Most cited documents in this series:

Year	Title	Cited
1995	Quadratic Arch Models. RePEc:fth:cemfdt:9517 [Citation Analysis]	67
1997	Identification, Estimation and Testing of Conditionally Heteroskedastic Factor Model RePEc:fth:cemfdt:9709 [Citation Analysis]	24
1997	Transitions to and from Self-Employment in Spain: An Empirical Analysis RePEc:fth:cemfdt:9710 [Citation Analysis]	23
2000	Panel Data Models: Some Recent Developments. RePEc:fth:cemfdt:0016 [Citation Analysis]	23
2000	Unemployment and Consumption: are Job Losses Less Painful Near the Mediterranean?. RePEc:fth:cemfdt:0010 [Citation Analysis]	22
2000	Will EMU Increase Eurosclerosis?. RePEc:fth:cemfdt:0004 [Citation Analysis]	22
1998	Binary Choice with Binary Endogenous Regressors in Panel Data: Estimating the Effect of Fertility on Female Labour Participation. RePEc:fth:cemfdt:9805 [Citation Analysis]	20
1998	The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators. RePEc:fth:cemfdt:9808 [Citation Analysis]	16
1998	Venture Capital Finance: a Security Design Approach. RePEc:fth:cemfdt:9804 [Citation Analysis]	12
1999	Explaining Movements in the Labor Share. RePEc:fth:cemfdt:9905 [Citation Analysis]	12
1997	Autoregressive Models with Sample Selectivity for Panel Data RePEc:fth:cemfdt:9706 [Citation Analysis]	11
2000	A Model of the Open Market Operations of the European Central Bank. RePEc:fth:cemfdt:0011 [Citation Analysis]	10
1996	Entrepreneurial Moral Hazard and Bank Monitoring: A Model of the Credit Channel. RePEc:fth:cemfdt:9604 [Citation Analysis]	10
2000	Business Creation and the Stock Market. RePEc:fth:cemfdt:0009 [Citation Analysis]	10
1996	Binary Choice Panel Data Models with Predetermined Variables. RePEc:fth:cemfdt:9618 [Citation Analysis]	10
1994	Making Wald Tests Work for Cointegrated Var Systems. RePEc:fth:cemfdt:9424 [Citation Analysis]	9
2000	Factor Representing Portfolios in Large Asset Markets. RePEc:fth:cemfdt:0001 [Citation Analysis]	8
1995	Fiscal Policy and the Sub-Optimality of the Walsh Contract for Central Bankers. RePEc:fth:cemfdt:9522 [Citation Analysis]	8
1997	General Equilibrium Models of Financial Systems: Theory and Measurement in Village Economies RePEc:fth:cemfdt:9716 [Citation Analysis]	8
1998	Non-Stationary Job Search with Firing: a Structural Estimation. RePEc:fth:cemfdt:9802 [Citation Analysis]	7
1995	Why Is Spanish Unemployment so High? RePEc:fth:cemfdt:9515 [Citation Analysis]	7
2000	Income Uncertainty and Precautionary Saving: Evidence from Household Rotating Panel Data. RePEc:fth:cemfdt:0008 [Citation Analysis]	6
2000	The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality. RePEc:fth:cemfdt:0007 [Citation Analysis]	6
1994	The Likelihood Function of a Conditionally Heteroskdastic Factor Model with Heywood Cases. RePEc:fth:cemfdt:9420 [Citation Analysis]	6
2000	Altruism with Endogenous Labor Supply. RePEc:fth:cemfdt:0002 [Citation Analysis]	5
1999	Sharing Default Information as a Borrower Discipline Device. RePEc:fth:cemfdt:9911 [Citation Analysis]	5
1999	Cross-Sectional Heterogeneity and the Persistence of Aggregate Fluctuations. RePEc:fth:cemfdt:9906 [Citation Analysis]	5
1999	Who Should Act as Lender of Last Resort? An Incomplete Contracts Model. RePEc:fth:cemfdt:9913 [Citation Analysis]	4
1995	Unobserved Components in ARCH Models: An Application to Seasonal Adjustment. RePEc:fth:cemfdt:9509 [Citation Analysis]	4
1994	Estimating Dynamic Investment Models with Financial Constraints. RePEc:fth:cemfdt:9418 [Citation Analysis]	4
1994	An Empirical Model of Female labour Supply for Spain. RePEc:fth:cemfdt:9412 [Citation Analysis]	4
1997	Least Squares Predictions and Mean-Variance Analysis RePEc:fth:cemfdt:9711 [Citation Analysis]	3
2000	A Contractual Approach to the Regulation Corporate Directors Fiduciary Duties. RePEc:fth:cemfdt:0013 [Citation Analysis]	3
1996	An EM Algorithm for Conditionally Heteroskedastic Factor Models. RePEc:fth:cemfdt:9615 [Citation Analysis]	3
1997	Recurrent Hyperinflations and Learning. RePEc:fth:cemfdt:9721 [Citation Analysis]	3
1995	Designing Institutions for International Monetary Policy Coordination. RePEc:fth:cemfdt:9503 [Citation Analysis]	3
2000	A Model of Takeovers of Foreign Banks. RePEc:fth:cemfdt:0015 [Citation Analysis]	3
1998	Collateral vs. Project Screening: a Model of Lazy Banks. RePEc:fth:cemfdt:9807 [Citation Analysis]	3
2000	An Economic Analysis of Corporate Directors Fiduciary Duties. RePEc:fth:cemfdt:0014 [Citation Analysis]	3
1994	An Index of Co-Movements in Financial Time Series. RePEc:fth:cemfdt:9415 [Citation Analysis]	3
1999	A Note on the Changing Relationship Between Fertility and Female Employment Rates in Developed Countries. RePEc:fth:cemfdt:9903 [Citation Analysis]	3
1994	The Information Content of Options on the IBEX-35. RePEc:fth:cemfdt:9414 [Citation Analysis]	2
2001	Discrete Choices with Panel Data. RePEc:fth:cemfdt:0101 [Citation Analysis]	2
2000	Rewarding Sequential Innovators: Prizes, Patents and Buyouts. RePEc:fth:cemfdt:0012 [Citation Analysis]	2
1996	Hysteresis and the Sources of Shocks : A Cross-Country Analysis. RePEc:fth:cemfdt:9614 [Citation Analysis]	2
1994	Some Remarks on Lelands Model of Insider Trading. RePEc:fth:cemfdt:9425 [Citation Analysis]	2
2000	Constrained EMM and Indirect Inference Estimation. RePEc:fth:cemfdt:0005 [Citation Analysis]	2
1998	Willingness to Move for Work and Unemployment Duration in Spain. RePEc:fth:cemfdt:9801 [Citation Analysis]	2
2001	Spot Market Competition with Stranded Costs in the Spanish Electricity Industry. RePEc:fth:cemfdt:0106 [Citation Analysis]	2
1998	Unemployment Dynamics Across OECD Countries. RePEc:fth:cemfdt:9806 [Citation Analysis]	2

Citing documents used to compute impact factor 0:

Year	Title	See

Cites in year: CiY