:fip:fedlwp:2006-047 Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market (2006). Federal Reserve Bank of St. Louis / Working Papers (15) RePEc:hep:macppr:200606 The Store-of-Value-Function of Money as a Component of Household Risk Management (2006). Hamburg University, Department Wirtschaft und Politik / Macroeconomics and Finance Series (16) RePEc:iza:izadps:dp2382 The Entrepreneurâs Mode of Entry: Business Takeover or New Venture Start (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (17) RePEc:knz:cofedp:0606 A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics (2006). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (18) RePEc:kud:kuiefr:200605 A Dynamic Semiparametric Proportional Hazard Model (2006). University of Copenhagen. Institute of Economics. Finance Research Unit / FRU Working Papers (19) RePEc:kud:kuiefr:200606 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models (2006). University of Copenhagen. Institute of Economics. Finance Research Unit / FRU Working Papers (20) RePEc:msh:ebswps:2006-10 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (21) RePEc:nuf:econwp:0506 Limit theorems for bipower variation in financial econometrics (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (22) RePEc:nuf:econwp:0603 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (23) RePEc:nuf:econwp:0610 Subsampling realised kernels (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (24) RePEc:nzb:nzbdps:2006/02 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (2006). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series (25) RePEc:oxf:wpaper:264 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006). University of Oxford, Department of Economics / Economics Series Working Papers (26) RePEc:oxf:wpaper:278 Subsampling realised kernels (2006). University of Oxford, Department of Economics / Economics Series Working Papers (27) RePEc:pra:mprapa:1413 A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects (2006). University Library of Munich, Germany / MPRA Paper (28) RePEc:rio:texdis:531 Realized volatility: a review (2006). Department of Economics PUC-Rio (Brazil) / Textos para discussão (29) RePEc:rio:texdis:532 Asymmetric effects and long memory in the volatility of Dow Jones stocks (2006). Department of Economics PUC-Rio (Brazil) / Textos para discussão (30) RePEc:rut:rutres:200616 Predictive Inference for Integrated Volatility (2006). Rutgers University, Department of Economics / Departmental Working Papers (31) RePEc:rut:rutres:200620 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures (2006). Rutgers University, Department of Economics / Departmental Working Papers (32) RePEc:sbs:wpsefe:2006fe05 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006). Oxford Financial Research Centre / OFRC Working Papers Series (33) RePEc:sbs:wpsefe:2006fe06 Subsampling realised kernels (2006). Oxford Financial Research Centre / OFRC Working Papers Series (34) RePEc:taf:apeclt:v:13:y:2006:i:13:p:873-876 A note on uncertainty and investment across the spectrum of irreversibility (2006). Applied Economics Letters (35) RePEc:vie:viennp:0606 Non-Market Household Time and the cost of Children (2006). University of Vienna, Department of Economics / Vienna Economics Papers Recent citations received in: 2005 (1) RePEc:acb:camaaa:2005-07 SOME ECONOMETRIC ANALYSIS OF CONSTRUCTED BINARY TIME SERIES (2005). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers (2) RePEc:ags:eaae05:24709 Hedonic Housing Prices and Agricultural Pollution: An Empirical Investigation on Semiparametric Models (2005). European Association of Agricultural Economists / 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark (3) RePEc:ces:ceswps:_1465 Heterogeneity within Communities: A Stochastic Model with Tenure Choice (2005). CESifo GmbH / CESifo Working Paper Series (4) RePEc:cpr:ceprdp:5237 Aggregation Bias DOES Explain the PPP Puzzle (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (5) RePEc:cpr:ceprdp:5361 Forecast Combinations (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers (6) RePEc:emo:wp2003:0502 Higher Power Tests for Bilateral Failure of PPP after 1973 (2005). Department of Economics, Emory University (Atlanta) / Emory Economics (7) RePEc:emo:wp2003:0503 Residuals Bases Tests for the Null of No Cointegration: an Analytical Comparison (2005). Department of Economics, Emory University (Atlanta) / Emory Economics (8) RePEc:fip:fedawp:2005-02 Testing the significance of calendar effects (2005). Federal Reserve Bank of Atlanta / Working Paper (9) RePEc:hal:journl:halshs-00179343_v1 How can we define the concept of long memory ? An econometric survey, (2005). HAL / Post-Print (10) RePEc:hhs:bofitp:2005_009 A ten-year retrospection of the behavior of Russian stock returns (2005). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (11) RePEc:iae:iaewps:wp2005n14 Is There a Unit Root in East-Asian Short-Term Interest Rates? (2005). Melbourne Institute of Applied Economic and Social Research, The University of Melbourne / Melbourne Institute Working Paper Series (12) RePEc:sca:scaewp:0515 Determinants of Job Turnover Intentions: Evidence from Singapore (2005). National University of Singapore, Department of Economics, SCAPE / SCAPE Policy Research Working Paper Series (13) RePEc:wpa:wuwpma:0510016 What Happens After A Technology Shock? A Bayesian Perspective (2005). EconWPA / Macroeconomics (14) RePEc:zur:iewwpx:259 Formalized Data Snooping Based on Generalized Error Rates (2005). Institute for Empirical Research in Economics - IEW / IEW - Working Papers Recent citations received in: 2004 (1) RePEc:cam:camdae:0433 âForecasting Time Series Subject to Multiple Structural Breaksâ (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (2) RePEc:ces:ceswps:_1237 Forecasting Time Series Subject to Multiple Structural Breaks (2004). CESifo GmbH / CESifo Working Paper Series (3) RePEc:ctl:louvir:2004024 Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks (2004). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco (4) RePEc:dgr:eureri:30001977 Evaluating Portfolio Value-At-Risk Using Semi-Parametric GARCH Models (2004). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (5) RePEc:dgr:uvatin:20040015 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space form (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers (6) RePEc:dnb:dnbwpp:022 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets (2004). Netherlands Central Bank, Research Department / DNB Working Papers (7) RePEc:ecm:latm04:132 The Use and Abuse of Taylor Rules: How precisely can we estimate them? (2004). Econometric Society / Econometric Society 2004 Latin American Meetings (8) RePEc:fip:fedgfe:2004-52 Macroeconomic volatility, predictability and uncertainty in the Great Moderation: evidence from the survey of professional forecasters (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (9) RePEc:hhs:hastef:0557 Evaluating models of autoregressive conditional duration (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance (10) RePEc:hst:hstdps:d04-43 An Extension of the Markov-Switching Model with Time-Varying Transition Probabilities: Bull-Bear Analysis of the Japanese Stock Market (2004). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (11) RePEc:iea:carech:0414 Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models (2004). HEC Montréal, Institut d'économie appliquée / Cahiers de recherche (12) RePEc:ifs:cemmap:09/04 Pessimistic portfolio allocation and Choquet expected utility (2004). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (13) RePEc:iza:izadps:dp1196 Forecasting Time Series Subject to Multiple Structural Breaks (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (14) RePEc:jae:japmet:v:19:y:2004:i:3:p:339-354 Why were changes in the federal funds rate smaller in the 1990s? (2004). Journal of Applied Econometrics (15) RePEc:kud:kuieca:2004_04 True versus spurious state dependence in firm performance: the case of West German exports (2004). University of Copenhagen. Institute of Economics. Centre for Applied Microeconometrics / CAM Working Papers (16) RePEc:nuf:econwp:042 Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (2004). Economics Group, Nuffield College, University of Oxford / Economics Papers (17) RePEc:siu:wpaper:23-2004 Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (2004). Singapore Management University, School of Economics / Working Papers (18) RePEc:siu:wpaper:24-2004 Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility (2004). Singapore Management University, School of Economics / Working Papers (19) RePEc:xrs:sfbmaa:04-23 The Relationship Between Risk Attitudes and Heuristics in Search Tasks: A Laboratory Experiment (2004). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications Recent citations received in: 2003 (1) RePEc:anp:en2003:e75 Business Cycle in the Industrial Production of Brazilian States (2003). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXI Enc (2) RePEc:cdl:ucsdec:2003-11 A Consistent Characteristic-Fuction-Based Test for Conditional Independence (2003). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (3) RePEc:cir:cirwor:2003s-33 Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models (2003). CIRANO / CIRANO Working Papers (4) RePEc:dgr:eureir:2003320 Modeling category-level purchase timing with Brand-level marketing (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:dgr:eureir:2003326 Analytical quasi maximum likelihood inference in multivariate volatility models (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (6) RePEc:fgv:epgrbe:4596 The NAIRU, Unemployment and the Rate of Inflation in Brazil (2003). Revista Brasileira de Economia (7) RePEc:gue:guelph:2003-7 Estimates of Semiparametric Equivalence Scales (2003). University of Guelph, Department of Economics / Working Papers (8) RePEc:hhs:rbnkwp:0150 Bayes Estimators of the Cointegration Space (2003). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (9) RePEc:ibm:ibmecp:wpe_37 Structural Break Threshold VARs for Predicting US Recessions using the Spread (2003). Ibmec Working Paper, Ibmec São Paulo / Ibmec Working Papers (10) RePEc:imf:imfwpa:03/159 Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates (2003). International Monetary Fund / IMF Working Papers (11) RePEc:ivi:wpasad:2003-33 VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA (2003). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD (12) RePEc:ivi:wpasad:2003-35 PREFERENCE SHOCKS FROM AGGREGATION: TIME SERIES DATA EVIDENCE (2003). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD (13) RePEc:iza:izadps:dp873 The Impact of Office Machinery and Computer Capital on the Demand for Heterogeneous Labour (2003). Institute for the Study of Labor (IZA) / IZA Discussion Papers (14) RePEc:man:cgbcrp:36 Testing for Volatility Changes in US Macroeconomic Time Series (2003). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (15) RePEc:man:sespap:0331 The Business Cycle in a Financially Deregulated Context: Theory and Evidence (2003). School of Economics, The University of Manchester / The School of Economics Discussion Paper Series (16) RePEc:mtl:montde:2003-09 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (17) RePEc:mtl:montec:07-2003 Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (18) RePEc:ore:uoecwp:2003-38 Superfund Taint and Neighborhood Change: Ethnicity, Age Distributions, and Household Structure (2003). University of Oregon Economics Department / University of Oregon Economics Department Working Papers (19) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers (20) RePEc:zbw:zewdip:1018 Publicly Funded R&D Collaborations and Patent Outcome in Germany (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (21) RePEc:zbw:zewdip:1019 Extent and Evolution of the Productivity Gap in Eastern Germany (2003). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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