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Journal of 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:eee:econom:v:31:y:1986:i:3:p:307-327 Generalized autoregressive conditional heteroskedasticity (1986). (2) RePEc:eee:econom:v:87:y:1998:i:1:p:115-143 Initial conditions and moment restrictions in dynamic panel data models (1998). (3) RePEc:eee:econom:v:115:y:2003:i:1:p:53-74 Testing for unit roots in heterogeneous panels (2003). (4) RePEc:eee:econom:v:6:y:1977:i:1:p:21-37 Formulation and estimation of stochastic frontier production function models (1977). (5) RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 Spurious regressions in econometrics (1974). (6) RePEc:eee:econom:v:68:y:1995:i:1:p:29-51 Another look at the instrumental variable estimation of error-components models (1995). (7) RePEc:eee:econom:v:108:y:2002:i:1:p:1-24 Unit root tests in panel data: asymptotic and finite-sample properties (2002). (8) RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178 Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root? (1992). (9) RePEc:eee:econom:v:68:y:1995:i:1:p:79-113 Estimating long-run relationships from dynamic heterogeneous panels (1995). (10) RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59 ARCH modeling in finance : A review of the theory and empirical evidence (1992). (11) RePEc:eee:econom:v:32:y:1986:i:3:p:385-397 Random group effects and the precision of regression estimates (1986). (12) RePEc:eee:econom:v:18:y:1982:i:1:p:47-82 Formulation and estimation of dynamic models using panel data (1982). (13) RePEc:eee:econom:v:74:y:1996:i:1:p:119-147 Impulse response analysis in nonlinear multivariate models (1996). (14) RePEc:eee:econom:v:16:y:1981:i:1:p:155-155 Panel data and unobservable individual effects (1981). (15) RePEc:eee:econom:v:4:y:1976:i:2:p:115-145 Exact and superlative index numbers (1976). (16) RePEc:eee:econom:v:31:y:1986:i:1:p:93-118 Errors in variables in panel data (1986). (17) RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238 On the estimation of technical inefficiency in the stochastic frontier production function model (1982). (18) RePEc:eee:econom:v:61:y:1994:i:1:p:5-21 On discrimination and the decomposition of wage differentials (1994). (19) RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238 Seasonal integration and cointegration (1990). (20) RePEc:eee:econom:v:14:y:1980:i:2:p:227-238 Long memory relationships and the aggregation of dynamic models (1980). (21) RePEc:eee:econom:v:39:y:1988:i:3:p:347-366 Limited information estimators and exogeneity tests for simultaneous probit models (1988). (22) RePEc:eee:econom:v:33:y:1986:i:3:p:311-340 Understanding spurious regressions in econometrics (1986). (23) RePEc:eee:econom:v:80:y:1997:i:2:p:355-385 Further evidence on breaking trend functions in macroeconomic variables (1997). (24) RePEc:eee:econom:v:73:y:1996:i:1:p:5-59 Long memory processes and fractional integration in econometrics (1996). (25) RePEc:eee:econom:v:16:y:1981:i:1:p:121-130 Some properties of time series data and their use in econometric model specification (1981). (26) RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244 Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (1992). (27) RePEc:eee:econom:v:53:y:1992:i:1-3:p:165-188 Maximum likelihood estimation of stationary univariate fractionally integrated time series models (1992). (28) RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267 Alternative methods for evaluating the impact of interventions : An overview (1985). (29) RePEc:eee:econom:v:18:y:1982:i:1:p:83-114 The use of time series processes to model the error structure of earnings in a longitudinal data analysis (1982). (30) RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70 Analysis of time series subject to changes in regime (1990). (31) RePEc:eee:econom:v:74:y:1996:i:1:p:3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996). (32) RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233 Five alternative methods of estimating long-run equilibrium relationships (1994). (33) RePEc:eee:econom:v:90:y:1999:i:1:p:1-44 Spurious regression and residual-based tests for cointegration in panel data (1999). (34) RePEc:eee:econom:v:70:y:1996:i:1:p:99-126 Residual-based tests for cointegration in models with regime shifts (1996). (35) RePEc:eee:econom:v:68:y:1995:i:1:p:53-78 On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995). (36) RePEc:eee:econom:v:31:y:1986:i:3:p:255-274 The frequency of price adjustment : A study of the newsstand prices of magazines (1986). (37) RePEc:eee:econom:v:105:y:2001:i:1:p:111-130 A real-time data set for macroeconomists (2001). (38) RePEc:eee:econom:v:74:y:1996:i:1:p:59-75 Testing the adequacy of smooth transition autoregressive models (1996). (39) RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333 Autoregressive conditional heteroskedasticity and changes in regime (1994). (40) RePEc:eee:econom:v:68:y:1995:i:1:p:5-27 Efficient estimation of models for dynamic panel data (1995). (41) RePEc:eee:econom:v:71:y:1996:i:1-2:p:161-173 Interpreting tests of the convergence hypothesis (1996). (42) RePEc:eee:econom:v:46:y:1990:i:1-2:p:185-200 Production frontiers with cross-sectional and time-series variation in efficiency levels (1990). (43) RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126 Panel data from time series of cross-sections (1985). (44) RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290 Alternative models for conditional stock volatility (1990). (45) RePEc:eee:econom:v:38:y:1988:i:3:p:387-399 Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data (1988). (46) RePEc:eee:econom:v:65:y:1995:i:1:p:83-108 General purpose technologies Engines of growth? (1995). (47) RePEc:eee:econom:v:126:y:2005:i:1:p:25-51 A finite sample correction for the variance of linear efficient two-step GMM estimators (2005). (48) RePEc:eee:econom:v:105:y:2001:i:1:p:85-110 Tests of equal forecast accuracy and encompassing for nested models (2001). (49) RePEc:eee:econom:v:18:y:1982:i:1:p:5-46 Multivariate regression models for panel data (1982). (50) RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250 Statistical inference in vector autoregressions with possibly integrated processes (1995). Recent citations received in: | 2007 | 2006 | 2005 | 2004 Recent citations received in: 2007 (1) RePEc:aah:aarhec:2007-16 A Statistical Programme Assignment Model (2007). Department of Economics, University of Aarhus / Department of Economics, Working Papers (2) RePEc:aah:create:2007-11 Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers (3) RePEc:aah:create:2007-26 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers (4) RePEc:aah:create:2007-27 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps (2007). School of Economics and Management, University of Aarhus / CREATES Research Papers (5) RePEc:bca:bocawp:07-20 Multivariate Realized Stock Market Volatility (6) RePEc:bde:wpaper:0738 Modelling heterogeneity and dynamics in the volatility of individual wages (2007). Banco de Espana / Banco de Espana Working Papers (7) RePEc:bis:biscgc:29-04 Contagion and the composition of Canadian banks foreign asset portfolios: do financial crises matter? (2007). CGFS Papers chapters (8) RePEc:boc:bocoec:462 Endogenous Selection Or Treatment Model Estimation (2007). Boston College Department of Economics / Boston College Working Papers in Economics (9) RePEc:bog:wpaper:61 A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment (2007). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers (10) RePEc:cam:camdae:0661 Long Run Macroeconomic Relations in the Global Economy (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (11) RePEc:cam:camdae:0703 Long Run Macroeconomic Relations in the Global Economy (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (12) RePEc:cam:camdae:0718 Online Forecast Combination for Dependent Heterogeneous Data (2007). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (13) RePEc:cep:stiecm:/2007/522 DIAGNOSTIC TESTING FOR COINTEGRATION (2007). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (14) RePEc:cep:stiecm:/2007/525 Multiple Local Whittle Estimation in StationarySystems (2007). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (15) RePEc:ces:ceswps:_1904 Long Run Macroeconomic Relations in the Global Economy (2007). CESifo GmbH / CESifo Working Paper Series (16) RePEc:ces:ceswps:_1992 The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (2007). CESifo GmbH / CESifo Working Paper Series (17) RePEc:cfr:cefirw:w0096 Inference about predictive ability when there are many predictors (2007). Center for Economic and Financial Research / CEFIR Working Papers (18) RePEc:chb:bcchwp:425 Chilean Nominal Exchange Rate: Forecasting Based Upon Technical Analysis (2007). Central Bank of Chile / Working Papers Central Bank of Chile (19) RePEc:chb:bcchwp:435 Hidden Predictability in Economics: The Case of the Chilean Exchange Rate (2007). Central Bank of Chile / Working Papers Central Bank of Chile (20) RePEc:chb:bcchwp:455 Estimating the Output Gap for Chile (2007). Central Bank of Chile / Working Papers Central Bank of Chile (21) RePEc:cir:cirwor:2007s-06 The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models (2007). CIRANO / CIRANO Working Papers (22) RePEc:cla:levarc:122247000000001404 Adaptive Minimax-Regret Treatment Choice, with Application to Drug Approval (2007). UCLA Department of Economics / Levine's Working Paper Archive (23) RePEc:cla:levrem:122247000000001769 Crowding out Both Sides of the Philanthropy Market: Evidence from a Panel of Charities (2007). UCLA Department of Economics / Levine's Bibliography (24) RePEc:clg:wpaper:2007-13 Efficiency and Productivity of the US Banking Industry, 1998-2005: Evidence from the Fourier Cost Function Satisfying Global Reg (2007). Department of Economics, University of Calgary / Working Papers (25) RePEc:cmf:wpaper:wp2007_0711 DYNAMIC DISCRETE CHOICE STRUCTURAL MODELS: A SURVEY (2007). CEMFI / Working Papers (26) RePEc:cmf:wpaper:wp2007_0717 MODELLING HETEROGENEITY AND DYNAMICS IN THE VOLATILITY OF INDIVIDUAL WAGES (2007). CEMFI / Working Papers (27) RePEc:cns:cnscwp:200715 Gender Wage Differentials in Italy: a Structural Estimation Approach (2007). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (28) RePEc:cpr:ceprdp:6031 The Central Banker as a Risk Manager: Estimating the Federal Reserves Preferences under Greenspan (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers (29) RePEc:cwl:cwldpp:1606 Hybrid and Size-Corrected Subsample Methods (2007). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (30) RePEc:cwl:cwldpp:1607 Asymptotics for Stationary Very Nearly Unit Root Processes (2007). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (31) RePEc:cwl:cwldpp:1626 On Rate Optimality for Ill-posed Inverse Problems in Econometrics (2007). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (32) RePEc:dgr:uvatin:20070072 Identifying Reduced-Form Relations with Panel Data (2007). Tinbergen Institute / Tinbergen Institute Discussion Papers (33) RePEc:diw:diwwpp:dp670 The Impact of Income Taxation on the Ratio between Reservation and Market Wages and the Incentives for Labour Supply (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (34) RePEc:diw:diwwpp:dp722 Downsizing in German Chemical Manufacturing Industry during the 1990s: Why Small Is Beautiful? (2007). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (35) RePEc:dnb:dnbwpp:162 FDI and the Relevance of Spatial Linkages: do third country effects matter for Dutch FDI? (2007). Netherlands Central Bank, Research Department / DNB Working Papers (36) RePEc:duk:dukeec:07-04 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (2007). Duke University, Department of Economics / Working Papers (37) RePEc:ecb:ecbwps:20070750 Long run macroeconomic relations in the global economy (2007). European Central Bank / Working Paper Series (38) RePEc:ecb:ecbwps:20070846 Information combination and forecast (st)ability. Evidence from vintages of time-series data (2007). European Central Bank / Working Paper Series (39) RePEc:eea:boewps:wp2007-09 Forecasting economic growth for Estonia : application of common factor methodologies (2007). Bank of Estonia / Bank of Estonia Working Papers (40) RePEc:ehu:biltok:200703 A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries. (2007). Universidad del Pais Vasco - Departamentos de Econometria y Estadistica, Fundamentos del Analisis Economico, Hacienda Publica y el Instituto de Ec (41) RePEc:ese:iserwp:2007-12 Inequality and the GB2 Income Distribution (2007). Institute for Social and Economic Research / ISER working papers (42) RePEc:fip:fedawp:2007-07 Simple versus optimal rules as guides to policy (2007). Federal Reserve Bank of Atlanta / Working Paper (43) RePEc:fip:fedbwp:07-10 Space and time in macroeconomic panel data: young workers and state-level unemployment revisited (2007). Federal Reserve Bank of Boston / Working Papers (44) RePEc:fip:fedfwp:2008-03 Tax competition among U.S. states: racing to the bottom or riding on a seesaw? (2007). Federal Reserve Bank of San Francisco / Working Paper Series (45) RePEc:fip:fedkrw:rwp07-06 Tests of equal predictive ability with real-time data (2007). Federal Reserve Bank of Kansas City / Research Working Paper (46) RePEc:fip:fedlwp:2005-027 Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations (2007). Federal Reserve Bank of St. Louis / Working Papers (47) RePEc:got:iaidps:162 Twin Peaks or Three Components? - Analyzing the Worlds Cross-Country Distribution of Income (2007). Ibero-America Institute for Economic Research / Ibero America Institute for Econ. Research (IAI) Discussion Papers (48) RePEc:got:iaidps:165 Inflation and Financial Development: Evidence from Brazil (2007). Ibero-America Institute for Economic Research / Ibero America Institute for Econ. Research (IAI) Discussion Papers (49) RePEc:hal:journl:halshs-00174507_v1 Risk Aversion and Schooling Decisions (2007). HAL / Post-Print (50) RePEc:hhs:osloec:2007_013 Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions (2007). Oslo University, Department of Economics / Memorandum (51) RePEc:hhs:rbnkwp:0211 Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (52) RePEc:hst:hstdps:d07-212 Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity (2007). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (53) RePEc:hst:hstdps:d07-213 A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models (2007). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (54) RePEc:ibm:ibmecp:wpe_89 Microestrutura EmpÃrica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência (2007). Ibmec Working Paper, Ibmec São Paulo / Ibmec Working Papers (55) RePEc:ide:wpaper:6916 Optimal Monetary Policy and Technological Shocks in the Post-War US Business Cycle (2007). Institut d'Ãconomie Industrielle (IDEI), Toulouse / IDEI Working Papers (56) RePEc:ifs:cemmap:07/07 Robust priors in nonlinear panel data models (2007). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (57) RePEc:ifs:cemmap:32/07 Unconditional quantile treatment effects under endogeneity (2007). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (58) RePEc:iis:dispap:iiisdp232 How Persistent are International Capital Flows? (2007). IIIS / The Institute for International Integration Studies Discussion Paper Series (59) RePEc:imf:imfwpa:07/131 Budget Rigidity and Expenditure Efficiency in Slovenia (2007). International Monetary Fund / IMF Working Papers (60) RePEc:imf:imfwpa:07/246 Benchmarking the Efficiency of Public Expenditure in the Russian Federation (2007). International Monetary Fund / IMF Working Papers (61) RePEc:imf:imfwpa:07/67 Public Infrastructures, Public Consumption, and Welfare in a New-Open-Economy-Macro Model (2007). International Monetary Fund / IMF Working Papers (62) RePEc:inq:inqwps:ecineq2007-70 Partial and complete equality-of-opportunity orderings (2007). (63) RePEc:inq:inqwps:ecineq2007-73 Inequality and the GB2 income distribution (2007). (64) RePEc:iza:izadps:dp2565 A New Framework for the Analysis of Inequality (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (65) RePEc:iza:izadps:dp2650 Ethnic Specialization and Earnings Inequality: Why Being a Minority Hurts but Being a Big Minority Hurts More (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (66) RePEc:iza:izadps:dp2820 Subjective Beliefs and Schooling Decisions (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (67) RePEc:iza:izadps:dp2831 Inequality and the GB2 Income Distribution (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (68) RePEc:iza:izadps:dp2872 When Minority Labor Migrants Meet the Welfare State (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (69) RePEc:iza:izadps:dp2885 Which Program for Whom? Evidence on the Comparative Effectiveness of Public Sponsored Training Programs in Germany (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (70) RePEc:iza:izadps:dp2940 The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (71) RePEc:iza:izadps:dp3034 Labor Supply with Social Interactions: Econometric Estimates and Their Tax Policy Implications (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (72) RePEc:iza:izadps:dp3102 For One More Year with You: Changes in Compulsory Schooling, Education and the Distribution of Wages in Europe (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (73) RePEc:iza:izadps:dp3165 A Statistical Programme Assignment Model (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers (74) RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312 A simple panel unit root test in the presence of cross-section dependence (2007). Journal of Applied Econometrics (75) RePEc:jae:japmet:v:22:y:2007:i:6:p:1095-1125 Identification of parameters in normal error component logit-mixture (NECLM) models (2007). Journal of Applied Econometrics (76) RePEc:jae:japmet:v:22:y:2007:i:7:p:1227-1246 Semi-structural models of advertising competition (2007). Journal of Applied Econometrics (77) RePEc:kap:jproda:v:28:y:2007:i:1:p:13-32 Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach (2007). Journal of Productivity Analysis (78) RePEc:kap:jproda:v:28:y:2007:i:3:p:183-201 How to improve the performances of DEA/FDH estimators in the presence of noise? (2007). Journal of Productivity Analysis (79) RePEc:knz:cofedp:0707 Estimating High-Frequency Based (Co-) Variances: A Unified Approach (2007). Center of Finance and Econometrics, University of Konstanz / CoFE Discussion Paper (80) RePEc:lmu:muenec:1365 Best Responding to What? A Behavioral Approach to One Shot Play in 2x2 Games (2007). University of Munich, Department of Economics / Discussion Papers in Economics (81) RePEc:lmu:muenec:1377 The Relationship Between Risk Attitudes and Heuristics in Search Tasks: A Laboratory Experiment (2007). University of Munich, Department of Economics / Discussion Papers in Economics (82) RePEc:lvl:lacicr:0747 Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions (2007). (83) RePEc:lvl:lacicr:0749 Mixed Exponential Power Asymmetric Conditional Heteroskedasticity (2007). (84) RePEc:max:cprwps:100 Estimating Regional Trade Agreement Effects on FDI in an Interdependent World (2007). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers (85) RePEc:nbr:nberte:0340 The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds (2007). National Bureau of Economic Research, Inc / NBER Technical Working Papers (86) RePEc:nbr:nberwo:13038 Social Interactions with Endogenous Associations (2007). National Bureau of Economic Research, Inc / NBER Working Papers (87) RePEc:nbr:nberwo:13312 Adaptive Minimax-Regret Treatment Choice, With Application To Drug Approval (2007). National Bureau of Economic Research, Inc / NBER Working Papers (88) RePEc:nbr:nberwo:13318 Exchange Rate Models Are Not as Bad as You Think (2007). National Bureau of Economic Research, Inc / NBER Working Papers (89) RePEc:ore:uoecwp:2007-8 Estimating the Impact of Time-Invariant Variables on FDI with Fixed Effects (2007). University of Oregon Economics Department / University of Oregon Economics Department Working Papers (90) RePEc:pra:mprapa:10265 Efficiency and University Size: Discipline-wise Evidence from European Universities (2007). University Library of Munich, Germany / MPRA Paper (91) RePEc:pra:mprapa:11976 A test for model specification of diffusion processes (2007). University Library of Munich, Germany / MPRA Paper (92) RePEc:pra:mprapa:3245 Job disamenities, job satisfaction, quit intentions, and actual separations: putting the pieces together (2007). University Library of Munich, Germany / MPRA Paper (93) RePEc:pra:mprapa:6031 The Effect of Tax Treaties on Multinational Firms: New Evidence from Microdata (2007). University Library of Munich, Germany / MPRA Paper (94) RePEc:prt:dpaper:5_2007 Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (2007). D.E.S. (Department of Economic Studies), University of Naples Parthenope, Italy / Discussion Papers (95) RePEc:rtv:ceisrp:97 A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator (2007). Tor Vergata University, CEIS / Research Paper Series (96) RePEc:sbs:wpsefe:2007fe03 A Note on the Central Limit Theorem for Bipower Variation of General Functions (2007). Oxford Financial Research Centre / OFRC Working Papers Series (97) RePEc:spr:alstar:v:91:y:2007:i:1:p:39-55 Sequential monitoring of minimum variance portfolio (2007). AStA Advances in Statistical Analysis (98) RePEc:spr:weltar:v:143:y:2007:i:2:p:277-305 Regional Economic Integration and the Location of Multinational Firms (2007). Review of World Economics (Weltwirtschaftliches Archiv) (99) RePEc:ssa:lemwps:2007/14 The patterns of output growth of firms and countries: new evidence on scale invariances and scale specificities (2007). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (100) RePEc:ssa:lemwps:2007/21 A Multivariate Perspective for Modeling and Forecasting Inflations Conditional Mean and Variance (2007). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series More than 100 citations. List broken... Recent citations received in: 2006 (1) RePEc:ags:aaea06:21058 Chasing Absolute Cost and Profit Savings in a World of Relative Inefficiency (2006). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2006 Annual meeting, July 23-26, Long Be (2) RePEc:bca:bocawp:06-39 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices (2006). Bank of Canada / Working Papers (3) RePEc:bfr:banfra:144 Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area. (2006). Banque de France / Documents de Travail (4) RePEc:bos:wpaper:wp2006-035 Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression (2006). Department of Economics, Boston University / Boston University Working Papers Series (5) RePEc:bos:wpaper:wp2006-064 The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes (2006). Department of Economics, Boston University / Boston University Working Papers Series (6) RePEc:cam:camdae:0648 Testing Dependence Among Serially Correlated Multi-category Variables (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (7) RePEc:cep:stiecm:/2006/500 Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (8) RePEc:cep:stiecm:/2006/501 Finite Sample Performance in CointegrationAnalysis of Nonlinear Time Series with LongMemory (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series (9) RePEc:ces:ceswps:_1770 Testing Dependence among Serially Correlated Multi-category Variables (2006). CESifo GmbH / CESifo Working Paper Series (10) RePEc:ces:ceswps:_1848 Searching the eBay Marketplace (2006). CESifo GmbH / CESifo Working Paper Series (11) RePEc:cfr:cefirw:w0071 Nonparametric retrospection and monitoring of predictability of financial returns (2006). Center for Economic and Financial Research / CEFIR Working Papers (12) RePEc:cfr:cefirw:w0092 Dynamic modeling under linear-exponential loss (2006). Center for Economic and Financial Research / CEFIR Working Papers (13) RePEc:chb:bcchwp:376 Shrinkage Based Tests of the Martingale Difference Hypothesis (2006). Central Bank of Chile / Working Papers Central Bank of Chile (14) RePEc:chb:bcchwp:380 Interpreting an Affine Term Structure Model for Chile (2006). Central Bank of Chile / Working Papers Central Bank of Chile (15) RePEc:chb:bcchwp:382 Forecasting Canadian Time Series With the New-Keynesian Model (2006). Central Bank of Chile / Working Papers Central Bank of Chile (16) RePEc:cor:louvco:2006012 Multivariate mixed normal conditional heteroskedasticity (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (17) RePEc:cor:louvco:2006080 Modelling financial high frequency data using point processes (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (18) RePEc:cor:louvco:2006085 Nonparametric density estimation for positive time series (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers (19) RePEc:cpr:ceprdp:5632 Interpreting Euro Area Inflation at High and Low Frequencies (2006). C.E.P.R. 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Discussion Papers / CEPR Discussion Papers (25) RePEc:cpr:ceprdp:5868 Money at Low Frequencies (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers (26) RePEc:ctl:louvec:2006007 Multivariate mixed normal conditional heteroskedasticity (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (27) 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 (28) RePEc:ctl:louvec:2006041 The First Stage in HendryÃs Reduction Theory Revisited (2006). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin (29) RePEc:dgr:umamet:2006014 Monte-Carlo comparison of alternative estimators for dynamic panel data models (2006). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (30) RePEc:dgr:umamet:2006054 Panel Cointegration Tests of the Fisher Effect (2006). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (31) RePEc:dgr:uvatin:20050044 The Euro Introduction and Non-Euro Currencies (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (32) RePEc:ecb:ecbwps:20060691 The yield curve as a predictor and emerging economies (2006). European Central Bank / Working Paper Series (33) RePEc:eui:euiwps:eco2006/20 Forecasting Realized Volatility by Decomposition (2006). European University Institute / Economics Working Papers (34) RePEc:eui:euiwps:eco2006/3 A Mixture Multiplicative Error Model for Realized Volatility (2006). European University Institute / Economics Working Papers (35) RePEc:eui:euiwps:eco2006/39 Productivity, external balance and exchange rates: evidence on the transmission mechanism among G7 countries (2006). European University Institute / Economics Working Papers (36) RePEc:fau:fauart:v:56:y:2006:i:7-8:p:361-379 Model Dependency of the Digital Option Replication â Replication under an Incomplete Model (in English) (2006). Czech Journal of Economics and Finance (Finance a uver, ISSN: 0015-1920) (37) RePEc:fer:dpaper:405 Impacts of the European Emission Trade System on Finnish Wholesale Electricity Prices (2006). Government Institute for Economic Research (VATT) / VATT Discussion Papers (38) RePEc:fip:fedcwp:0611 Forecasting with the yield curve; level, slope, and output 1875-1997 (2006). Federal Reserve Bank of Cleveland / Working Paper (39) RePEc:fip:fedfwp:2006-16 The bond yield conundrum from a macro-finance perspective (2006). Federal Reserve Bank of San Francisco / Working Paper Series (40) RePEc:fip:fedfwp:2006-31 Revealing the secrets of the temple: the value of publishing central bank interest rate projections (2006). Federal Reserve Bank of San Francisco / Working Paper Series (41) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006). Federal Reserve Bank of San Francisco / Working Paper Series (42) RePEc:fip:fedgfe:2006-07 The yield curve and predicting recessions (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (43) RePEc:fip:fedgfe:2006-15 Do macro variables, asset markets, or surveys forecast inflation better? (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (44) RePEc:fip:fedgfe:2007-06 A closer look at the sensitivity puzzle: the sensitivity of expected future short rates and term premia to macroeconomic news (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (45) RePEc:fip:fedgif:862 What drives volatility persistence in the foreign exchange market? (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (46) RePEc:fip:fedkrw:rwp06-12 Averaging forecasts from VARs with uncertain instabilities (2006). Federal Reserve Bank of Kansas City / Research Working Paper (47) RePEc:fip:fedlwp:2006-028 Investing for the long-run in European real estate (2006). Federal Reserve Bank of St. Louis / Working Papers (48) RePEc:fip:fednsr:254 Stock returns and volatility: pricing the short-run and long-run components of market risk (2006). Federal Reserve Bank of New York / Staff Reports (49) RePEc:fip:fedreq:y:2006:i:sum:p:225-253:n:v.92no.3 Inflation uncertainty and the recent low level of the long bond rate (2006). Economic Quarterly (50) RePEc:fir:econom:wp2006_15 Vector Multiplicative Error Models: Representation and Inference (2006). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive (51) RePEc:gde:journl:gde_v65_n2_p193-224 The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence (2006). Giornale degli Economisti (52) RePEc:hal:wpaper:halshs-00410540_v1 Changing-regime volatility : A fractionally integrated SETAR model (2006). HAL / Working Papers (53) RePEc:hhs:bofitp:2006_018 The yield curve as a predictor and emerging economies (2006). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (54) RePEc:hst:hstdps:d05-129 The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (55) RePEc:hst:hstdps:d05-130 Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (56) RePEc:hst:hstdps:d06-177 A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples (2006). Institute of Economic Research, Hitotsubashi University / Hi-Stat Discussion Paper Series (57) RePEc:hum:wpaper:sfb649dp2006-012 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (58) RePEc:hum:wpaper:sfb649dp2006-039 Macroeconomic Integration in Asia Pacific: Common Stochastic Trends and Business Cycle Coherence (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (59) RePEc:hum:wpaper:sfb649dp2006-050 Robust Econometrics (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (60) RePEc:hum:wpaper:sfb649dp2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level â The Copula Rose (2006). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (61) RePEc:ibr:dpaper:2006-01 Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study (2006). Economics Research Group, IBMEC Business School - Rio de Janeiro / IBMEC RJ Economics Discussion Papers (62) RePEc:ifs:cemmap:09/06 Nonparametric instrumental variables estimation of a quantile regression model (2006). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers (63) RePEc:igi:igierp:312 Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods (2006). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers (64) RePEc:ijf:ijfiec:v:11:y:2006:i:3:p:261-277 Extracting inflation expectations from the term structure: the Fisher equation in a multivariate SDF framework (2006). International Journal of Finance & Economics (65) RePEc:isu:genres:12694 Testing for Breaks Using Alternating Observations (2006). Iowa State University, Department of Economics / Staff General Research Papers (66) RePEc:iza:izadps:dp2196 Testing Dependence among Serially Correlated Multi-Category Variables (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (67) RePEc:iza:izadps:dp2324 Identification of Peer Effects Using Group Size Variation (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers (68) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). Journal of Applied Econometrics (69) RePEc:kap:decono:v:154:y:2006:i:1:p:19-40 Forecasting Inflation: An Art as Well as a Science! (2006). De Economist (70) RePEc:lmu:muenec:1234 Searching the eBay Marketplace (2006). University of Munich, Department of Economics / Discussion Papers in Economics (71) RePEc:mlb:wpaper:966 Measurement of Business Cycles (2006). The University of Melbourne / Department of Economics - Working Papers Series (72) 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 (73) RePEc:msh:ebswps:2006-9 Assessing Dependence Changes in the Asian Financial Market Returns Using Plots Based on Nonparametric Measures (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (74) RePEc:mtu:wpaper:06_03 The Ups and Downs of New Zealand House Prices (2006). Motu Economic and Public Policy Research / Working Papers (75) RePEc:nbb:reswpp:200605-2 A multi-factor model for the valuation and risk managment of demand deposits (2006). National Bank of Belgium / Research series (76) RePEc:nbr:nberte:0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2006). National Bureau of Economic Research, Inc / NBER Technical Working Papers (77) RePEc:nbr:nberte:0331 Vector Multiplicative Error Models: Representation and Inference (2006). National Bureau of Economic Research, Inc / NBER Technical Working Papers (78) RePEc:nbr:nberwo:12481 Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment (2006). National Bureau of Economic Research, Inc / NBER Working Papers (79) RePEc:nbr:nberwo:12483 Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries (2006). National Bureau of Economic Research, Inc / NBER Working Papers (80) RePEc:nbr:nberwo:12609 Equilibrium Yield Curves (2006). 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Economics Group, Nuffield College, University of Oxford / Economics Papers (86) RePEc:nuf:econwp:0612 High Dimensional Yield Curves: Models and Forecasting (2006). Economics Group, Nuffield College, University of Oxford / Economics Papers (87) RePEc:nzb:nzbdps:2006/01 Phillips curve forecasting in a small open economy (2006). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series (88) RePEc:oxf:wpaper:257 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts (2006). University of Oxford, Department of Economics / Economics Series Working Papers (89) RePEc:pra:mprapa:1072 An Interpretation of An Affine Term Structure Model for Chile (2006). University Library of Munich, Germany / MPRA Paper (90) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). 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Queen's University, Department of Economics / Working Papers (97) RePEc:qed:wpaper:1061 Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend (2006). Queen's University, Department of Economics / Working Papers (98) RePEc:qed:wpaper:1101 Simple (but effective) tests of long memory versus structural breaks (2006). Queen's University, Department of Economics / Working Papers (99) RePEc:rba:rbardp:rdp2006-05 Optimal Monetary Policy with Real-time Signal Extraction from the Bond Market (2006). Reserve Bank of Australia / RBA Research Discussion Papers (100) RePEc:rio:texdis:531 Realized volatility: a review (2006). Department of Economics PUC-Rio (Brazil) / Textos para discussão More than 100 citations. List broken... Recent citations received in: 2005 (1) RePEc:ags:aaea05:19259 Incorporating environmental impacts into value added from organic and conventional farming (2005). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2005 Annual meeting, July 24-27, Provide (2) RePEc:ags:aaea05:19402 Feasible Estimation of Firm-Specific Allocative Inefficiency through Bayesian Numerical Methods (2005). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2005 Annual meeting, July 24-27, Provide (3) RePEc:anu:eenwps:0503 Expectations of linear functions with respect to truncazted multinormal distributions, with applications for uncertainty analysis in environmental modelling (2005). Australian National University, Economics and Environment Network / Economics and Environment Network Working Papers (4) RePEc:bca:bocawp:05-44 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? (2005). 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Journal of Applied Econometrics (47) RePEc:kee:kerpuk:2005/14 Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables (2005). Centre for Economic Research, Keele University / Keele Economics Research Papers (48) RePEc:lan:wpaper:003052 Higher education institutions costs and efficiency: taking the decomposition a further step (2005). Lancaster University Management School, Economics Department / Working Papers (49) RePEc:max:cprwps:76 Simulation-Based Two-Step Estimation with Endogenous Regressors (2005). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers (50) RePEc:msu:icpwrk:rw-fsrp-rr-15 Understanding Rwandan Agricultural Households Strategies to Deal with Prime Age Illness and Death: A Propensity Score Matching Approach (2005). Department of Agricultural Economics, Michigan State University / International Development Collaborative Working Papers (51) RePEc:nbr:nberwo:11468 Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average? (2005). National Bureau of Economic Research, Inc / NBER Working Papers (52) RePEc:nbr:nberwo:11544 Earnings Functions, Rates of Return and Treatment Effects: The Mincer Equation and Beyond (2005). National Bureau of Economic Research, Inc / NBER Working Papers (53) RePEc:nbr:nberwo:11675 Fractional Treatment Rules for Social Diversification of Indivisible Private Risks (2005). National Bureau of Economic Research, Inc / NBER Working Papers (54) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Economics Group, Nuffield College, University of Oxford / Economics Papers (55) RePEc:nus:nusewp:wp0512 Trips and Patenting Activity: Evidence from the Indian Pharmaceutical Industry (2005). National University of Singapore, Department of Economics / Departmental Working Papers (56) RePEc:pra:mprapa:815 The Persistence of Inflation in OECD Countries: A Fractionally Integrated Approach (2005). University Library of Munich, Germany / MPRA Paper (57) RePEc:rbp:wpaper:2005-001 How Does a Global Disinflation Drag Inflation in Small Open Economies? (2005). Banco Central de Reserva del Perú / Working Papers (58) RePEc:rpp:wpaper:0504 Measuring educational efficiency at student level with parametric stochastic distance functions: An application to Spanish PISA results (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (59) RePEc:rpp:wpaper:0507 On the generation of a regular multi-input multi-output technology using parametric output distance functions (2005). Centre de Recherche en Economie Publique et de la Population (CREPP) (Research Center on Public and Population Economics) HEC-Management School, Unive (60) RePEc:rwi:dpaper:0021 Assessing the performance of matching algorithms when selection into treatment is strong (2005). Rheinisch-Westfälisches Institut für Wirtschaftsforschung / RWI Discussion Papers (61) RePEc:rwi:dpaper:0028 Price Elasticities and Social Health Insurance Choice in Germany: A Dynamic Panel Data Approach (2005). Rheinisch-Westfälisches Institut für Wirtschaftsforschung / RWI Discussion Papers (62) RePEc:sce:scecf5:186 Spurious regression under broken trend stationarity (2005). Society for Computational Economics / Computing in Economics and Finance 2005 (63) RePEc:spr:aistmt:v:57:y:2005:i:3:p:425-442 Central limit theorem for asymmetric kernel functionals (2005). Annals of the Institute of Statistical Mathematics (64) RePEc:spr:psycho:v:70:y:2005:i:3:p:533-555 High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature (2005). Psychometrika (65) RePEc:ssa:lemwps:2005/12 Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach (2005). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series (66) RePEc:taf:apeclt:v:12:y:2005:i:7:p:437-441 Economies of scale and cost efficiency in the postal services: empirical evidence from Switzerland (2005). Applied Economics Letters (67) RePEc:taf:applec:v:37:y:2005:i:15:p:1737-1745 Livelihoods and farm efficiency in rural Georgia (2005). Applied Economics (68) RePEc:ubi:deawps:12 Asymmetric Multivariate Stochastic Volatility (2005). Universitat de les Illes Balears, Departament d'EconomÃa Aplicada / DEA Working Papers (69) RePEc:ubi:deawps:15 Testing for Additive Outliers in Seasonally Integrated Time Series (2005). Universitat de les Illes Balears, Departament d'EconomÃa Aplicada / DEA Working Papers (70) RePEc:una:unccee:wp0605 Unbalanced Cointegration (2005). School of Economics and Business Administration, University of Navarra / Faculty Working Papers (71) RePEc:upf:upfgen:870 The Curse of Aid (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (72) RePEc:upf:upfgen:878 The Overhang Hangover (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (73) RePEc:upf:upfgen:954 What is What?: A Simple Time-Domain Test of Long-memory vs. Structural Breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (74) RePEc:upf:upfgen:956 Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (75) RePEc:upj:weupjo:05-121 The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (76) RePEc:upj:weupjo:05-125 Does Privatization Hurt Workers? Lessons from Comprehensive Manufacturing Firm Panel Data in Hungary, Romania, Russia, and Ukraine (2005). W.E. Upjohn Institute for Employment Research / Staff Working Papers (77) RePEc:usg:dp2005:2005-01 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (78) RePEc:usg:dp2005:2005-03 Learning and Asset Prices under Ambiguous Information (2005). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2005 (79) RePEc:van:wpaper:0506 On the Long-Run Variance Ratio Test for a Unit Root (2005). Department of Economics, Vanderbilt University / Working Papers (80) RePEc:wbk:wbrwps:3625 Evaluating anti-poverty programs (2005). The World Bank / Policy Research Working Paper Series (81) RePEc:wbk:wbrwps:3673 The overhang hangover (2005). The World Bank / Policy Research Working Paper Series (82) RePEc:wpa:wuwpdc:0502005 Livelihoods and Farm Efficiency in Rural Georgia (2005). EconWPA / Development and Comp Systems (83) RePEc:wpa:wuwpdc:0512005 Income Distribution and the Size of the Informal Sector (2005). EconWPA / Development and Comp Systems (84) RePEc:wpa:wuwpem:0503020 ACCUMULATED PREDICTION ERRORS, INFORMATION CRITERIA AND OPTIMAL FORECASTING FOR AUTOREGRESSIVE TIME SERIES (2005). EconWPA / Econometrics (85) RePEc:wpa:wuwpem:0509004 Bayesian Stochastic Frontier Analysis Using WinBUGS (2005). EconWPA / Econometrics (86) RePEc:wpa:wuwpfi:0501015 Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation (2005). EconWPA / Finance (87) RePEc:wpa:wuwpif:0503006 Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability (2005). EconWPA / International Finance (88) RePEc:wpa:wuwpio:0510002 SELECTION OR SELF-REJECTION? APPLICATIONS INTO A TREATMENT (2005). EconWPA / Industrial Organization (89) RePEc:zbw:bubdp2:4262 Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (90) RePEc:zbw:bubdp2:4358 Finance and growth in a bank-based economy: is it quantity or quality that matters? (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies (91) RePEc:zbw:gdec05:3477 Is Rural Income Diversity Pro-Growth? Is It Pro-Poor? Evidence from Georgia (2005). Verein für Socialpolitik, Research Committee Development Economics / Proceedings of the German Development Economics Conference, Kiel 2005 (92) RePEc:zbw:zewdip:3178 Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany? (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers (93) RePEc:zbw:zewdip:4550 The Targeted Negative Income Tax (TNIT) in Germany: Evidence from a Quasi Experiment (2005). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers Recent citations received in: 2004 (1) RePEc:aea:aecrev:v:94:y:2004:i:3:p:656-690 Workers Education, Spillovers, and Productivity: Evidence from Plant-Level Production Functions (2004). American Economic Review (2) RePEc:ags:aaea04:20141 COMMODITY PRICES AND UNIT ROOT TESTS (2004). American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) / 2004 Annual meeting, August 1-4, Denver, (3) RePEc:bbk:bbkefp:0403 Unobserved Heterogeneity in Panel Time Series Models (2004). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance (4) RePEc:bcl:bclwop:cahier_etude_12 Inflation persistence in Luxembourg: a comparison with EU15 countries at the disaggregate level (2004). Central Bank of Luxembourg / BCL working papers (5) RePEc:bon:bonedp:bgse1_2005 Price Convergence across Regions in India (2004). University of Bonn, Germany / Bonn Econ Discussion Papers (6) RePEc:bri:uobdis:04/563 Stochastic Trends, Demographics and Demand Systems (2004). Department of Economics, University of Bristol, UK / Bristol Economics Discussion Papers (7) RePEc:cam:camdae:0434 ââ¬ËRandom Coefficient Panel Data Modelsââ¬â¢ (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (8) RePEc:cam:camdae:0441 Cost of Capital and Regulatorââ¬â¢s Preferences: Investigation into a new method of estimating regulatory bias (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics (9) RePEc:cdl:ucsdec:2004-08 Optimal Power for Testing Potential Cointegrating Vectors with Known (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (10) RePEc:ces:ceswps:_1233 Random Coefficient Panel Data Models (2004). CESifo GmbH / CESifo Working Paper Series (11) RePEc:ces:ceswps:_1335 Why Does Educational Attainment Differ Across U.S. States? (2004). CESifo GmbH / CESifo Working Paper Series (12) RePEc:cir:cirwor:2004s-26 Monitoring for Disruptions in Financial Markets (2004). CIRANO / CIRANO Working Papers (13) RePEc:cir:cirwor:2004s-37 Conditionally Heteroskedastic Factor Models: Identification and Instrumental Variables Estimation (2004). CIRANO / CIRANO Working Papers (14) RePEc:cmf:wpaper:wp2004_0409 INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS (2004). CEMFI / Working Papers (15) RePEc:cty:dpaper:0408 Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series (2004). Department of Economics, City University, London / City University Economics Discussion Papers (16) RePEc:cwl:cwldpp:1469 Automated Discovery in Econometrics (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers (17) RePEc:dgr:umamet:2004040 Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling (2004). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (18) RePEc:ecb:ecbwps:20040415 How persistent is disaggregate inflation? An analysis across EU15 countries and HICP sub-indices (2004). European Central Bank / Working Paper Series (19) RePEc:ecl:riceco:2004-05 Taking a New Contour: A Novel Approach to Panel Unit Root Tests (2004). Rice University, Department of Economics / Working Papers (20) RePEc:ecm:ausm04:124 International linkage of real interest rates: the case of East Asian countries (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (21) RePEc:ecm:ausm04:313 Testing for Dependence in Non-Gaussian Time Series Data (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (22) RePEc:ecm:ausm04:348 Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (23) RePEc:ecm:ausm04:64 Modified Tests for a Change in Persistence (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (24) RePEc:ecm:nasm04:161 Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings (25) RePEc:egc:wpaper:892 Schooling Returns for Wage Earners in Burkina Faso: Evidence from the 1994 and 1998 National Surveys (2004). Economic Growth Center, Yale University / Working Papers (26) RePEc:ema:worpap:2004-13 Conditionaly Heteroskedastic Factor Models : Identificationand Instrumental variables Estmation (2004). THEMA / Working papers (27) RePEc:eui:euiwps:eco2004/29 Efficient Tests of the Seasonal Unit Root Hypothesis (2004). European University Institute / Economics Working Papers (28) RePEc:eui:euiwps:eco2004/31 Properties of Recursive Trend-Adjusted Unit Root Tests (2004). European University Institute / Economics Working Papers (29) RePEc:fip:fedawp:2004-27 Convergence properties of the likelihood of computed dynamic models (2004). Federal Reserve Bank of Atlanta / Working Paper (30) RePEc:fip:fedawp:2004-3 Estimating dynamic equilibrium economies: linear versus nonlinear likelihood (2004). Federal Reserve Bank of Atlanta / Working Paper (31) RePEc:fip:fedgfe:2004-03 Measuring the effects of monetary policy: a factor-augmented vector autoregressive (FAVAR) approach (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (32) RePEc:fip:fedkrw:rwp04-10 Improving forecast accuracy by combining recursive and rolling forecasts (2004). Federal Reserve Bank of Kansas City / Research Working Paper (33) RePEc:fip:fedlwp:2003-045 A common model approach to macroeconomics: using panel data to reduce sampling error (2004). Federal Reserve Bank of St. Louis / Working Papers (34) RePEc:fip:fedlwp:2004-005 The information content of regional employment data for forecasting aggregate conditions (2004). Federal Reserve Bank of St. Louis / Working Papers (35) RePEc:hhs:ifauwp:2005_003 Labor market discrimination and racial differences in premarket factors (2004). IFAU - Institute for Labour Market Policy Evaluation / Working Paper Series (36) RePEc:hhs:lunewp:2004_017 Testing for Stationarity in Panel Data Models when Disturbances are Cross-Sectionally Correlated (2004). Lund University, Department of Economics / Working Papers (37) RePEc:hhs:osloec:2004_022 Can Random Coefficient Cobb-Douglas Production Functions Be Aggregated to Similar Macro Functions? (2004). Oslo University, Department of Economics / Memorandum (38) RePEc:iza:izadps:dp1236 Random Coefficient Panel Data Models (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (39) RePEc:iza:izadps:dp1382 Firm-Level Social Returns to Education (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (40) RePEc:jae:japmet:v:19:y:2004:i:4:p:505-524 Nonparametric analysis of returns to scale in the US hospital industry (2004). Journal of Applied Econometrics (41) RePEc:jae:japmet:v:19:y:2004:i:4:p:533-535 Predictor relevance and extramarital affairs (2004). Journal of Applied Econometrics (42) RePEc:lrk:eeaart:22_3_1 EconometrÃa espacial: más luces que sombras (2004). Estudios de EconomÃÂa Aplicada (43) RePEc:lrk:eeaart:22_3_2 EconomÃa espacial: Una disciplina en auge (2004). Estudios de EconomÃÂa Aplicada (44) RePEc:may:mayecw:n1370804 EARNINGS RISK AND DEMAND FOR HIGHER EDUCATION: A CROSS-SECTION TEST FOR SPAIN (2004). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series (45) RePEc:met:wpaper:0417 Gender Differences in Academic Performance in a Large Public University in Turkey (2004). ERC - Economic Research Center, Middle East Technical University / Working Papers (46) RePEc:msh:ebswps:2004-13 Testing for Dependence in Non-Gaussian Time Series Data (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (47) RePEc:msh:ebswps:2004-26 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (48) RePEc:nbr:nberwo:10220 Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2004). National Bureau of Economic Research, Inc / NBER Working Papers (49) RePEc:nbr:nberwo:10366 Would the Elimination of Affirmative Action Affect Highly Qualified Minority Applicants? Evidence from California and Texas (2004). National Bureau of Economic Research, Inc / NBER Working Papers (50) RePEc:nbr:nberwo:10666 Good Principals or Good Peers? Parental Valuation of School Characteristics, Tiebout Equilibrium, and the Effects of Inter-district Competition (2004). National Bureau of Economic Research, Inc / NBER Working Papers (51) RePEc:nbr:nberwo:10809 The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non-Response Bias (2004). National Bureau of Economic Research, Inc / NBER Working Papers (52) RePEc:nbr:nberwo:10811 Testing a Roy Model with Productivity Spillovers: Evidence from the Treatment of Heart Attacks (2004). National Bureau of Economic Research, Inc / NBER Working Papers (53) RePEc:pen:papers:04-001 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach (2004). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (54) RePEc:pen:papers:04-005 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood (2004). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (55) RePEc:pen:papers:04-034 Convergence Properties of the Likelihood of Computed Dynamic Models (2004). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (56) RePEc:rut:rutres:200415 A Likelihood-Based Evaluation of the Segmented Markets Friction in Equilibrium Monetary Models (2004). Rutgers University, Department of Economics / Departmental Working Papers (57) RePEc:rut:rutres:200418 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (2004). Rutgers University, Department of Economics / Departmental Working Papers (58) RePEc:rut:rutres:200423 Predective Density and Conditional Confidence Interval Accuracy Tests (2004). Rutgers University, Department of Economics / Departmental Working Papers (59) RePEc:san:crieff:0404 Firm-Level Social Returns to Education (2004). Centre for Research into Industry, Enterprise, Finance and the Firm / CRIEFF Discussion Papers (60) RePEc:scp:wpaper:04-5 Reducing Bias of MLE in a Dynamic Panel Model (2004). Institute of Economic Policy Research (IEPR) / IEPR Working Papers (61) 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 (62) RePEc:ube:dpvwib:dp0418 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? (2004). Universitat Bern, Volkswirtschaftliches Institut / Diskussionsschriften (63) RePEc:ubs:wpaper:ubs0408 The Dynamics of Firms Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis (2004). University of Brescia, Department of Economics / Working Papers (64) RePEc:upf:upfgen:925 The transmission of US shocks to Latin America (2004). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers (65) RePEc:upj:weupjo:04-106 Increasing the Economic Development Benefits of Higher Education in Michigan (2004). W.E. Upjohn Institute for Employment Research / Staff Working Papers (66) RePEc:van:wpaper:0419 Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification (2004). Department of Economics, Vanderbilt University / Working Papers (67) RePEc:wpa:wuwpdc:0409063 Monetary Union in West Africa and Asymmetric Shocks: A Dynamic Structural Factor Model Approach (2004). EconWPA / Development and Comp Systems (68) RePEc:wpa:wuwpem:0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models (2004). EconWPA / Econometrics (69) RePEc:wrk:warwec:694 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data (2004). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS) (70) RePEc:zbw:cauewp:2442 The Markov-switching multi-fractal model of asset returns : GMM estimation and linear forecasting of volatility (2004). Christian-Albrechts-University of Kiel, Department of Economics / Economics working 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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