Citation Profile: Journal of Applied Econometrics / John Wiley & Sons, Inc.

Most cited documents in this series:

Year Title Cited
2011 Default priors and predictive performance in Bayesian model averaging, with application to growth determinants
RePEc:wly:japmet:v:26:y:2011:i:1:p:30-55 [Citation Analysis] 24
2011 Modelling and forecasting multivariate realized volatility
RePEc:wly:japmet:v:26:y:2011:i:6:p:922-947 [Citation Analysis] 9
2011 Estimating intergenerational schooling mobility on censored samples: consequences and remedies
RePEc:wly:japmet:v:26:y:2011:i:1:p:151-166 [Citation Analysis] 8
2011 Forecasting large datasets with Bayesian reduced rank multivariate models
RePEc:wly:japmet:v:26:y:2011:i:5:p:735-761 [Citation Analysis] 6
2011 Estimating the effect of a gasoline tax on carbon emissions
RePEc:wly:japmet:v:26:y:2011:i:7:p:1187-1214 [Citation Analysis] 6
2011 Jumps, cojumps and macro announcements
RePEc:wly:japmet:v:26:y:2011:i:6:p:893-921 [Citation Analysis] 6
2011 A comparison of treatment effects estimators using a structural model of AMI treatment choices and severity of illness information from hospital charts
RePEc:wly:japmet:v:26:y:2011:i:5:p:825-853 [Citation Analysis] 5
2012 Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach
RePEc:wly:japmet:v:27:y:2012:i:1:p:108-128 [Citation Analysis] 4
2011 Cannabis use and mental health problems
RePEc:wly:japmet:v:26:y:2011:i:7:p:1137-1156 [Citation Analysis] 4
2012 Innovation and competition: An unstable relationship
RePEc:wly:japmet:v:27:y:2012:i:1:p:160-166 [Citation Analysis] 4
2011 Hierarchical Markov normal mixture models with applications to financial asset returns
RePEc:wly:japmet:v:26:y:2011:i:1:p:1-29 [Citation Analysis] 3
2011 Stochastic error specification in primal and dual production systems
RePEc:wly:japmet:v:26:y:2011:i:2:p:270-297 [Citation Analysis] 3
2012 The impact of reserve prices on the perceived bias of expert appraisals of fine art
RePEc:wly:japmet:v:27:y:2012:i:2:p:235-252 [Citation Analysis] 3
2012 Realized GARCH: a joint model for returns and realized measures of volatility
RePEc:wly:japmet:v:27:y:2012:i:6:p:877-906 [Citation Analysis] 3
2011 Conditional Markov chain and its application in economic time series analysis
RePEc:wly:japmet:v:26:y:2011:i:5:p:715-734 [Citation Analysis] 3
2011 The response of prices, sales, and output to temporary changes in demand
RePEc:wly:japmet:v:26:y:2011:i:2:p:232-269 [Citation Analysis] 3
2012 Estimation of sample selection models with spatial dependence
RePEc:wly:japmet:v:27:y:2012:i:2:p:173-204 [Citation Analysis] 3
2011 Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
RePEc:wly:japmet:v:26:y:2011:i:6:p:1023-1040 [Citation Analysis] 3
2011 Assessing and valuing the nonlinear structure of hedge fund returns
RePEc:wly:japmet:v:26:y:2011:i:2:p:193-212 [Citation Analysis] 3
2011 Measuring the willingness to pay to avoid guilt: estimation using equilibrium and stated belief models
RePEc:wly:japmet:v:26:y:2011:i:3:p:437-453 [Citation Analysis] 3
2011 Regime shifts in stockâflow I(2)âI(1) systems: the case of US fiscal sustainability
RePEc:wly:japmet:v:26:y:2011:i:2:p:298-321 [Citation Analysis] 3
2011 How does heterogeneity shape the socioeconomic gradient in health satisfaction?
RePEc:wly:japmet:v:26:y:2011:i:4:p:549-579 [Citation Analysis] 2
2011 A new poolability test for cointegrated panels
RePEc:wly:japmet:v:26:y:2011:i:1:p:56-88 [Citation Analysis] 2
2011 Stock market crash and expectations of American households
RePEc:wly:japmet:v:26:y:2011:i:3:p:393-415 [Citation Analysis] 2
2011 Measuring and interpreting expectations of equity returns
RePEc:wly:japmet:v:26:y:2011:i:3:p:352-370 [Citation Analysis] 2
2011 Stocks, bonds, money markets and exchange rates: measuring international financial transmission
RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974 [Citation Analysis] 2
2011 Measuring the diffusion of housing prices across space and over time
RePEc:wly:japmet:v:26:y:2011:i:2:p:213-231 [Citation Analysis] 2
2011 Mixed logit models: accuracy and software choice
RePEc:wly:japmet:v:26:y:2011:i:1:p:167-172 [Citation Analysis] 2
2011 Fertility and female employment dynamics in Europe: the effect of using alternative econometric modeling assumptions
RePEc:wly:japmet:v:26:y:2011:i:4:p:641-668 [Citation Analysis] 2
2012 Selection in a field experiment with voluntary participation
RePEc:wly:japmet:v:27:y:2012:i:1:p:63-84 [Citation Analysis] 2
2012 On the forecasting accuracy of multivariate GARCH models
RePEc:wly:japmet:v:27:y:2012:i:6:p:934-955 [Citation Analysis] 2
2011 Stock market expectations of Dutch households
RePEc:wly:japmet:v:26:y:2011:i:3:p:416-436 [Citation Analysis] 1
2012 Multivariate highâfrequencyâbased volatility (HEAVY) models
RePEc:wly:japmet:v:27:y:2012:i:6:p:907-933 [Citation Analysis] 1
2011 Assessing the temporal variation of macroeconomic forecasts by a panel of changing composition
RePEc:wly:japmet:v:26:y:2011:i:7:p:1059-1078 [Citation Analysis] 1
2011 Reconciling the evidence of Card and Krueger (1994) and Neumark and Wascher (2000)
RePEc:wly:japmet:v:26:y:2011:i:6:p:1051-1057 [Citation Analysis] 1
2011 Modeling and forecasting shortâterm interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
RePEc:wly:japmet:v:26:y:2011:i:6:p:999-1022 [Citation Analysis] 1
2011 Can subjective expectations data be used in choice models? evidence on cognitive biases
RePEc:wly:japmet:v:26:y:2011:i:3:p:520-544 [Citation Analysis] 1
2011 How different is Africa? A comment on Masanjala and Papageorgiou
RePEc:wly:japmet:v:26:y:2011:i:6:p:1041-1047 [Citation Analysis] 1
2012 BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
RePEc:wly:japmet:v:27:y:2012:i:5:p:812-830 [Citation Analysis] 1
2011 Biases in approximating log production
RePEc:wly:japmet:v:26:y:2011:i:4:p:708-714 [Citation Analysis] 1
2012 Stochastic monotonicity in intergenerational mobility tables
RePEc:wly:japmet:v:27:y:2012:i:1:p:85-107 [Citation Analysis] 1
2011 Measuring consumer uncertainty about future inflation
RePEc:wly:japmet:v:26:y:2011:i:3:p:454-478 [Citation Analysis] 1
2011 Intertemporal consumption choices, transaction costs and limited participation in financial markets: reconciling data and theory
RePEc:wly:japmet:v:26:y:2011:i:2:p:322-343 [Citation Analysis] 1
2012 âDUALâ GRAVITY: USING SPATIAL ECONOMETRICS TO CONTROL FOR MULTILATERAL RESISTANCE
RePEc:wly:japmet:v:27:y:2012:i:5:p:773-794 [Citation Analysis] 1
2011 The effect of location on finding a job in the Paris region
RePEc:wly:japmet:v:26:y:2011:i:7:p:1079-1112 [Citation Analysis] 1
2012 Alternative technical efficiency measures: Skew, bias and scale
RePEc:wly:japmet:v:27:y:2012:i:2:p:253-268 [Citation Analysis] 1
2011 Estimating the returns to schooling: a likelihood approach based on normal mixtures
RePEc:wly:japmet:v:26:y:2011:i:4:p:613-640 [Citation Analysis] 1
2011 Default estimation, correlated defaults, and expert information
RePEc:wly:japmet:v:26:y:2011:i:2:p:173-192 [Citation Analysis] 1

Citing documents used to compute impact factor 0:

Year Title See

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Measuring Output Gap Nowcast Uncertainty RePEc:acb:camaaa:2011-16	[Citation Analysis]
2011	Consumer Acceptance of Traffic-light Labelling on Food vs. Financial Products RePEc:ags:eaae11:114431	[Citation Analysis]
2011	Model averaging in economics RePEc:bde:wpaper:1123	[Citation Analysis]
2011	Robust Growth Determinants RePEc:ces:ceswps:_3354	[Citation Analysis]
2011	Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables RePEc:ces:ceswps:_3381	[Citation Analysis]
2011	Microeconometric Analyses of Education Production in Germany RePEc:ces:ifobei:40	[Citation Analysis]
2011	Intergenerational Transmission of Education and Mediating Channels: Evidence from Compulsory Schooling Reforms in Germany RePEc:ces:ifowps:_107	[Citation Analysis]
2011	When, where and how to perform efficiency estimation RePEc:cgr:cgsser:02-06	[Citation Analysis]
2011	Volatility models RePEc:cor:louvco:2011058	[Citation Analysis]
2011	LÃ©pargnant dans un monde en crise â Ce qui a changÃ© RePEc:cpm:opuscl:23	[Citation Analysis]
2011	Sensitivity of matching-based program evaluations to the availability of control variables RePEc:cpr:ceprdp:8294	[Citation Analysis]
2011	The Effects of Cannabis Use on Physical and Mental Health RePEc:cpr:ceprdp:8499	[Citation Analysis]
2011	Structural Vector Autoregressions RePEc:cpr:ceprdp:8515	[Citation Analysis]
2011	Tax incentives and direct support for R&D : what do firms use and why? RePEc:cte:idrepe:id-11-03	[Citation Analysis]
2011	Mixtures of g-priors for bayesian model averaging with economic applications RePEc:cte:wsrepe:ws112116	[Citation Analysis]
2011	Sensitivity Analysis in Semiparametric Likelihood Models RePEc:cwl:cwldpp:1836	[Citation Analysis]
2011	Sparse and Robust Factor Modelling RePEc:dgr:uvatin:20110122	[Citation Analysis]
2011	Forecasting economic growth in the euro area during the great moderation and the great recession RePEc:ecb:ecbwps:20111379	[Citation Analysis]
2011	UK macroeconomic forecasting with many predictors: Which models forecast best and when do they do so? RePEc:eee:ecmode:v:28:y:2011:i:5:p:2307-2318	[Citation Analysis]
2011	A simple method for estimating unconditional heterogeneity distributions in correlated random effects models RePEc:eee:ecolet:v:113:y:2011:i:1:p:12-15	[Citation Analysis]
2011	Optimal prediction pools RePEc:eee:econom:v:164:y:2011:i:1:p:130-141	[Citation Analysis]
2011	Robust estimation of intraweek periodicity in volatility and jump detection RePEc:eee:empfin:v:18:y:2011:i:2:p:353-367	[Citation Analysis]
2011	Extreme returns: The case of currencies RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880	[Citation Analysis]
2011	The production impact of cash-for-clunkers: implications for stabilization policy RePEc:fip:fednsr:503	[Citation Analysis]
2011	Inflation expectations and behavior: Do survey respondents act on their beliefs? RePEc:fip:fednsr:509	[Citation Analysis]
2011	Limited Information Bayesian Model Averaging for Dynamic Panels with an Application to a Trade Gravity Model RePEc:imf:imfwpa:11/230	[Citation Analysis]
2011	Sensitivity of Matching-Based Program Evaluations to the Availability of Control Variables RePEc:iza:izadps:dp5553	[Citation Analysis]
2011	When, Where and How to Perform Efficiency Estimation RePEc:iza:izadps:dp5997	[Citation Analysis]
2011	A Long Memory Model with Normal Mixture GARCH RePEc:kap:compec:v:38:y:2011:i:4:p:517-539	[Citation Analysis]
2011	Foreign exchange rates under Markov Regime switching model RePEc:luc:wpaper:11-16	[Citation Analysis]
2011	Does Education Matter for Economic Growth? RePEc:mia:wpaper:2011-13	[Citation Analysis]
2011	Bayesian Model Averaging in R RePEc:mia:wpaper:2011-9	[Citation Analysis]
2011	Robust and sparse factor modelling. RePEc:ner:leuven:urn:hdl:123456789/314742	[Citation Analysis]
2011	Multivariate High-Frequency-Based Volatility (HEAVY) Models RePEc:nuf:econwp:1101	[Citation Analysis]
2011	Gasoline prices, gasoline consumption, and new-vehicle fuel economy: Evidence for a large sample of countries RePEc:pas:papers:2011-15	[Citation Analysis]
2011	Mixtures of g-priors for Bayesian model averaging with economic applications RePEc:pra:mprapa:26941	[Citation Analysis]
2011	When, where and how to perform efficiency estimation RePEc:pra:mprapa:33467	[Citation Analysis]
2011	Dissent voting behavior of central bankers: what do we really know? RePEc:pra:mprapa:34638	[Citation Analysis]
2011	Dynamic Stock Market Participation of Households RePEc:pra:mprapa:35310	[Citation Analysis]
2011	Mixtures of g-priors for Bayesian model averaging with economic applications RePEc:pra:mprapa:36817	[Citation Analysis]
2011	Apocalypse Then: The Evolution of the North Atlantic Economy and the Global Crisis RePEc:rba:rbaacv:acv2011-04	[Citation Analysis]
2011	A sieve bootstrap range test for poolability in dependent cointegrated panels RePEc:sas:wpaper:20112	[Citation Analysis]
2011	Forecasting the European Carbon Market RePEc:str:wpaper:1110	[Citation Analysis]
2011	Sensitivity of matching-based program evaluations to the availability of control variables RePEc:usg:econwp:2011:05	[Citation Analysis]
2011	Mixtures of g-priors for Bayesian Model Averaging with economic application RePEc:wbk:wbrwps:5732	[Citation Analysis]
2011	Efficient high-dimensional importance sampling in mixture frameworks RePEc:zbw:cauewp:201111	[Citation Analysis]
2011	Can internet search queries help to predict stock market volatility? RePEc:zbw:cfrwps:1115	[Citation Analysis]
2011	Estimation issues in disaggregate gravity trade models RePEc:zbw:daredp:1107	[Citation Analysis]
2011	Can Internet search queries help to predict stock market volatility? RePEc:zbw:tuewef:18	[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.