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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:87:y:1998:i:1:p:115-143 Initial conditions and moment restrictions in dynamic panel data models (1998). (2) RePEc:eee:econom:v:31:y:1986:i:3:p:307-327 Generalized autoregressive conditional heteroskedasticity (1986). (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:108:y:2002:i:1:p:1-24 Unit root tests in panel data: asymptotic and finite-sample properties (2002). (5) RePEc:eee:econom:v:6:y:1977:i:1:p:21-37 Formulation and estimation of stochastic frontier production function models (1977). (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: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). (8) RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 Spurious regressions in econometrics (1974). (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:32:y:1986:i:3:p:385-397 Random group effects and the precision of regression estimates (1986). (11) 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). (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:19:y:1982:i:2-3:p:233-238 On the estimation of technical inefficiency in the stochastic frontier production function model (1982). (17) RePEc:eee:econom:v:31:y:1986:i:1:p:93-118 Errors in variables in panel data (1986). (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:126:y:2005:i:1:p:25-51 A finite sample correction for the variance of linear efficient two-step GMM estimators (2005). (20) RePEc:eee:econom:v:90:y:1999:i:1:p:1-44 Spurious regression and residual-based tests for cointegration in panel data (1999). (21) RePEc:eee:econom:v:80:y:1997:i:2:p:355-385 Further evidence on breaking trend functions in macroeconomic variables (1997). (22) RePEc:eee:econom:v:33:y:1986:i:3:p:311-340 Understanding spurious regressions in econometrics (1986). (23) RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238 Seasonal integration and cointegration (1990). (24) RePEc:eee:econom:v:39:y:1988:i:3:p:347-366 Limited information estimators and exogeneity tests for simultaneous probit models (1988). (25) RePEc:eee:econom:v:73:y:1996:i:1:p:5-59 Long memory processes and fractional integration in econometrics (1996). (26) 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). (27) RePEc:eee:econom:v:14:y:1980:i:2:p:227-238 Long memory relationships and the aggregation of dynamic models (1980). (28) RePEc:eee:econom:v:70:y:1996:i:1:p:99-126 Residual-based tests for cointegration in models with regime shifts (1996). (29) RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70 Analysis of time series subject to changes in regime (1990). (30) 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). (31) 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). (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:74:y:1996:i:1:p:3-30 Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996). (34) RePEc:eee:econom:v:105:y:2001:i:1:p:111-130 A real-time data set for macroeconomists (2001). (35) RePEc:eee:econom:v:105:y:2001:i:1:p:85-110 Tests of equal forecast accuracy and encompassing for nested models (2001). (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:66:y:1995:i:1-2:p:225-250 Statistical inference in vector autoregressions with possibly integrated processes (1995). (38) 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). (39) RePEc:eee:econom:v:30:y:1985:i:1-2:p:239-267 Alternative methods for evaluating the impact of interventions : An overview (1985). (40) 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). (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:64:y:1994:i:1-2:p:307-333 Autoregressive conditional heteroskedasticity and changes in regime (1994). (43) RePEc:eee:econom:v:74:y:1996:i:1:p:59-75 Testing the adequacy of smooth transition autoregressive models (1996). (44) RePEc:eee:econom:v:68:y:1995:i:1:p:5-27 Efficient estimation of models for dynamic panel data (1995). (45) RePEc:eee:econom:v:45:y:1990:i:1-2:p:267-290 Alternative models for conditional stock volatility (1990). (46) RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126 Panel data from time series of cross-sections (1985). (47) RePEc:eee:econom:v:136:y:2007:i:1:p:31-64 Estimation and inference in two-stage, semi-parametric models of production processes (2007). (48) RePEc:eee:econom:v:60:y:1994:i:1-2:p:1-22 Dynamic linear models with Markov-switching (1994). (49) RePEc:eee:econom:v:112:y:2003:i:2:p:359-379 Testing for a unit root in the nonlinear STAR framework (2003). (50) RePEc:eee:econom:v:113:y:2003:i:2:p:363-398 What is an oil shock? (2003). Recent citations received in: | 2009 | 2008 | 2007 | 2006 Recent citations received in: 2009 (1) RePEc:aah:aarhec:2009-10 On the non-causal link between volatility and growth (2009). Economics Working Papers (2) RePEc:aah:create:2009-20 Stochastic volatility and stochastic leverage (2009). CREATES Research Papers (3) RePEc:aah:create:2009-26 Tails, Fears and Risk Premia (2009). CREATES Research Papers (4) RePEc:aah:create:2009-27 Realised Quantile-Based Estimation of the Integrated Variance (2009). CREATES Research Papers (5) RePEc:aah:create:2009-56 On the Economic Evaluation of Volatility Forecasts (2009). CREATES Research Papers (6) RePEc:boc:bocoec:725 Conditional Quantile Estimation for GARCH Models (2009). Boston College Working Papers in Economics (7) RePEc:bos:wpaper:wp2009-005 A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component (2009). Boston University - Department of Economics - Working Papers Series (8) RePEc:ces:ceswps:_2751 Explaining Output Volatility: The Case of Taxation (2009). CESifo Working Paper Series (9) RePEc:ces:ceswps:_2772 Growth and Earnings Persistence in Banking Firms: A Dynamic Panel Investigation (2009). CESifo Working Paper Series (10) RePEc:ces:ifowps:_72 Default Rates in the Loan Market for SMEs:Evidence from Slovakia (2009). Ifo Working Paper Series (11) RePEc:cir:cirwor:2009s-28 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality (2009). CIRANO Working Papers (12) RePEc:col:000092:005658 STATISTICAL INFERENCE FOR TESTING GINI COEFFICIENTS: AN APPLICATION FOR COLOMBIA (2009). DOCUMENTOS DE TRABAJO (13) RePEc:crm:wpaper:0906 Intermarriage and Immigrant Employment: The Role of Networks (2009). CReAM Discussion Paper Series (14) RePEc:cte:werepe:we093419 A nonparametric copula based test for conditional independence with applications to granger causality (2009). Economics Working Papers (15) RePEc:cte:werepe:we094021 Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status (2009). Economics Working Papers (16) RePEc:cuf:journl:y:2009:v:10:i:2:p:303-327 Pricing Foreign Equity Options with Stochastic Correlation and Volatility (2009). Annals of Economics and Finance (17) RePEc:cwl:cwldpp:1700 Dynamic Misspecification in Nonparametric Cointegrating Regression (2009). Cowles Foundation Discussion Papers (18) RePEc:cwl:cwldpp:1731 Semiparametric Efficiency Bound for Models of Sequential Moment Restrictions Containing Unknown Functions (2009). Cowles Foundation Discussion Papers (19) RePEc:eab:financ:23054 Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises (2009). Finance Working Papers (20) RePEc:eab:microe:23045 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models (2009). Microeconomics Working Papers (21) RePEc:eee:ehbiol:v:7:y:2009:i:2:p:181-190 Weight gain in adolescents and their peers (2009). Economics & Human Biology (22) RePEc:gua:wpaper:em200902 A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market (2009). Department of Economics and Finance Working Papers (23) RePEc:hhs:stavef:2009_026 International Diversification: An Extreme Value Approach (2009). UiS Working Papers in Economics and Finance (24) RePEc:hhs:stavef:2009_027 International Diversification: A Copula Approach (2009). UiS Working Papers in Economics and Finance (25) RePEc:hhs:stavef:2009_031 The Dependence Structure of Macroeconomic Variables in the US (2009). UiS Working Papers in Economics and Finance (26) RePEc:hhs:sunrpe:2009_0002 Women in Politics: A New Instrument for Studying the Impact of Education on Growth (2009). Research Papers in Economics (27) RePEc:ifs:cemmap:19/09 Intersection Bounds: estimation and inference (2009). CeMMAP working papers (28) RePEc:iza:izadps:dp4606 Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France (2009). IZA Discussion Papers (29) RePEc:jae:japmet:v:24:y:2009:i:5:p:857-862 Charles F. Manski, Identification for Prediction and Decision (Harvard University Press 2007) (2009). Journal of Applied Econometrics (30) RePEc:kap:apfinm:v:16:y:2009:i:2:p:97-109 A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options (2009). Asia-Pacific Financial Markets (31) RePEc:lvl:lacicr:0927 A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality (2009). Cahiers de recherche (32) RePEc:man:sespap:0916 Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship (2009). The School of Economics Discussion Paper Series (33) RePEc:nbr:nberwo:14646 Learning in Financial Markets (2009). NBER Working Papers (34) RePEc:not:notgts:09/03 The impact of the initial condition on robust tests for a linear trend (2009). Discussion Papers (35) RePEc:not:notgts:09/05 Testing for unit roots in the presence of a possible break in trend and non-stationary volatility (2009). Discussion Papers (36) RePEc:pen:papers:09-036 Point Decisions for Interval-Identified Parameters (2009). PIER Working Paper Archive (37) RePEc:pra:mprapa:15813 Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics (2009). MPRA Paper (38) RePEc:pra:mprapa:15990 Impossibility Results for Nondifferentiable Functionals (2009). MPRA Paper (39) RePEc:pra:mprapa:17692 Cross-section dependence in nonstationary panel models: a novel estimator (2009). MPRA Paper (40) RePEc:pra:mprapa:25176 GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence (2009). MPRA Paper (41) RePEc:pra:mprapa:35243 Testing Panel Cointegration with Unobservable Dynamic Common Factors (2009). MPRA Paper (42) RePEc:ptu:wpaper:w200920 On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend (2009). Working Papers (43) RePEc:rtv:ceisrp:153 Testing for Common Autocorrelation in Data Rich Environments (2009). CEIS Research Paper (44) RePEc:siu:wpaper:16-2009 Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models (2009). Working Papers (45) RePEc:soz:wpaper:0913 Copula-based bivariate binary response models (2009). Working Papers (46) RePEc:spr:empeco:v:37:y:2009:i:2:p:447-461 Screen wars, star wars, and sequels (2009). Empirical Economics (47) RePEc:tky:fseres:2009cf639 Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (2009). CIRJE F-Series (48) RePEc:tky:fseres:2009cf645 Disability and Returns to Education in a Developing Country (2009). CIRJE F-Series (49) RePEc:tky:fseres:2009cf699 Block Structure Multivariate Stochastic Volatility Models (2009). CIRJE F-Series (50) RePEc:tse:wpaper:22272 Set Identified Linear Models (2009). TSE Working Papers (51) RePEc:tuf:tuftec:0736 Neighborhood Effects: Accomplishments and Looking Beyond Them (2009). Discussion Papers Series, Department of Economics, Tufts University (52) RePEc:tuf:tuftec:0739 Social Interactions (2009). Discussion Papers Series, Department of Economics, Tufts University (53) RePEc:ucm:doicae:0901 Diagnostic checking using subspace methods (2009). Documentos del Instituto Complutense de Análisis Económico (54) RePEc:ucm:doicae:0910 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (2009). Documentos del Instituto Complutense de Análisis Económico (55) RePEc:ucy:cypeua:3-2009 Intermarriage and Immigrant Employment: The Role of Networks (2009). University of Cyprus Working Papers in Economics (56) RePEc:uow:depec1:wp09-10 Ricardian Equivalence and the Efficacy of Fiscal Policy in Australia (2009). Economics Working Papers (57) RePEc:vic:vicewp:0904 On Statistical Inference for Inequality Measures Calculated from Complex Survey Data (2009). Econometrics Working Papers (58) RePEc:zbw:ifwedp:200949 Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data (2009). Economics Discussion Papers Recent citations received in: 2008 (1) RePEc:aah:create:2008-22 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models (2008). CREATES Research Papers (2) RePEc:aah:create:2008-38 The limiting properties of the QMLE in a general class of asymmetric volatility models (2008). CREATES Research Papers (3) RePEc:aah:create:2008-50 Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (2008). CREATES Research Papers (4) RePEc:aah:create:2008-62 Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility (2008). CREATES Research Papers (5) RePEc:ags:umrfwp:44076 Incorporating Structural Changes in Agricultural and Food Price Analysis: An Application to the U.S. Beef and Pork Sectors (2008). Working Papers (6) RePEc:awi:wpaper:0472 Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study (2008). Working Papers (7) RePEc:bca:bocawp:08-34 Combining Canadian Interest-Rate Forecasts (2008). Working Papers (8) RePEc:bos:wpaper:wp2008-006 On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (2008). Boston University - Department of Economics - Working Papers Series (9) RePEc:bos:wpaper:wp2008-017 Estimating and Testing Multiple Structural Changes in Models with Endogenous Regressors (2008). Boston University - Department of Economics - Working Papers Series (10) RePEc:bos:wpaper:wp2008-020 Testing for Multiple Structural Changes in Cointegrated Regression Models (2008). Boston University - Department of Economics - Working Papers Series (11) RePEc:bri:cmpowp:08/203 Sibling-Linked Data in the Demographic and Health Surveys (2008). The Centre for Market and Public Organisation (12) RePEc:btx:wpaper:0802 Bilateral Effective Tax Rates and Foreign Direct Investment (2008). Working Papers (13) RePEc:cdh:commen:267 The Welfare Enigma: Explaining the Dramatic Decline in Canadians Use of Social Assistance, 1993-2005 (2008). C.D. Howe Institute Commentary (14) RePEc:cen:wpaper:08-15 You Can Take it With You: Proposition 13 Tax Benefits, Residential Mobility, and Willingness to Pay for Housing Amenities (2008). Working Papers (15) RePEc:ces:ceswps:_2340 The Effect of Extending the Duration of Eligibility in an Italian Labour Market Programme for Dismissed Workers (2008). CESifo Working Paper Series (16) RePEc:ces:ceswps:_2404 Generalized Quadratic Revenue Functions (2008). CESifo Working Paper Series (17) RePEc:ces:ceswps:_2430 Intergovernmental Grants and Bureaucratic Power (2008). CESifo Working Paper Series (18) RePEc:ces:ceswps:_2495 Going NUTS: The Effect of EU Structural Funds on Regional Performance (2008). CESifo Working Paper Series (19) RePEc:ces:ceswps:_2507 Sequential Estimation of Structural Models with a Fixed Point Constraint (2008). CESifo Working Paper Series (20) RePEc:ces:ifowps:_60 Measuring Forecast Uncertainty by Disagreement: The Missing Link (2008). Ifo Working Paper Series (21) RePEc:cpr:ceprdp:6784 A Caseworker Like Me - Does the Similarity between unemployed and Caseworker Increase Job Placements? (2008). CEPR Discussion Papers (22) RePEc:cte:wsrepe:ws087326 Measuring financial risk : comparison of alternative procedures to estimate VaR and ES (2008). Statistics and Econometrics Working Papers (23) RePEc:cwl:cwldpp:1676 Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure (2008). Cowles Foundation Discussion Papers (24) RePEc:dgr:eureir:1765013910 The ten commandments for optimizing value-at-risk and daily capital charges (2008). Econometric Institute Report (25) RePEc:dgr:kubcen:200872 An Afriat Theorem for the Collective Model of Household Consumption (2008). Discussion Paper (26) RePEc:dgr:uvatin:20080029 Forecasting Cross-Sections of Frailty-Correlated Default (2008). Tinbergen Institute Discussion Papers (27) RePEc:dgr:uvatin:20080065 Entrepreneurial Moral Hazard in Income Insurance (2008). Tinbergen Institute Discussion Papers (28) RePEc:dgr:uvatin:20080108 A General Framework for Observation Driven Time-Varying Parameter Models (2008). Tinbergen Institute Discussion Papers (29) RePEc:diw:diwsop:diw_sp135 Self-Selection and Subjective Well-Being: Copula Models with an Application to Public and Private Sector Work (2008). SOEPpapers (30) RePEc:ebl:ecbull:v:6:y:2008:i:39:p:1-6 Purchasing power parity: A nonlinear multivariate perspective (2008). Economics Bulletin (31) RePEc:eca:wpaper:2008_027 An Afriat Theorem for the Collective Model of Household Consumption (2008). Working Papers ECARES (32) RePEc:eca:wpaper:2008_028 Heuristics for Deciding Collectively Rational Consumption Behavior (2008). Working Papers ECARES (33) RePEc:eca:wpaper:2008_029 The Revealed Preference Approach to Collective Consumption Behavior: Testing, Recovery and Welfare Analysis (2008). Working Papers ECARES (34) RePEc:eui:euiwps:eco2008/33 Forecasting Exchange Rates with a Large Bayesian VAR (2008). (35) RePEc:fip:fedlwp:2008-046 Mexicos integration into NAFTA markets: a view from sectoral real exchange rates (2008). Working Papers (36) RePEc:fip:fednsr:340 Pricing the term structure with linear regressions (2008). Staff Reports (37) RePEc:fip:fedpwp:08-27 Information in the revision process of real-time datasets (2008). Working Papers (38) RePEc:gii:giihei:heidwp03-2008 Does WTO accession affect domestic economic policies and institutions? (2008). IHEID Working Papers (39) RePEc:gwc:wpaper:2008-006 Measuring Consensus in Binary Forecasts: NFL Game Predictions (2008). Working Papers (40) RePEc:hhs:ifauwp:2008_017 Intergovernmental grants and bureaucratic power (2008). Working Paper Series (41) RePEc:hhs:ifauwp:2008_027 Last in, first out? Estimating the effect of seniority rules in Sweden (2008). Working Paper Series (42) RePEc:hhs:osloec:2008_027 Dynamic Analysis of Structural Change and Productivity Measurement (2008). Memorandum (43) RePEc:hhs:uunewp:2008_012 Intergovernmental Grants and Bureaucratic Power (2008). Working Paper Series (44) RePEc:iae:iaewps:wp2008n16 A Bayesian Simulation Approach to Inference on a Multi-State Latent Factor Intensity Model (2008). Melbourne Institute Working Paper Series (45) RePEc:ifs:cemmap:11/08 More on confidence intervals for partially identified parameters (2008). CeMMAP working papers (46) RePEc:ifs:cemmap:16/08 Identification with imperfect instruments (2008). CeMMAP working papers (47) RePEc:ifs:cemmap:19/08 GEL methods for non-smooth moment indicators (2008). CeMMAP working papers (48) RePEc:ifs:cemmap:23/08 A Bayesian mixed logit-probit model for multinomial choice (2008). CeMMAP working papers (49) RePEc:ifs:cemmap:26/08 Alternative approaches to evaluation in empirical microeconomics (2008). CeMMAP working papers (50) RePEc:ifs:ifsewp:08/05 The retirement consumption puzzle: evidence from a regression discontinuity approach (2008). IFS Working Papers (51) RePEc:igi:igierp:346 Do Better Paid Politicians Perform Better? Disentangling Incentives from Selection (2008). Working Papers (52) RePEc:ihs:ihsesp:232 Catching Growth Determinants with the Adaptive LASSO (2008). Economics Series (53) RePEc:imf:imfwpa:08/211 House Price Developments in Europe: A Comparison (2008). IMF Working Papers (54) RePEc:isu:genres:13008 Bounding the Effects of Food Insecurity on Childrens Health Outcomes (2008). Staff General Research Papers (55) RePEc:iwh:dispap:10-08 Evaluating the German (New Keynesian) Phillips Curve (2008). IWH Discussion Papers (56) RePEc:iza:izadps:dp3348 Electoral Rules and Politicians Behavior: A Micro Test (2008). IZA Discussion Papers (57) RePEc:iza:izadps:dp3411 Motivating Politicians: The Impacts of Monetary Incentives on Quality and Performance (2008). IZA Discussion Papers (58) RePEc:iza:izadps:dp3633 The Effect of Extending the Duration of Eligibility in an Italian Labour Market Programme for Dismissed Workers (2008). IZA Discussion Papers (59) RePEc:iza:izadps:dp3638 Quantile Treatment Effects in the Regression Discontinuity Design (2008). IZA Discussion Papers (60) RePEc:iza:izadps:dp3671 Identification of Treatment Effects on the Treated with One-Sided Non-Compliance (2008). IZA Discussion Papers (61) RePEc:iza:izadps:dp3678 Culture and Human Capital Investments: Evidence of an Unconditional Cash Transfer Program in Bolivia (2008). IZA Discussion Papers (62) RePEc:iza:izadps:dp3794 An Afriat Theorem for the Collective Model of Household Consumption (2008). IZA Discussion Papers (63) RePEc:jae:japmet:v:23:y:2008:i:5:p:525-551 Identifying the new Keynesian Phillips curve (2008). Journal of Applied Econometrics (64) RePEc:kan:wpaper:200809 TESTS FOR CHANGING MEAN WITH MONOTONIC POWER (2008). WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (65) RePEc:kof:wpskof:08-189 Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model (2008). KOF Working papers (66) RePEc:lue:wpaper:97 Exports and Firm Characteristics First Evidence from Fractional Probit Panel Estimates (2008). Working Paper Series in Economics (67) RePEc:lvl:lacicr:0825 Do Criminals Politicians Reduce Corruption? Evidence from India (2008). Cahiers de recherche (68) RePEc:mrr:papers:wp194 The Labor Supply Effects of Disability Insurance Work Disincentives: Evidence from the Automatic Conversion to Retirement Benefits at Full Retirement Age (2008). Working Papers (69) RePEc:nbr:nberwo:14194 The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance (2008). NBER Working Papers (70) RePEc:nbr:nberwo:14202 Do Women Pay More for Credit? Evidence from Italy (2008). NBER Working Papers (71) RePEc:nbr:nberwo:14251 Recent Developments in the Econometrics of Program Evaluation (2008). NBER Working Papers (72) RePEc:nbr:nberwo:14434 Identification with Imperfect Instruments (2008). NBER Working Papers (73) RePEc:nbr:nberwo:14442 Teacher Quality in Educational Production: Tracking, Decay, and Student Achievement (2008). NBER Working Papers (74) RePEc:nbr:nberwo:14516 The Value of School Facilities: Evidence from a Dynamic Regression Discontinuity Design (2008). NBER Working Papers (75) RePEc:nbr:nberwo:14522 Estimating Marginal Returns to Medical Care: Evidence from At-Risk Newborns (2008). NBER Working Papers (76) RePEc:ner:leuven:urn:hdl:123456789/197557 An afriat theorem for the collective model of household consumption. (2008). Open Access publications from Katholieke Universiteit Leuven (77) RePEc:ner:leuven:urn:hdl:123456789/198271 Heuristics for deciding collectively rational consumption behavior. (2008). Open Access publications from Katholieke Universiteit Leuven (78) RePEc:ner:leuven:urn:hdl:123456789/211063 Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete environmental variables. (2008). Open Access publications from Katholieke Universiteit Leuven (79) RePEc:ner:ucllon:http://discovery.ucl.ac.uk/14669/ Identification with Imperfect Instruments. (2008). Open Access publications from University College London (80) RePEc:nuf:econwp:0806 Unit Root Testing with Unstable Volatility (2008). Economics Papers (81) RePEc:pen:papers:08-033 The Transition from School to Jail: Youth Crime and High School Completion Among Black Males (2008). PIER Working Paper Archive (82) RePEc:por:cetedp:0805 Alternative Approaches to Evaluation in Empirical Microeconomics (2008). CEF.UP Working Papers (83) RePEc:pra:mprapa:11586 Grades, gender, and encouragement: A regression discontinuity analysis (2008). MPRA Paper (84) RePEc:pra:mprapa:12038 Univariate Unobserved-Component Model with Non-Random Walk Permanent Component (2008). MPRA Paper (85) RePEc:pra:mprapa:12119 1958-2008, avatars et enjeux de la courbe de Phillips (2008). 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Working Papers More than 100 citations. List broken... Recent citations received in: 2007 (1) RePEc:aah:aarhec:2007-16 A Statistical Programme Assignment Model (2007). Economics Working Papers (2) RePEc:aah:create:2007-11 Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors (2007). CREATES Research Papers (3) RePEc:aah:create:2007-26 A Range-Based Test for the Parametric Form of the Volatility in Diffusion Models (2007). CREATES Research Papers (4) RePEc:aah:create:2007-27 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps (2007). 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 España Working Papers (7) RePEc:bis:biscgc:29-04 Contagion and the composition of Canadian banks foreign asset portfolios: do financial crises matter? (2007). 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SFB 649 Discussion Papers (59) RePEc:hum:wpaper:sfb649dp2006-075 Inhomogeneous Dependency Modelling with Time Varying Copulae (2006). SFB 649 Discussion Papers (60) RePEc:hum:wpaper:sfb649dp2006-086 Overreaction and Multiple Tail Dependence at the High-frequency Level The Copula Rose (2006). 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). IBMEC RJ Economics Discussion Papers (62) RePEc:ifs:cemmap:09/06 Nonparametric instrumental variables estimation of a quantile regression model (2006). 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). 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). 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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 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 Econometrics and Business Statistics Working Papers (74) RePEc:mtu:wpaper:06_03 The Ups and Downs of New Zealand House Prices (2006). Working Papers (75) RePEc:nbb:reswpp:200605-2 A multi-factor model for the valuation and risk managment of demand deposits (2006). Working Paper Research (76) RePEc:nbr:nberte:0320 Semiparametric Estimation of a Dynamic Game of Incomplete Information (2006). NBER Technical Working Papers (77) RePEc:nbr:nberte:0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2006). NBER Technical Working Papers (78) RePEc:nbr:nberte:0331 Vector Multiplicative Error Models: Representation and Inference (2006). NBER Technical Working Papers (79) RePEc:nbr:nberwo:12481 Conventional and Unconventional Approaches to Exchange Rate Modeling and Assessment (2006). NBER Working Papers (80) RePEc:nbr:nberwo:12483 Productivity, External Balance and Exchange Rates: Evidence on the Transmission Mechanism Among G7 Countries (2006). NBER Working Papers (81) RePEc:nbr:nberwo:12609 Equilibrium Yield Curves (2006). NBER Working Papers (82) RePEc:nbr:nberwo:12638 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections (2006). NBER Working Papers (83) RePEc:nbr:nberwo:12690 Vector Multiplicative Error Models: Representation and Inference (2006). NBER Working Papers (84) RePEc:nbr:nberwo:12797 Multifrequency Jump-Diffusions: An Equilibrium Approach (2006). NBER Working Papers (85) RePEc:ncs:wpaper:010 Evaluating Value-at-Risk models with desk-level data (2006). Working Paper Series (86) RePEc:ner:maastr:urn:nbn:nl:ui:27-19694 Testing for parameter stability in dynamic models across frequencies. (2006). Open Access publications from Maastricht University (87) RePEc:nuf:econwp:0605 The Impossibility of Stationary Yield Spreads and I(1) Yields under the Expectations Theory of the Term Structure (2006). Economics Papers (88) RePEc:nuf:econwp:0612 High Dimensional Yield Curves: Models and Forecasting (2006). Economics Papers (89) RePEc:nzb:nzbdps:2006/01 Phillips curve forecasting in a small open economy (2006). Reserve Bank of New Zealand Discussion Paper Series (90) RePEc:oxf:wpaper:257 Multi-step Forecasting in Unstable Economies: Robustness Issues in the Presence of Location Shifts (2006). Economics Series Working Papers (91) RePEc:pra:mprapa:1072 An Interpretation of An Affine Term Structure Model for Chile (2006). MPRA Paper (92) RePEc:pra:mprapa:1592 A local dynamic conditional correlation model (2006). MPRA Paper (93) RePEc:pra:mprapa:20173 Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach (2006). MPRA Paper (94) RePEc:pra:mprapa:31079 Stochastic frontier models (2006). MPRA Paper (95) RePEc:pra:mprapa:948 Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data (2006). MPRA Paper (96) RePEc:qed:wpaper:1023 Applications of the Fast Double Bootstrap (2006). Working Papers (97) RePEc:qed:wpaper:1024 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables (2006). Working Papers (98) RePEc:qed:wpaper:1028 Bootstrap Methods in Econometrics (2006). Working Papers (99) RePEc:qed:wpaper:1029 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach (2006). Working Papers (100) RePEc:qed:wpaper:1044 Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap (2006). Working Papers More than 100 citations. List broken... 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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