Most cited documents in this series:

Year	Title	Cited
2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH RePEc:cdl:ucsdec:qt5s2218dp [Citation Analysis]	162
1999	Occasional Structural Breaks and Long Memory RePEc:cdl:ucsdec:qt4d60t4jh [Citation Analysis]	61
1998	Macroeconomic Announcements and Volatility of Treasury Futures RePEc:cdl:ucsdec:qt7rd4g3bk [Citation Analysis]	37
2001	Shocks and Institutions in a Job Matching Model RePEc:cdl:ucsdec:qt7x3544bn [Citation Analysis]	27
1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles RePEc:cdl:ucsdec:qt06m3d6nv [Citation Analysis]	26
2003	Tests of Conditional Predictive Ability RePEc:cdl:ucsdec:qt5jk0j5jh [Citation Analysis]	23
2005	The Dynamic Beveridge Curve RePEc:cdl:ucsdec:qt4m04n09h [Citation Analysis]	18
2001	Structural Breaks, Incomplete Information and Stock Prices RePEc:cdl:ucsdec:qt1sn269d7 [Citation Analysis]	18
1998	Displaced Capital RePEc:cdl:ucsdec:qt49k7n14z [Citation Analysis]	16
2000	A Re-examination of the Predictability of Economic Activity Using the Yield Spread RePEc:cdl:ucsdec:qt69v8p1m9 [Citation Analysis]	15
2007	On the Origins of Comparative Advantage RePEc:cdl:ucsdec:qt07g7g8h8 [Citation Analysis]	15
2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy RePEc:cdl:ucsdec:qt4qp0p0v5 [Citation Analysis]	14
2006	The Cyclicality of Job Loss and Hiring RePEc:cdl:ucsdec:qt4nz8p839 [Citation Analysis]	14
1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities? RePEc:cdl:ucsdec:qt8vt7f1bh [Citation Analysis]	14
2006	Margins of Multinational Labor Substitution RePEc:cdl:ucsdec:qt6b2236xm [Citation Analysis]	14
2008	Exogenous vs. Endogenous Separation RePEc:cdl:ucsdec:qt0qb196qd [Citation Analysis]	14
2002	Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods RePEc:cdl:ucsdec:qt59s2g5j5 [Citation Analysis]	13
2006	Margins of Multinational Labor Substitution RePEc:cdl:ucsdec:qt1fc22575 [Citation Analysis]	13
2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models RePEc:cdl:ucsdec:qt56j4143f [Citation Analysis]	11
1999	Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings RePEc:cdl:ucsdec:qt9xf8836g [Citation Analysis]	11
2002	Hidden Cointegration RePEc:cdl:ucsdec:qt9qn5f61j [Citation Analysis]	10
2001	Adaptive Expectations, Underparameterization and the Lucas Critique RePEc:cdl:ucsdec:qt41f2h196 [Citation Analysis]	10
2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula RePEc:cdl:ucsdec:qt01q7j1s2 [Citation Analysis]	10
2007	The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry RePEc:cdl:ucsdec:qt4nq8d4sm [Citation Analysis]	10
1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market RePEc:cdl:ucsdec:qt6rp7g17q [Citation Analysis]	10
2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998 RePEc:cdl:ucsdec:qt6m96c2r7 [Citation Analysis]	9
1998	Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle RePEc:cdl:ucsdec:qt89x293v9 [Citation Analysis]	8
1998	Have Employment Relationships in the United States Become Less Stable? RePEc:cdl:ucsdec:qt7d04m8jx [Citation Analysis]	8
2004	Cognition and Behavior in Two-Person Guessing Games: An Experimental Study RePEc:cdl:ucsdec:qt449812fx [Citation Analysis]	8
1998	Spurious Regressions with Stationary Series RePEc:cdl:ucsdec:qt7r3353t8 [Citation Analysis]	8
1998	Trades and Quotes: A Bivariate Point Process RePEc:cdl:ucsdec:qt8bh079sq [Citation Analysis]	8
2004	Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations RePEc:cdl:ucsdec:qt96r800f1 [Citation Analysis]	7
1998	Cognition and Behavior in Normal-Form Games: An Experimental Study RePEc:cdl:ucsdec:qt1vn4h7x5 [Citation Analysis]	7
2000	Economic and Legal Aspects of Costly Recontracting RePEc:cdl:ucsdec:qt4jr3g3h7 [Citation Analysis]	7
1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model RePEc:cdl:ucsdec:qt00m2c5hk [Citation Analysis]	6
2003	Competing Against the Opposite Sex RePEc:cdl:ucsdec:qt0kx2f7xq [Citation Analysis]	6
1998	Intergenerational Mobility, Siblings Inequality and Borrowing Constraints RePEc:cdl:ucsdec:qt8x16c72b [Citation Analysis]	6
2003	Testing Conditional Independence Via Empirical Likelihood RePEc:cdl:ucsdec:qt35v8g0fm [Citation Analysis]	6
2000	Contingent Valuation: Controversies and Evidence RePEc:cdl:ucsdec:qt75k752s7 [Citation Analysis]	6
2000	Cognition and Behavior in Normal-Form Games: An Experimental Study RePEc:cdl:ucsdec:qt0fp8278k [Citation Analysis]	6
1998	Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns RePEc:cdl:ucsdec:qt2z02z6d9 [Citation Analysis]	6
2001	The Law and Economics of Costly Contracting RePEc:cdl:ucsdec:qt2wh8m7bv [Citation Analysis]	6
2000	Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order RePEc:cdl:ucsdec:qt0127m2tp [Citation Analysis]	6
2007	Labor Reallocation in Response to Trade Reform RePEc:cdl:ucsdec:qt3cm38535 [Citation Analysis]	6
1999	The Impact of Technological Change on Older Workers: Evidence from Data on Computers RePEc:cdl:ucsdec:qt1s97n77x [Citation Analysis]	6
2001	Self-Generating Variables in a Cointegrated VAR Framework RePEc:cdl:ucsdec:qt6010k0xn [Citation Analysis]	5
2007	Trade and Workforce Changeover in Brazil RePEc:cdl:ucsdec:qt7dz2x536 [Citation Analysis]	5
2000	Impacts of Trades in an Error-Correction Model of Quote Prices RePEc:cdl:ucsdec:qt6dm6093f [Citation Analysis]	5
1999	Contract-Theoretic Approaches to Wages and Displacement RePEc:cdl:ucsdec:qt8h0480sk [Citation Analysis]	5
2004	Time Series Analysis, Cointegration, and Applications RePEc:cdl:ucsdec:qt2nb9f668 [Citation Analysis]	5

Citing documents used to compute impact factor 5:

Year	Title	See
2011	A copula-based model of speculative price dynamics in discrete time RePEc:eee:jmvana:v:102:y:2011:i:6:p:1047-1063	[Citation Analysis]
2011	Copula based models for serial dependence RePEc:eme:ijmfpp:v:7:y:2011:i:1:p:68-82	[Citation Analysis]
2011	Still Unequal at Birth - Birth Weight, Socioeconomic Status and Outcomes at Age 9 RePEc:ucn:wpaper:201125	[Citation Analysis]
2011	Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series RePEc:cdl:ucsdec:qt0dr145dt	[Citation Analysis]
2011	Formal Contracts, Relational Contracts, and the Threat-Point Effect RePEc:ces:ceswps:_3533	[Citation Analysis]

Cites in year: CiY