Citation Profile: Econometric Theory / Cambridge University Press

Most cited documents in this series:

Year Title Cited
1995 Multivariate Simultaneous Generalized ARCH
RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00 [Citation Analysis] 262
1996 Which Moments to Match?
RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00 [Citation Analysis] 177
2004 PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20 [Citation Analysis] 158
1997 Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995
RePEc:cup:etheor:v:13:y:1997:i:05:p:747-754_00 [Citation Analysis] 158

RePEc:cup:etheor:v:12:y:1996:i:4:p:657-81 [Citation Analysis] 118
2003 ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19 [Citation Analysis] 112

RePEc:cup:etheor:v:11:y:1995:i:1:p:122-50 [Citation Analysis] 106
1997 Estimating Multiple Breaks One at a Time
RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00 [Citation Analysis] 89
1996 Markov Chain Monte Carlo Simulation Methods in Econometrics
RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00 [Citation Analysis] 84
1991 Asymptotically Efficient Estimation of Cointegration Regressions
RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00 [Citation Analysis] 81
2005 AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05 [Citation Analysis] 72
2001 THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY
RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17 [Citation Analysis] 71
1994 A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00 [Citation Analysis] 68
1997 Optimal Prediction Under Asymmetric Loss
RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00 [Citation Analysis] 67
1995 Inference in Models with Nearly Integrated Regressors
RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00 [Citation Analysis] 66
1999 UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15 [Citation Analysis] 65
2002 MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18 [Citation Analysis] 64
1986 Asymptotic Theory for ARCH Models: Estimation and Testing
RePEc:cup:etheor:v:2:y:1986:i:01:p:107-131_01 [Citation Analysis] 60
1998 STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS
RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14 [Citation Analysis] 60
1998 CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14 [Citation Analysis] 59
1992 Convergence to Stochastic Integrals for Dependent Heterogeneous Processes
RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01 [Citation Analysis] 57
2002 NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18 [Citation Analysis] 55
1994 Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator
RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00 [Citation Analysis] 55
1998 A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES
RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14 [Citation Analysis] 55
1999 ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15 [Citation Analysis] 53

RePEc:cup:etheor:v:12:y:1996:i:3:p:409-31 [Citation Analysis] 52
1993 Testing Identifiability and Specification in Instrumental Variable Models
RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00 [Citation Analysis] 51
1989 Statistical Inference in Regressions with Integrated Processes: Part 2
RePEc:cup:etheor:v:5:y:1989:i:01:p:95-131_01 [Citation Analysis] 49
2002 TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18 [Citation Analysis] 48
1999 THE NONSTATIONARY FRACTIONAL UNIT ROOT
RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582_15 [Citation Analysis] 48
1989 Partially Identified Econometric Models
RePEc:cup:etheor:v:5:y:1989:i:02:p:181-240_01 [Citation Analysis] 48
1995 Causality in the Long Run
RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00 [Citation Analysis] 48
1995 Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00 [Citation Analysis] 48

RePEc:cup:etheor:v:13:y:1997:i:3:p:315-52 [Citation Analysis] 48
1988 Statistical Inference in Regressions with Integrated Processes: Part 1
RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01 [Citation Analysis] 47
1997 Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series
RePEc:cup:etheor:v:13:y:1997:i:06:p:818-848_00 [Citation Analysis] 46
1995 Nonparametric Kernel Estimation for Semiparametric Models
RePEc:cup:etheor:v:11:y:1995:i:03:p:560-586_00 [Citation Analysis] 43
1989 Testing for Unit Roots in Time Series Data
RePEc:cup:etheor:v:5:y:1989:i:02:p:256-271_01 [Citation Analysis] 43

RePEc:cup:etheor:v:13:y:1997:i:6:p:808-17 [Citation Analysis] 42
1999 THE SIZE DISTORTION OF BOOTSTRAP TESTS
RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15 [Citation Analysis] 40
2001 ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
RePEc:cup:etheor:v:17:y:2001:i:04:p:686-710_17 [Citation Analysis] 39
1995 An LM Test for a Unit Root in the Presence of a Structural Change
RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00 [Citation Analysis] 38
2004 INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL
RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20 [Citation Analysis] 36
2001 ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470_17 [Citation Analysis] 36

RePEc:cup:etheor:v:10:y:1994:i:1:p:95-115 [Citation Analysis] 36

RePEc:cup:etheor:v:11:y:1995:i:5:p:1131-47 [Citation Analysis] 35

RePEc:cup:etheor:v:7:y:1991:i:1:p:1-21 [Citation Analysis] 35
1994 Testing for Second-Order Stochastic Dominance of Two Distributions
RePEc:cup:etheor:v:10:y:1994:i:05:p:849-866_00 [Citation Analysis] 33
1995 Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified
RePEc:cup:etheor:v:11:y:1995:i:05:p:984-1014_00 [Citation Analysis] 33
1994 Kernel Estimation of Partial Means and a General Variance Estimator
RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00 [Citation Analysis] 32

Citing documents used to compute impact factor 44:

Year Title See
2010 Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
RePEc:ptu:wpaper:w201030 [Citation Analysis]
2010 Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility
RePEc:dgr:umamet:2010015 [Citation Analysis]
2010 Robust methods for detecting multiple level breaks in autocorrelated time series
RePEc:not:notgts:10/01 [Citation Analysis]
2010 Bootstrap union tests for unit roots in the presence of nonstationary volatility
RePEc:not:notgts:10/03 [Citation Analysis]
2010 Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation
RePEc:pra:mprapa:25204 [Citation Analysis]
2010 Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging
RePEc:rio:texdis:570 [Citation Analysis]
2010 Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion
RePEc:not:notgts:10/04 [Citation Analysis]
2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
RePEc:aah:create:2010-07 [Citation Analysis]
2010 The effect of foreign ownership on SMEs performance: An efficiency analysis perspective
RePEc:kap:jproda:v:34:y:2010:i:2:p:167-180 [Citation Analysis]
2010 Higher Order Improvements for Approximate Estimators
RePEc:clu:wpaper:0910-15 [Citation Analysis]
2010 Higher Order Improvements for Approximate Estimators
RePEc:kud:kuieca:2010_04 [Citation Analysis]
2010 GDP nowcasting with ragged-edge data: a semi-parametric modeling
RePEc:hal:cesptp:halshs-00460461 [Citation Analysis]
2010 Large Bayesian vector auto regressions
RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92 [Citation Analysis]
2010 Fiscal Foresight and the Effects of Goverment Spending
RePEc:cpr:ceprdp:7840 [Citation Analysis]
2010 Macroeconomic Shocks and the Business Cycle: Evidence from a Structural Factor Model
RePEc:cpr:ceprdp:7692 [Citation Analysis]
2010 Parameter estimation in nonlinear ARâGARCH models
RePEc:koc:wpaper:1002 [Citation Analysis]
2010 Optimal predictions of powers of conditionally heteroskedastic processes
RePEc:pra:mprapa:22155 [Citation Analysis]
2010 Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study
RePEc:hal:psewpa:halshs-00564897 [Citation Analysis]
2010 What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries?
RePEc:qub:wpaper:0001 [Citation Analysis]
2010 QML estimation of a class of multivariate GARCH models without moment conditions on the observed process
RePEc:pra:mprapa:20779 [Citation Analysis]
2010 X-Differencing and Dynamic Panel Model Estimation
RePEc:cwl:cwldpp:1747 [Citation Analysis]
2010 Testing for Persistence Change in Fractionally Integrated Models: An Application to World Inflation Rates
RePEc:ptu:wpaper:w201030 [Citation Analysis]
2010 Persistence-robust Granger causality testing
RePEc:gue:guelph:2010-11. [Citation Analysis]
2010 Parameter estimation in nonlinear ARâGARCH models
RePEc:koc:wpaper:1002 [Citation Analysis]
2010 Downsizing in the German chemical manufacturing industry during the 1990s. Why is small beautiful?
RePEc:kap:sbusec:v:34:y:2010:i:4:p:413-431 [Citation Analysis]
2010 On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates
RePEc:zbw:bubdp1:201008 [Citation Analysis]
2010 Further evidence regarding nonlinear trend reversion of real GDP and the CPI
RePEc:pra:mprapa:24962 [Citation Analysis]
2010 The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
RePEc:ptu:wpaper:w201011 [Citation Analysis]
2010 Likelihood inference for a nonstationary fractional autoregressive model
RePEc:qed:wpaper:1172 [Citation Analysis]
2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:tky:fseres:2010cf706 [Citation Analysis]
2010 Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19 [Citation Analysis]
2010 Ranking Multivariate GARCH Models by Problem Dimension
RePEc:cfi:fseres:cf219 [Citation Analysis]
2010 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:dgr:eureir:1765018043 [Citation Analysis]
2010 Ranking multivariate GARCH models by problem dimension
RePEc:dgr:eureir:1765019447 [Citation Analysis]
2010 Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
RePEc:dgr:eureir:1765020160 [Citation Analysis]
2010 Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study
RePEc:hal:psewpa:halshs-00564897 [Citation Analysis]
2010 Fractionally integrated time varying GARCH model
RePEc:spr:stmapp:v:19:y:2010:i:3:p:399-430 [Citation Analysis]
2010 Uniform Asymptotic Normality in Stationary and Unit Root Autoregression
RePEc:cwl:cwldpp:1746 [Citation Analysis]
2010 Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility
RePEc:dgr:umamet:2010015 [Citation Analysis]
2010 Bootstrap union tests for unit roots in the presence of nonstationary volatility
RePEc:not:notgts:10/03 [Citation Analysis]
2010 Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
RePEc:aah:create:2010-07 [Citation Analysis]
2010 Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional
RePEc:lrk:eeaart:28_3_2 [Citation Analysis]
2010 The nature of regional unemployment in Italy
RePEc:spr:empeco:v:39:y:2010:i:3:p:877-895 [Citation Analysis]
2010 HEGY Tests in the Presence of Moving Averages
RePEc:ubi:deawps:42 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	Modelling asset correlations during the recent FInancial crisis: A semiparametric approach RePEc:aah:create:2010-71	[Citation Analysis]
2010	Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity RePEc:cwl:cwldpp:1665r	[Citation Analysis]
2010	On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis RePEc:eca:wpaper:2013/57649	[Citation Analysis]
2010	The mysteries of the trade: employment effects of urban interindustry spillovers RePEc:iab:iabdpa:201015	[Citation Analysis]
2010	Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures RePEc:iza:izadps:dp4841	[Citation Analysis]
2010	Confidence sets for some partially identified parameters RePEc:pra:mprapa:37149	[Citation Analysis]
2010	Fostering the potential endogenous development of European regions: a spatial dynamic panel data analysis of the Cohesion Policy on regional convergence over the period 1980-2005 RePEc:tep:teppwp:wp1017	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Co-integration Rank Testing under Conditional Heteroskedasticity RePEc:aah:create:2009-22	[Citation Analysis]
2009	Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis RePEc:aah:create:2009-37	[Citation Analysis]
2009	Semiparametric Modelling and Estimation: A Selective Overview RePEc:aah:create:2009-44	[Citation Analysis]
2009	Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series RePEc:adl:wpaper:2009-26	[Citation Analysis]
2009	A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component RePEc:bos:wpaper:wp2009-005	[Citation Analysis]
2009	Dynamic Misspecification in Nonparametric Cointegrating Regression RePEc:cwl:cwldpp:1700	[Citation Analysis]
2009	Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor RePEc:cwl:cwldpp:1702	[Citation Analysis]
2009	Detrending Bootstrap Unit Root Tests RePEc:dgr:umamet:2009056	[Citation Analysis]
2009	A Robust Criterion for Determining the Number of Factors in Approximate Factor Models RePEc:eca:wpaper:2009_023	[Citation Analysis]
2009	Three Cycles: Housing, Credit, and Real Activity RePEc:imf:imfwpa:09/231	[Citation Analysis]
2009	Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] RePEc:not:notgts:09/01	[Citation Analysis]
2009	The impact of the initial condition on robust tests for a linear trend RePEc:not:notgts:09/03	[Citation Analysis]
2009	Testing for unit roots in the presence of a possible break in trend and non-stationary volatility RePEc:not:notgts:09/05	[Citation Analysis]
2009	A quarterly post-World War II real GDP series for New Zealand RePEc:nzb:nzbdps:2009/12	[Citation Analysis]
2009	Estimating Semiparametric Panel Data Models by Marginal Integration RePEc:pra:mprapa:18850	[Citation Analysis]
2009	Regressions with Asymptotically Collinear Regressor RePEc:pra:mprapa:31315	[Citation Analysis]
2009	Exploring the effect of countriesâ economic prosperity on their biodiversity performance RePEc:pra:mprapa:32102	[Citation Analysis]
2009	Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration RePEc:ptu:wpaper:w200902	[Citation Analysis]
2009	Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors RePEc:stn:sotoec:0918	[Citation Analysis]
2009	Set Identified Linear Models RePEc:tse:wpaper:22272	[Citation Analysis]
2009	Contemporaneous-Threshold Smooth Transition GARCH Models RePEc:udt:wpecon:2009-06	[Citation Analysis]
2009	Avoiding extinction: equal treatment of the present and the future RePEc:zbw:ifweej:200932	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data RePEc:aah:create:2008-37	[Citation Analysis]
2008	Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility RePEc:aah:create:2008-50	[Citation Analysis]
2008	Likelihood based testing for no fractional cointegration RePEc:aah:create:2008-52	[Citation Analysis]
2008	Maximum likelihood estimation of fractionally cointegrated systems RePEc:aah:create:2008-53	[Citation Analysis]
2008	Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility RePEc:aah:create:2008-62	[Citation Analysis]
2008	Testing for Breaks in Coefficients and Error Variance: Simulations and Applications RePEc:bos:wpaper:wp2008-010	[Citation Analysis]
2008	Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model RePEc:bos:wpaper:wp2008-011	[Citation Analysis]
2008	GMM Redundancy Results for General Missing Data Problems RePEc:crd:wpaper:08003	[Citation Analysis]
2008	Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets RePEc:dgr:eureir:1765013780	[Citation Analysis]
2008	The ten commandments for optimizing value-at-risk and daily capital charges RePEc:dgr:eureir:1765013910	[Citation Analysis]
2008	Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests RePEc:dgr:umamet:2008048	[Citation Analysis]
2008	Volatility Dynamics in Foreign Exchange Rates : Further Evidence from the Malaysian Ringgit and Singapore Dollar RePEc:eab:financ:22571	[Citation Analysis]
2008	Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term RePEc:eui:euiwps:eco2008/24	[Citation Analysis]
2008	Model Selection Criteria for the Leads-and-Lags Cointegrating Regression RePEc:hit:ccesdp:6	[Citation Analysis]
2008	Model Selection Criteria for the Leads-and-Lags Cointegrating Regression RePEc:hst:ghsdps:gd08-006	[Citation Analysis]
2008	Persistence in Airline Accidents RePEc:ise:isegwp:wp182008	[Citation Analysis]
2008	Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach RePEc:ivi:wpasad:2008-11	[Citation Analysis]
2008	Negative Volatility Spillovers in the Unrestricted ECCC-GARCH Model RePEc:kof:wpskof:08-189	[Citation Analysis]
2008	Inferring Welfare Maximizing Treatment Assignment under Budget Constraints RePEc:nbr:nberwo:14447	[Citation Analysis]
2008	Is real GDP per capita a stationary process? Smooth transitions, nonlinear trends and unit root testing RePEc:nbs:wpaper:2008/12	[Citation Analysis]
2008	Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling. RePEc:ner:maastr:urn:nbn:nl:ui:27-22287	[Citation Analysis]
2008	Unit Root Testing with Unstable Volatility RePEc:nuf:econwp:0806	[Citation Analysis]
2008	Parameter estimation in nonlinear AR-GARCH models RePEc:oxf:wpaper:396	[Citation Analysis]
2008	Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH RePEc:pad:wpaper:0064	[Citation Analysis]
2008	Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation RePEc:pra:mprapa:11988	[Citation Analysis]
2008	Now, whose schools are really better (or weaker) than Germanys? A multiple testing approach RePEc:pra:mprapa:12008	[Citation Analysis]
2008	On the distribution of the adaptive LASSO estimator RePEc:pra:mprapa:6913	[Citation Analysis]
2008	Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar RePEc:sca:scaewp:0805	[Citation Analysis]
2008	Testing for Common Values in Canadian Treasury Bill Auctions RePEc:sip:dpaper:07-053	[Citation Analysis]
2008	Bias correction for the regression-based LM fractional integration test RePEc:spr:alstar:v:92:y:2008:i:1:p:91-99	[Citation Analysis]
2008	Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471	[Citation Analysis]
2008	Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations RePEc:ssb:dispap:539	[Citation Analysis]
2008	Dynamic Stock Market Interactions between the Canadian, Mexican, and the United States Markets: The NAFTA Experience RePEc:uct:uconnp:2008-49	[Citation Analysis]
2008	Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems RePEc:wrk:warwec:876	[Citation Analysis]
2008	An intersection test for panel unit roots RePEc:zbw:sfb475:200811	[Citation Analysis]
2008	Robust Performance Hypothesis Testing with the Sharpe Ratio RePEc:zur:iewwpx:320	[Citation Analysis]
2008	Control of the False Discovery Rate under Dependence using the Bootstrap and Subsampling RePEc:zur:iewwpx:337	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	A Statistical Programme Assignment Model RePEc:aah:aarhec:2007-16	[Citation Analysis]
2007	ON THE EFFICIENCY AND CONSISTENCY OF LIKELIHOOD ESTIMATION IN MULTIVARIATE CONDITIONALLY HETEROSKEDASTIC DYNAMIC REGRESSION MODELS RePEc:cmf:wpaper:wp2007_0713	[Citation Analysis]
2007	Theory and inference for a Markov switching GARCH model RePEc:ctl:louvec:2007033	[Citation Analysis]
2007	Transition Modeling and Econometric Convergence Tests RePEc:cwl:cwldpp:1595	[Citation Analysis]
2007	Long-term Outcomes of Vocational Rehabilitation Programs: Labor Market Transitions and Job Durations for Immigrants RePEc:hhs:osloec:2007_010	[Citation Analysis]
2007	Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions RePEc:hhs:osloec:2007_013	[Citation Analysis]
2007	Theory and inference for a Markov switching Garch model. RePEc:iea:carech:0709	[Citation Analysis]
2007	Detecting Misspecifications in Autoregressive Conditional Duration Models RePEc:inu:caeprp:2007019	[Citation Analysis]
2007	Unemployment Insurance in Welfare States: Soft Constraints and Mild Sanctions RePEc:iza:izadps:dp2877	[Citation Analysis]
2007	A Statistical Programme Assignment Model RePEc:iza:izadps:dp3165	[Citation Analysis]
2007	Theory and Inference for a Markov-Switching GARCH Model RePEc:lvl:lacicr:0733	[Citation Analysis]
2007	Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] RePEc:not:notgts:06/03	[Citation Analysis]
2007	Unit root testing in practice: dealing with uncertainty over the trend and initial condition RePEc:not:notgts:07/03	[Citation Analysis]
2007	Specification testing in discretized diffusion models: Theory and practice RePEc:pra:mprapa:11980	[Citation Analysis]
2007	A Gravity approach to evaluate the significance of trade liberalization in vertically-related goods in the presence of non-tariff barriers RePEc:pra:mprapa:2744	[Citation Analysis]

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.