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EconWPA / Econometrics 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:wpa:wuwpem:9903003 Model uncertainty in cross-country growth regressions (2001). (2) RePEc:wpa:wuwpem:0110002 Model uncertainty in cross-country growth regressions (2001). (3) RePEc:wpa:wuwpem:9711002 A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA (1997). (4) RePEc:wpa:wuwpem:9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance (1996). (5) RePEc:wpa:wuwpem:0309002 A SETAR model with long-memory dynamics (2003). (6) RePEc:wpa:wuwpem:9605004 Real and Spurious Long Memory Properties of Stock Market Data (1996). (7) RePEc:wpa:wuwpem:0308001 Tests of Conditional Predictive Ability (2003). (8) RePEc:wpa:wuwpem:0408002 Simulation-based estimation of peer effects (2004). (9) RePEc:wpa:wuwpem:9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1999). (10) RePEc:wpa:wuwpem:9804001 Benchmark Priors for Bayesian Model Averaging (1999). (11) RePEc:wpa:wuwpem:0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models (2002). (12) RePEc:wpa:wuwpem:9309001 SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA (1993). (13) RePEc:wpa:wuwpem:9602005 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos (1996). (14) RePEc:wpa:wuwpem:9610003 Bootstrap Methods For Covariance Structures (1996). (15) RePEc:wpa:wuwpem:9411003 Using Expectations Data to Study Subjective Income Expectations (1994). (16) RePEc:wpa:wuwpem:9612002 Valid Confidence Intervals and Inference in the Presence of Weak Instruments (1996). (17) RePEc:wpa:wuwpem:0508018 Robus Standard Error Estimation in Fixed-Effects Panel Models (2005). (18) RePEc:wpa:wuwpem:9510001 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions (1995). (19) RePEc:wpa:wuwpem:9812001 Cointegration and Forward and Spot Exchange Rate Regressions (1998). (20) RePEc:wpa:wuwpem:9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable (1996). (21) RePEc:wpa:wuwpem:9812002 Bayesian and Classical Approaches to Instrumental Variables Regression (1998). (22) RePEc:wpa:wuwpem:0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan (2000). (23) RePEc:wpa:wuwpem:9502005 Unit Root Tests and the Burden of Proof (1995). (24) RePEc:wpa:wuwpem:0412008 Predictive Regressions: A Reduced-Bias Estimation Method (2004). (25) RePEc:wpa:wuwpem:0511004 Bibliographic portrait of the Gini concentration ratio (2005). (26) RePEc:wpa:wuwpem:9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997). (27) RePEc:wpa:wuwpem:0305004 Long memory and the relation between implied and realized volatility (2003). (28) RePEc:wpa:wuwpem:0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003). (29) RePEc:wpa:wuwpem:9805003 Martingales, Nonlinearity, and Chaos (1998). (30) RePEc:wpa:wuwpem:9612001 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. (1996). (31) RePEc:wpa:wuwpem:0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002). (32) RePEc:wpa:wuwpem:0411016 Non-stationarities in stock returns (2004). (33) RePEc:wpa:wuwpem:0311007 EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST (2003). (34) RePEc:wpa:wuwpem:9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data (1997). (35) RePEc:wpa:wuwpem:0108003 Lag Length Estimation in Large Dimensional Systems (2001). (36) RePEc:wpa:wuwpem:0403006 Characterising the Business Cycle for Accession Countries (2004). (37) RePEc:wpa:wuwpem:9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter (1997). (38) RePEc:wpa:wuwpem:0412005 Non-stationarities in financial time series, the long range dependence and the IGARCH effects (2004). (39) RePEc:wpa:wuwpem:0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005). (40) RePEc:wpa:wuwpem:9502002 Regime Switching in Stock Market Returns (1995). (41) RePEc:wpa:wuwpem:0502005 Modeling electricity prices with regime switching models (2005). (42) RePEc:wpa:wuwpem:9411002 ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING (1994). (43) RePEc:wpa:wuwpem:0511005 A fresh look at the topical interest of the Gini concentration ratio (2005). (44) RePEc:wpa:wuwpem:0412006 Estimating Long Memory in Volatility (2004). (45) RePEc:wpa:wuwpem:9611002 A Mixture Model of Willingness to Pay Distributions (1996). (46) RePEc:wpa:wuwpem:0509017 Exponential Tilting with Weak Instruments: Estimation and Testing (2005). (47) RePEc:wpa:wuwpem:0503017 An intuitive guide to wavelets for economists (2005). (48) RePEc:wpa:wuwpem:9610002 STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS (1996). (49) RePEc:wpa:wuwpem:0501002 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment (2005). (50) RePEc:wpa:wuwpem:0308004 Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials (2003). Recent citations received in: | 2006 | 2005 | 2004 | 2003 Recent citations received in: 2006 Recent citations received in: 2005 (1) RePEc:dgr:umamet:2005050 Panel Cointegration Testing in the Presence of Common Factors (2005). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (2) RePEc:fda:fdaddt:2005-14 Discrete choice models of labour Supply, behavioural microsimulation and the Spanish tax reforms (2005). FEDEA / Working Papers (3) RePEc:hhs:bofrdp:2005_005 Why do capital intensive companies pay higher wages? (2005). Bank of Finland / Research Discussion Papers (4) RePEc:hhs:bofrdp:2005_012 Decomposing the co-movement of the business cycle: a time-frequency analysis of growth cycles in the euro area (2005). Bank of Finland / Research Discussion Papers (5) RePEc:hhs:bofrdp:2005_026 The effects of aging population on the sustainability of fiscal policy (2005). Bank of Finland / Research Discussion Papers (6) RePEc:hhs:uunewp:2005_020 Inequality and Crime: Separating the Effects of Permanent and Transitory Income (2005). Uppsala University, Department of Economics / Working Paper Series (7) RePEc:hoh:hohdip:259 Bonferroni-Index und De Vergottini-Index. Zum 75. und 65. Geburtstag zweier fast vergessener Ungleichheitsmaße (2005). Department of Economics, University of Hohenheim, Germany / Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim (8) RePEc:ifs:cemmap:13/05 Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura (2005). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (9) RePEc:mtn:ancoec:050206 A look at the structure of some extended Ginis (2005). Metron - International Journal of Statistics (10) RePEc:mtn:ancoec:si11 Decomposition of rank-dependent measures of inequality by subgroups (2005). Metron - International Journal of Statistics (11) RePEc:mtn:ancoec:si4 An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index (2005). Metron - International Journal of Statistics (12) RePEc:mtn:ancoec:si7 The properties of the extended Gini measures of variability and inequality (2005). Metron - International Journal of Statistics (13) RePEc:mtn:ancoec:si9 The use of the Lorenz curve, Gini index and related measures of relative inequality and uniformity in securities law (2005). Metron - International Journal of Statistics (14) RePEc:nbr:nberte:0310 A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers (15) RePEc:nbr:nberwo:11280 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2005). National Bureau of Economic Research, Inc / NBER Working Papers (16) RePEc:nbr:nberwo:11775 Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility (2005). National Bureau of Economic Research, Inc / NBER Working Papers (17) RePEc:pra:mprapa:10423 Modelling catastrophe claims with left-truncated severity distributions (extended version) (2005). University Library of Munich, Germany / MPRA Paper (18) RePEc:pse:psecon:2005-13 Discrete choice models of labour supply, behavioural microsimulation and the Spanish tax reform. (2005). PSE (Ecole normale supérieure) / PSE Working Papers (19) RePEc:ssb:dispap:412 Modeling Concentration and Dispersion in Multiple Regression (2005). Research Department of Statistics Norway / Discussion Papers (20) RePEc:ssb:dispap:437 Decomposition of Rank-Dependent Measures of Inequality by Subgroups (2005). Research Department of Statistics Norway / Discussion Papers (21) RePEc:wiw:wiwrsa:ersa05p141 Homeworking, telecommuting and journey to workplaces - Are differences among genders and professions varying over space? (2005). European Regional Science Association / ERSA conference papers (22) RePEc:wiw:wiwrsa:ersa05p801 Telecommuting and environmental policy - lessons from the Ecommute program (2005). European Regional Science Association / ERSA conference papers (23) RePEc:wpa:wuwpdc:0509009 The Determinants of Economic Well-being:An Application in the Indian States (2005). EconWPA / Development and Comp Systems (24) RePEc:wpa:wuwpem:0502003 Market price of risk implied by Asian-style electricity options (2005). EconWPA / Econometrics (25) RePEc:wpa:wuwpem:0504001 FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS (2005). EconWPA / Econometrics (26) RePEc:wpa:wuwpem:0507006 Distribution-free estimation of the Gini inequality index: the kernel method approach (2005). EconWPA / Econometrics (27) RePEc:wpa:wuwpem:0508001 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management (2005). EconWPA / Econometrics (28) RePEc:wpa:wuwpem:0509018 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics (2005). EconWPA / Econometrics (29) RePEc:wpa:wuwpem:0511010 Propagation of Memory Parameter from Durations to Counts (2005). EconWPA / Econometrics (30) RePEc:wpa:wuwpfi:0508008 Persistence Characteristics of the Chinese Stock Markets (2005). EconWPA / Finance (31) RePEc:wpa:wuwpla:0508011 Measuring the Measurable: Why Cant We Agree on the Number of Telecommuters in the U.S.? (2005). EconWPA / Labor and Demography Recent citations received in: 2004 (1) RePEc:att:wimass:20042 Identification of binary choice models with social interactions (2004). Wisconsin Madison - Social Systems / Working papers (2) RePEc:bep:jhubio:1061 Spatially Adaptive Bayesian P-Splines with Heteroscedastic Errors (2004). Berkeley Electronic Press / Johns Hopkins University Dept. of Biostatistics Working Paper Series (3) RePEc:cir:cirwor:2004s-61 Tax Evasion and Social Interactions (2004). CIRANO / CIRANO Working Papers (4) RePEc:ecb:ecbwps:20040321 Frequency domain principal components estimation of fractionally cointegrated processes (2004). European Central Bank / Working Paper Series (5) RePEc:hal:journl:halshs-00175016_v1 Tax Evasion and Social Interactions (2004). HAL / Post-Print (6) RePEc:hhs:bofitp:2004_020 A meta-analysis of business cycle correlation between the euro area and CEECs: What do we know and who cares? (2004). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (7) RePEc:hhs:hastef:0563 Stylized Facts of Financial Time Series and Three Popular Models of Volatility (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance (8) RePEc:iza:izadps:dp1359 Tax Evasion and Social Interactions (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (9) RePEc:nbr:nberwo:10409 Asymmetric Social Interaction in Economics: Cigarette Smoking Among Young People in the United States, 1992-1999 (2004). National Bureau of Economic Research, Inc / NBER Working Papers (10) RePEc:nbr:nberwo:10823 Pseudo Market Timing and Predictive Regressions (2004). National Bureau of Economic Research, Inc / NBER Working Papers (11) RePEc:pra:mprapa:10198 Financial Development and Economic Growth: Evidence from a Heterogeneous Panel of High Income Countries (2004). University Library of Munich, Germany / MPRA Paper (12) RePEc:sgc:wpaper:47 A Panel Data Approach for Income-Health Causality (2004). Research unit Sustainability and Global Change, Hamburg University / Working Papers (13) RePEc:spr:testjl:v:13:y:2004:i:1:p:1-43 Families of distributions arising from distributions of order statistics (2004). TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (14) RePEc:wpa:wuwpem:0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers (2004). EconWPA / Econometrics (15) RePEc:wpa:wuwpem:0406001 Lags in the response of gasoline prices to changes in crude oil (2004). EconWPA / Econometrics (16) RePEc:wpa:wuwpem:0406004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models (2004). EconWPA / Econometrics (17) RePEc:wpa:wuwpem:0409010 On Describing Multivariate Skewness: A Directional Approach (2004). EconWPA / Econometrics (18) RePEc:wpa:wuwpem:0410006 Modelling Directional Dispersion Through Hyperspherical Log- Splines (2004). EconWPA / Econometrics (19) RePEc:wpa:wuwpem:0411011 Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited (2004). EconWPA / Econometrics (20) RePEc:wpa:wuwpem:0411017 When did the 2001 recession really start? (2004). EconWPA / Econometrics (21) RePEc:wpa:wuwpfi:0411003 Measuring the Degree of Efficiency of Financial Market (2004). EconWPA / Finance (22) RePEc:wpa:wuwpfi:0412022 Hypothesis Testing in Predictive Regressions (2004). EconWPA / Finance (23) RePEc:wpa:wuwphe:0408002 Peer and selection effects on youth smoking in California (2004). EconWPA / HEW (24) RePEc:wpa:wuwpmi:0406001 Anticipated and unanticipated effects of crude oil prices and oil inventory changes on gasoline prices (2004). EconWPA / Microeconomics Recent citations received in: 2003 (1) RePEc:boc:bocoec:571 Evaluation and Combination of Conditional Quantile Forecasts (2003). Boston College Department of Economics / Boston College Working Papers in Economics (2) RePEc:ces:ceswps:_990 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003). CESifo GmbH / CESifo Working Paper Series (3) RePEc:cpr:ceprdp:3997 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:dgr:eureir:2003315 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:fip:fedgfe:2003-40 Volatility puzzles: a unified framework for gauging return-volatility regressions (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (6) RePEc:fip:fednsr:163 Forecasting in large macroeconomic panels using Bayesian Model Averaging (2003). Federal Reserve Bank of New York / Staff Reports (7) RePEc:lec:leecon:04/16 Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging (2003). Department of Economics, University of Leicester / Discussion Papers in Economics (8) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers (9) RePEc:wpa:wuwpem:0307003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach (2003). EconWPA / Econometrics (10) RePEc:wpa:wuwpem:0307004 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach (2003). EconWPA / Econometrics (11) RePEc:wpa:wuwpma:0311008 Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant? (2003). EconWPA / Macroeconomics 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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