Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Econometric Theory / Cambridge University Press

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.070.086161120.2409997010.020.04
19910.080.0853114220.194531058030.060.04
19920.040.0871185240.134831144010.010.04
19930.060.0979264230.094481247030.040.05
19940.090.170334560.1780715014070.10.04
19950.130.191004341150.26159614920060.060.07
19960.240.23805141770.3474717040060.080.09
19970.240.29745881760.3835180430130.180.1
19980.290.29406282800.4563015444050.130.11
19990.390.33376653140.47649114440150.410.14
20000.690.42467114840.6863577530120.260.16
20010.670.44437545270.743983560100.230.17
20020.580.44628165250.6478789520230.370.19
20030.630.46748906450.72522105660190.260.2
20040.60.53639538080.85841136811.2140.220.22
20050.650.566110148810.87631137891.1370.610.23
20060.980.53571071107212941241210200.350.22
20070.640.465311249190.82204118760180.340.19
20080.710.4969119311530.97425110780510.740.21
20090.740.581127411900.93363122900360.440.2
20100.690.4667134110990.822751501040210.310.16
20110.930.5750139112500.91311481370230.460.22
20121.170.6653144415371.06501171370.7150.280.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
1995Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00.

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699
2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20.

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428
1996Which Moments to Match?. (1996). Gallant, A. ; Tauchen, George . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00.

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309
2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19.

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239
1990Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00.

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195
1991Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00.

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158
1994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00.

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157
2005AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05.

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154
1997Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995. (1997). Baltagi, Badi ; Boozer, Michael A.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:05:p:747-754_00.

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154
1997Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00.

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149
1996Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Greenberg, Edward ; Chib, Siddhartha . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00.

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146
1993Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00.

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143
1999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15.

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134
1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00.

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132
2002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Carrasco, Marine ; Chen, Xiaohong . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18.

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127
2001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17.

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114
113
1995Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00.

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111
1988Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01.

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106
1999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1999). Phillips, Peter ; Park, Joon. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15.

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106
1986Asymptotic Theory for ARCH Models: Estimation and Testing. (1986). Weiss, Andrew A.. In: Econometric Theory. RePEc:cup:etheor:v:2:y:1986:i:01:p:107-131_01.

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105
1998STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14.

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105
1997Optimal Prediction Under Asymmetric Loss. (1997). Diebold, Francis ; Christoffersen, Peter. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00.

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105
99
1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01.

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96
1988Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data. (1988). Lo, Andrew. In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:02:p:231-247_01.

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94
1989Testing for Unit Roots in Time Series Data. (1989). Pantula, Sastry G.. In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:256-271_01.

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93
1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00.

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93
1998CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). White, Halbert ; Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14.

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87
1989Partially Identified Econometric Models. (1989). Phillips, Peter ; Phillips, P. C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:181-240_01.

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86
1989Statistical Inference in Regressions with Integrated Processes: Part 2. (1989). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:01:p:95-131_01.

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83
1995Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified. (1995). Watson, Mark ; Horvath, Michael T. K., . In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:984-1014_00.

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80
1995Causality in the Long Run. (1995). Lin, Jin-Lung ; Clive, W. J.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00.

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79
1990A Unified Approach to Robust, Regression-Based Specification Tests. (1990). Wooldridge, Jeffrey. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:01:p:17-43_00.

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78
1998A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Kneip, Alois ; PARK, Byeong U.. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14.

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78
2002NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS. (2002). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18.

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77
2002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME. (2002). Saikkonen, Pentti ; LTKEPOHL, Helmut . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18.

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77
1999THE NONSTATIONARY FRACTIONAL UNIT ROOT. (1999). Tanaka, Katsuto . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582_15.

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75
1997Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series. (1997). Vogelsang, Timothy. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:06:p:818-848_00.

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75
1999THE SIZE DISTORTION OF BOOTSTRAP TESTS. (1999). MacKinnon, James ; Davidson, Russell. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15.

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73
1994Testing for Second-Order Stochastic Dominance of Two Distributions. (1994). Kaur, Amarjot ; Prakasa Rao, B. L. S., ; Singh, Harshinder . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:05:p:849-866_00.

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72
1997Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00.

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71
1991Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00.

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70
1995Nonparametric Kernel Estimation for Semiparametric Models. (1995). Andrews, Donald. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:560-586_00.

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70
2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20.

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68
1992A Representation of Vector Autoregressive Processes Integrated of Order 2. (1992). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:02:p:188-202_01.

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64
1995An LM Test for a Unit Root in the Presence of a Structural Change. (1995). Lee, Junsoo ; Amsler, Christine. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:02:p:359-368_00.

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63
2005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05.

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60
2001ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES. (2001). Wooldridge, Jeffrey. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:02:p:451-470_17.

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57
2000TESTS OF COMMON STOCHASTIC TRENDS. (2000). Harvey, Andrew ; Nyblom, Jukka . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:02:p:176-199_16.

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55

Citing documents used to compute impact factor 137:

YearTitleSee
2012International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model. (2012). Vittucci Marzetti, Giuseppe ; Fracasso, Andrea. In: Department of Economics Working Papers. RePEc:trn:utwpde:1203.

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[Citation Analysis]
2012Nonparametric additive models. (2012). Horowitz, Joel . In: CeMMAP working papers. RePEc:ifs:cemmap:20/12.

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[Citation Analysis]
2012Kernel-based estimation of semiparametric regression in triangular systems. (2012). Martins-Filho, Carlos ; Yao, Feng . In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:1:p:24-27.

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[Citation Analysis]
2012Tikhonov regularization for nonparametric instrumental variable estimators. (2012). Scaillet, Olivier ; Gagliardini, Patrick . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:61-75.

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[Citation Analysis]
2012SOME EXTENSIONS OF A LEMMA OF KOTLARSKI. (2012). White, Halbert ; Evdokimov, Kirill . In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:925-932_00.

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[Citation Analysis]
2012On tail index estimation using a sample with missing observations. (2012). Ilia, Ivana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:949-958.

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[Citation Analysis]
2012Goodness-of-fit tests based on series estimators in nonparametric instrumental regression. (2012). Breunig, Christoph . In: Working Papers. RePEc:mnh:wpaper:32111.

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[Citation Analysis]
2012An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810.

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[Citation Analysis]
2012Local Identification of Nonparametric and Semiparametric Models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1795r.

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[Citation Analysis]
2012Local identification of nonparametric and semiparametric models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:37/12.

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[Citation Analysis]
2012Additive Models: Extensions and Related Models.. (2012). Schienle, Melanie ; PARK, Byeong U. ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-045.

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[Citation Analysis]
2012Specification testing in nonparametric instrumental variable estimation. (2012). HOROWITZ, Joel L.. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:383-396.

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[Citation Analysis]
2012Well-posedness of measurement error models for self-reported data. (2012). Hu, Yingyao ; An, Yonghong . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:259-269.

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[Citation Analysis]
2012Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior. (2012). Simoni, Anna ; FLORENS, Jean-Pierre. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:458-475.

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[Citation Analysis]
2012Incentive and Selection Effects of Medigap Insurance on Inpatient Care. (2012). Li Donni, Paolo ; Dardanoni, Valentino. In: EIEF Working Papers Series. RePEc:eie:wpaper:1203.

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[Citation Analysis]
2012Model Adequacy Checks for Discrete Choice Dynamic Models. (2012). Velasco, Carlos ; Kheifets, Igor. In: Working Papers. RePEc:cfr:cefirw:w0170.

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[Citation Analysis]
2012Incentive and selection effects of Medigap insurance on inpatient care. (2012). Li Donni, Paolo ; Dardanoni, Valentino . In: Journal of Health Economics. RePEc:eee:jhecon:v:31:y:2012:i:3:p:457-470.

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[Citation Analysis]
2012Identification, Estimation and Specification in a Class of Semiparametic Time Series Models. (2012). GAO, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-6.

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[Citation Analysis]
2012Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models. (2012). GAO, Jiti. In: MPRA Paper. RePEc:pra:mprapa:39256.

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[Citation Analysis]
2012IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. (2012). Demetrescu, Matei ; Tarcolea, Adina ; Hanck, Christoph . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62072.

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[Citation Analysis]
2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). GAO, Jiti ; Saart, Patrick . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-21.

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[Citation Analysis]
2012On the testability of identification in some nonparametric models with endogeneity. (2012). Shaikh, Azeem ; Canay, Ivan ; Santos, Andres . In: CeMMAP working papers. RePEc:ifs:cemmap:18/12.

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[Citation Analysis]
2012A Note on Particle Filters Applied to DSGE Models. (2012). Fasolo, Angelo. In: Working Papers Series. RePEc:bcb:wpaper:281.

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[Citation Analysis]
2012On some properties of Markov chain Monte Carlo simulation methods based on the particle filter. (2012). Kohn, Robert ; Pitt, Michael K. ; Silva, Ralph dos Santos, ; Giordani, Paolo . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:134-151.

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[Citation Analysis]
2012GEL statistics under weak identification. (2012). Smith, Richard ; Ramalho, Joaquim ; Guggenberger, Patrik ; Ramalho, Joaquim J. S., . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:331-349.

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[Citation Analysis]
2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity. (2012). Saikkonen, Pentti ; Meitz, Mika. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1226.

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[Citation Analysis]
2012Testing conditional asymmetry: A residual-based approach. (2012). Veredas, David ; Laurent, Sébastien ; Lambert, Philippe . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:8:p:1229-1247.

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[Citation Analysis]
2012Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. (2012). Whang, Yoon-Jae ; SEO, MYUNG HWAN ; Otsu, Taisuke. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:370-382.

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[Citation Analysis]
2012Optimal comparison of misspecified moment restriction models under a chosen measure of fit. (2012). Otsu, Taisuke ; Marmer, Vadim. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:538-550.

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[Citation Analysis]
2012Semiparametric estimation of random coefficients in structural economic models. (2012). Nesheim, Lars ; Hoderlein, Stefan ; Simoni, Anna . In: CeMMAP working papers. RePEc:ifs:cemmap:09/12.

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[Citation Analysis]
2012Specification Testing Driven by Orthogonal Series in Nonstationary Time Series Models. (2012). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-20.

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[Citation Analysis]
2012Dynamic misspecification in nonparametric cointegrating regression. (2012). Phillips, Peter ; Kasparis, Ioannis ; Phillips, Peter C. B., . In: Journal of Econometrics. RePEc:eee:econom:v:168:y:2012:i:2:p:270-284.

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[Citation Analysis]
2012Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik Roger. In: CeMMAP working papers. RePEc:ifs:cemmap:08/12.

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[Citation Analysis]
2012Bias in dynamic panel models under time series misspecification. (2012). Lee, Yoonseok. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:1:p:54-60.

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[Citation Analysis]
2012Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data. (2012). Nigro, Valentina ; Bartolucci, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:102-116.

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[Citation Analysis]
2012A GEL-based AIC for model selection. (2012). Feng, Qiang . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:637-639.

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[Citation Analysis]
2012A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach. (2012). Zhu, Ke. In: MPRA Paper. RePEc:pra:mprapa:40382.

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[Citation Analysis]
2012Hahn–Hausman test as a specification test. (2012). Okui, Ryo ; Lee, Yoonseok. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:133-139.

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[Citation Analysis]
2012A cautionary note on tests of overidentifying restrictions. (2012). Santos Silva, João ; Parente, Paulo ; Parente, Paulo M. D. C., ; Santos Silva, J. M. C., . In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:2:p:314-317.

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[Citation Analysis]
2012A Joint Chow Test for Structural Instability. (2012). Whitby, Andrew ; Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:1207.

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2012A Joint Chow Test for Structural Instability. (2012). Whitby, Andrew ; Nielsen, Bent. In: Economics Series Working Papers. RePEc:oxf:wpaper:2012-w07.

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2012Learning and Fatigue Effects Revisited. The Impact of Accounting for Unobservable Preference and Scale Heterogeneity on Perceived Ordering Effects in Multiple Choice Task Discrete Choice Experiments. (2012). Greene, William ; Giergiczny, Marek ; Czajkowski, Mikolaj. In: Working Papers. RePEc:war:wpaper:2012-08.

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2012The effects of spatial autoregressive dependencies on inference in ordinary least squares: a geometric approach. (2012). Lee, Ka ; Smith, Tony . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:14:y:2012:i:1:p:91-124.

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2012The Estimation and Testing of a Linear Regression with Near Unit Root in the Spatial Autoregressive Error Term. (2012). Kao, Chihwa ; Baltagi, Badi ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:150.

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2012Approximated likelihood and root estimators for spatial interaction in spatial autoregressive models. (2012). Lee, Lung-Fei ; Jin, Fei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:446-458.

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2012Distributions escaping to infinity and the limiting power of the Cliff-Ord test for autocorrelation. (2012). Mynbaev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:44402.

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2012Variance Ratio Testing for Fractional Cointegration in Presence of Trends and Trend Breaks. (2012). Dechert, Andreas. In: MPRA Paper. RePEc:pra:mprapa:41044.

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2012Convergence dynamics of output: Do stochastic shocks and social polarization matter?. (2012). Gupta, Prashant ; Parhi, Mamata ; Mishra, Tapas ; DIEBOLT, Claude. In: Working Papers. RePEc:afc:wpaper:12-10.

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2012The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums. (2012). Osterrieder, Daniela ; Schotman, Peter C.. In: CREATES Research Papers. RePEc:aah:create:2012-35.

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2012Long memory in energy futures markets: Further evidence. (2012). Wang, Yudong ; Wu, Chongfeng . In: Resources Policy. RePEc:eee:jrpoli:v:37:y:2012:i:3:p:261-272.

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2012Exact local Whittle estimation of fractionally cointegrated systems. (2012). Shimotsu, Katsumi. In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:2:p:266-278.

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2012Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management. (2012). Polanski, Arnold ; Stoja, Evarist . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:343-352.

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2012On tail index estimation using a sample with missing observations. (2012). Ilia, Ivana . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:949-958.

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2012Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1220.

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2012Doubly fractional models for dynamic heteroscedastic cycles. (2012). Arteche, Josu ; Artiach, Miguel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:6:p:2139-2158.

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2012Consistent Estimation of Panel Data Models with a Multi-factor Error Structure. (2012). Forchini, Giovanni ; Peng, Bin . In: School of Economics Discussion Papers. RePEc:sur:surrec:0112.

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2012Limiting experiments for panel-data and jump-diffusion models.. (2012). Becheri, I. G.. In: Open Access publications from Tilburg University. RePEc:ner:tilbur:urn:nbn:nl:ui:12-5661649.

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2012Testing for a unit root in a random coefficient panel data model. (2012). Westerlund, Joakim ; Larsson, Rolf . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:254-273.

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2012Greenhouse gas emissions, energy consumption and economic growth: A panel cointegration analysis from Canadian industrial sector perspective. (2012). Hamit-Haggar, Mahamat. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:358-364.

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2012Efficient minimum distance estimation with multiple rates of convergence. (2012). Antoine, Bertille ; Renault, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:350-367.

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2012GROUPED PATTERNS OF HETEROGENEITY IN PANEL DATA. (2012). Bonhomme, Stéphane ; Manresa, Elena . In: Working Papers. RePEc:cmf:wpaper:wp2012_1208.

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2012Econometric analysis of games with multiple equilibria. (2012). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:29/12.

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2012On extensions of Hoeffding’s inequality for panel data. (2012). Yao, Lili ; Jiang, Wenxin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:3:p:446-454.

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2012On model specification and parameter space definitions in higher order spatial econometric models. (2012). Piras, Gianfranco ; Elhorst, J.Paul ; Lacombe, Donald J.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:1:p:211-220.

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2012Improving the multi-dimensional comparison of simulation results: a spatial visualization approach. (2012). Amaral, Pedro ; Arribas-Bel, Daniel ; Koschinsky, Julia . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:5:y:2012:i:2:p:55-63.

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2012The C(α)-type gradient test for spatial dependence in spatial autoregressive models. (2012). Yu, Jihai ; Lee, Lung-Fei. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:5:y:2012:i:3:p:119-135.

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2012Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity. (2012). Andrews, Donald ; Donald W. K. Andrews, ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1665rr.

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2012Heterogeneity and the dynamics of technology adoption. (2012). Tucker, Catherine ; Ryan, Stephen. In: Quantitative Marketing and Economics. RePEc:kap:qmktec:v:10:y:2012:i:1:p:63-109.

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2012A simple two-step method for testing moment inequalities with an application to inference in partially identified models. (2012). Wolf, Michael ; Shaikh, Azeem ; Romano, Joseph P.. In: ECON - Working Papers. RePEc:zur:econwp:090.

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2012Bonferroni-Based Size-Correction for Nonstandard Testing Problems. (2012). McCloskey, Adam. In: Working Papers. RePEc:bro:econwp:2012-16.

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2012Fuzzy differences in differences. (2012). de Chaisemartin, Clément. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00671368.

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2012Fuzzy differences in differences. (2012). de Chaisemartin, Clement . In: Working Papers. RePEc:hal:wpaper:halshs-00671368.

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2012The validity of instruments revisited. (2012). Fang, Ying ; Caner, Mehmet ; Berkowitz, Daniel . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:255-266.

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2012Robust subsampling. (2012). Trojani, Fabio ; Scaillet, Olivier ; Camponovo, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:197-210.

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2012Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity. (2012). Andrews, Donald ; Andrews, Donald W. K., ; Guggenberger, Patrik . In: Journal of Econometrics. RePEc:eee:econom:v:169:y:2012:i:2:p:196-210.

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2012Testing the local volatility assumption: a statistical approach. (2012). Podolskij, Mark ; Rosenbaum, Mathieu . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:31-48.

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2012The financial crisis and the changing dynamics of the yield curve. (2012). Bech, Morten L ; Lengwiler, Yvan . In: BIS Papers chapters. RePEc:bis:bisbpc:65-15.

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2012The Financial Crisis and the Changing Dynamics of the Yield Curve. (2012). Lengwiler, Yvan ; Bech, Morten. In: Working papers. RePEc:bsl:wpaper:2012/06.

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2012Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise. (2012). LINTON, OLIVER ; Park, Sujin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp703.

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2012Testing conditional factor models. (2012). Kristensen, Dennis ; Ang, Andrew. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:1:p:132-156.

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2012Jump robust daily covariance estimation by disentangling variance and correlation components. (2012). Croux, Christophe ; Boudt, Kris ; Cornelissen, Jonathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:2993-3005.

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2012Spot Volatility Estimation Using Delta Sequences. (2012). Renò, Roberto ; Mancini, Cecilia ; Mattiussi, Vanessa ; Reno, Roberto . In: DiMaD Working Papers. RePEc:flo:wpaper:2012-10.

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2012Cojumping: Evidence from the US Treasury bond and futures markets. (2012). Dungey, Mardi ; Hvozdyk, Lyudmyla . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:5:p:1563-1575.

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2012Semiparametric estimation of random coefficients in structural economic models. (2012). Nesheim, Lars ; Hoderlein, Stefan ; Simoni, Anna . In: CeMMAP working papers. RePEc:ifs:cemmap:09/12.

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2012An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810.

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2012A triangular treatment effect model with random coefficients in the selection equation. (2012). Hoderlein, Stefan ; Gautier, Eric. In: CeMMAP working papers. RePEc:ifs:cemmap:39/12.

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2012Identifying Distributional Characteristics in Random Coefficients Panel Data Models. (2012). Arellano, Manuel ; Bonhomme, Stephane . In: Review of Economic Studies. RePEc:oup:restud:v:79:y:2012:i:3:p:987-1020.

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2012A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation. (2012). Hoderlein, Stefan ; Gautier, Eric. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:838.

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2012Local Constant and Local Bilinear Multiple-Output Quantile Regression. (2012). Paindaveine, Davy ; Hallin, Marc ; Lu, Zudi ; Siman, Miroslav . In: Working Papers ECARES. RePEc:eca:wpaper:2013/106956.

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2012Estimating VAR-MGARCH models in multiple steps. (2012). Eratalay, Mustafa ; Carnero, M. Angeles ; M. Angeles Carnero Fernandez, . In: Working Papers. Serie AD. RePEc:ivi:wpasad:2012-10.

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2012Testing Causality Between Two Vectors in Multivariate GARCH Models. (2012). Woźniak, Tomasz ; Wozniak, Tomasz . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1139.

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2012Testing Causality Between Two Vectors in Multivariate GARCH Models. (2012). Woźniak, Tomasz ; Wozniak, Tomasz . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/20.

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2012Granger-causal analysis of VARMA-GARCH models. (2012). Woźniak, Tomasz ; Wozniaka, Tomasz . In: Economics Working Papers. RePEc:eui:euiwps:eco2012/19.

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2012Price discovery and volatility spillovers in the European Union emissions trading scheme: A high-frequency analysis. (2012). Rittler, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:774-785.

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2012Re-weighted functional estimation of second-order diffusion processes. (2012). Zhang, Li Xin ; Wang, Yunyan ; Tang, Mingtian . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:8:p:1129-1151.

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2012Impulse responses of antipersistent processes. (2012). Hassler, Uwe. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:454-456.

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2012splm: Spatial Panel Data Models in R. (2012). Piras, Gianfranco ; Millo, Giovanni . In: Journal of Statistical Software. RePEc:jss:jstsof:47:i01.

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2012Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration. (2012). Yu, Jihai ; Lee, Lung-Fei ; de Jong, Robert . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:16-37.

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2012Political uncertainty in a data-rich environment. (2012). Scheffel, Eric. In: MPRA Paper. RePEc:pra:mprapa:37318.

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2012A strategy to reduce the count of moment conditions in panel data GMM. (2012). Bontempi, Maria ; Mammi, Irene . In: MPRA Paper. RePEc:pra:mprapa:40720.

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2012A strategy to reduce the count of moment conditions in panel data GMM. (2012). Bontempi, Maria ; Mammi, I.. In: Working Papers. RePEc:bol:bodewp:wp843.

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2012On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments. (2012). Kao, Chihwa ; Baltagi, Badi ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:143.

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2012A regularization approach to the many instruments problem. (2012). Carrasco, Marine . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:383-398.

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2012Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases. (2012). Aknouche, Abdelhakim . In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:15:y:2012:i:3:p:241-256.

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2012Spline Regression in the Presence of Categorical Predictors. (2012). Yang, Lijian ; Racine, Jeffrey ; Ma, Shujie . In: Department of Economics Working Papers. RePEc:mcm:deptwp:2012-06.

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2012A note on spatial–temporal lattice modeling and maximum likelihood estimation. (2012). Zhang, Xiang ; Zheng, Yanbing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:12:p:2145-2155.

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2012Spatial dependencies in German matching functions. (2012). Lottmann, Franziska . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:1:p:27-41.

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2012Debt, interest rates, and integration of financial markets. (2012). Suriñach, Jordi ; Claeys, Peter ; Suriach, Jordi ; Moreno, Rosina ; Suriñach, Jordi. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:1:p:48-59.

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2012Robust forecast combinations. (2012). Wei, Xiaoqiao ; Yang, Yuhong . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:2:p:224-236.

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2012Gasoline consumption in China: a dynamic panel data analysis. (2012). Li, Raymond ; Leung, Guy ; Guy C. K. Leung, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00145.

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2012The Role of Banks in Monetary Policy Transmission in South Africa. (2012). Mishi, Syden ; Tsegaye, Asrat. In: Working Papers. RePEc:rza:wpaper:295.

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2012The role of reciprocation in social network formation, with an application to blogging. (2012). Giannetti, Caterina ; Gaudeul, Alexia. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2012-031.

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2012On the Distribution of Exchange Rate Regime Treatment Effects on International Trade. (2012). Egger, Peter ; Dorn, Sabrina . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62054.

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2012Partial identification of distributional and quantile treatment effects in difference-in-differences models. (2012). Fan, Yanqin ; Yu, Zhengfei . In: Economics Letters. RePEc:eee:ecolet:v:115:y:2012:i:3:p:511-515.

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2012Confidence intervals for the quantile of treatment effects in randomized experiments. (2012). Park, Sang Soo ; Fan, Yanqin . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:2:p:330-344.

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2012Management Practice in Production. (2012). Triebs, Thomas ; Kumbhakar, Subal. In: Ifo Working Paper Series. RePEc:ces:ifowps:_129.

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2012Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach. (2012). Sun, Kai ; Kumbhakar, Subal ; Dimova, Ralitza ; Bhaumik, Sumon. In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2012-1029.

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2012Does Institutional Quality Affect Firm Performance? Insights from a Semi-Parametric Approach. (2012). Sun, Kai ; Bhaumik, Sumon ; Kumbhakar, Subal C. ; Dimova, Ralitza . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2011-1029.

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2012Does Institutional Quality Affect Firm Performance? Insights from a Semiparametric Approach. (2012). Sun, Kai ; Kumbhakar, Subal ; Dimova, Ralitza ; Bhaumik, Sumon. In: IZA Discussion Papers. RePEc:iza:izadps:dp6351.

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2012Estimation of TFP growth: a semiparametric smooth coefficient approach. (2012). Sun, Kai ; Kumbhakar, Subal. In: Empirical Economics. RePEc:spr:empeco:v:43:y:2012:i:1:p:1-24.

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2012Intersection bounds: estimation and inference. (2012). Rosen, Adam ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:33/12.

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2012Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency. (2012). Sjölander, Pär ; Månsson, Kristofer ; Almasri, Abdullah ; Sjolander, Par ; Mnsson, Kristofer ; Shukur, Ghazi . In: HUI Working Papers. RePEc:hhs:huiwps:0063.

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2012Time varying fractional cointegration. (2012). simwaka, kisu. In: MPRA Paper. RePEc:pra:mprapa:39505.

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2012Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability. (2012). Park, Cheolbeom ; Kim, Chang-Jin. In: Discussion Paper Series. RePEc:iek:wpaper:1205.

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2012Financial Integration from a Time-Varying Cointegration Perspective. (2012). Leon-Gonzalez, Roberto ; Huang, Xianguo ; Yupho, Somrasri . In: GRIPS Discussion Papers. RePEc:ngi:dpaper:12-07.

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2012Testing and estimating time-varying elasticities of Swiss gasoline demand. (2012). Neto, David . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1755-1762.

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2012Unit root vector autoregression with volatility induced stationarity. (2012). Rahbek, Anders ; Nielsen, Heino Bohn. In: Discussion Papers. RePEc:kud:kuiedp:1202.

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2012Optimism bias? The elasticity puzzle in international economics revisited. (2012). Osbat, Chiara ; Corbo, Vesna . In: Working Paper Series. RePEc:ecb:ecbwps:20121482.

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2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Cheng, Xu ; Liao, Zhipeng . In: PIER Working Paper Archive. RePEc:pen:papers:12-045.

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2012The Role of Energy in the Industrial Revolution and Modern Economic Growth. (2012). Stern, David ; Kander, Astrid. In: The Energy Journal. RePEc:aen:journl:33-3-05.

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2012EXPORT RESTRICTIONS AND MULTIPLE SPATIAL PRICE EQUILIBRIA WHEN INTERNATIONAL PRICES SPIKE: EXPORT QUOTAS FOR WHEAT IN UKRAINE. (2012). Gervais, Jean-Philippe ; Qiu, Feng ; Glauben, Thomas ; Gotz, Linde . In: 2012: New Rules of Trade?, December 2012, San Diego, California. RePEc:ags:iat12m:143179.

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2012On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea. (2012). Liew, Venus ; Ling, Tai-Hu ; Chia, Ricky ; Yoon, Gawon . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:326-332.

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2012Instrumental variables estimation and inference in the presence of many exogenous regressors. (2012). Anatolyev, Stanislav. In: Working Papers. RePEc:cfr:cefirw:w0162.

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2012Hahn–Hausman test as a specification test. (2012). Okui, Ryo ; Lee, Yoonseok. In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:133-139.

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2012On the consistency of the LIML estimator of a spatial autoregressive model with many instruments. (2012). Liu, Xiaodong. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:472-475.

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2012ON THE BEHAVIOR OF NONPARAMETRIC DENSITY AND SPECTRAL DENSITY ESTIMATORS AT ZERO POINTS OF THEIR SUPPORT. (2012). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt40g0z0tz.

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2012Testing for rational bubbles in the housing market. (2012). Kivedal, Bjørnar Karlsen. In: Working Paper Series. RePEc:nst:samfok:13312.

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Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Alternative Asymptotics and the Partially Linear Model with Many Regressors. (2012). Newey, Whitney ; Jansson, Michael ; Cattaneo, Matias. In: CREATES Research Papers. RePEc:aah:create:2012-02.

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2012An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810.

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2012Time irreversible copula-based Markov Models. (2012). Beare, Brendan K. ; Seo, Juwon . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt31f8500p.

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2012A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters. (2012). Guggenberger, Patrik . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:901-904.

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2012Regression towards the mode. (2012). Santos Silva, João ; Kemp, Gordon C. R., ; Santos Silva, J. M. C., . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:92-101.

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2012Underidentification?. (2012). Sentana, Enrique ; Hansen, Lars ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:256-280.

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2012Independence Test for High Dimensional Random Vectors. (2012). gao, jassduke ; Pan, G. ; Yang, Y. ; Guo, M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-1.

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2012Nonlinear Regression with Harris Recurrent Markov Chains. (2012). Li, Degui ; GAO, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-14.

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2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Cheng, Xu ; Liao, Zhipeng . In: PIER Working Paper Archive. RePEc:pen:papers:12-045.

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2012Subset hypotheses testing and instrument exclusion in the linear IV regression. (2012). Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:29611.

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2012Identification and estimation of dynamic factor models. (2012). Bai, Jushan ; Wang, Peng . In: MPRA Paper. RePEc:pra:mprapa:38434.

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2012Specification Tests with Weak and Invalid Instruments. (2012). Doko Tchatoka, Firmin ; Doko Tchatoka, Firmin Sabro, . In: MPRA Paper. RePEc:pra:mprapa:40185.

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2012Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:41558.

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2012Forecasting Korean inflation. (2012). Choi, In ; Hwang, Seong Jin . In: Working Papers. RePEc:sgo:wpaper:1202.

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2012A new fluctuation test for constant variances with applications to finance. (2012). Wied, Dominik ; Ziggel, Daniel ; Bissantz, Nicolai ; Arnold, Matthias . In: Metrika. RePEc:spr:metrik:v:75:y:2012:i:8:p:1111-1127.

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Recent citations received in: 2011

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2011Generalized Flat-Top Realized Kernel Estimation of Ex-Post Variation of Asset Prices Contaminated by Noise. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-31.

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2011Wealth mobility and dynamics over entire individual working life cycles. (2011). Ohlsson, Henry ; Hochguertel, Stefan. In: BCL working papers. RePEc:bcl:bclwop:bclwp056.

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2011Marginal Likelihood for Markov-Switching and Change-Point Garch Models. (2011). Rombouts, Jeroen ; Bauwens, Luc ; Dufays, Arnaud . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-72.

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2011Marginal likelihood for Markov-switching and change-point GARCH models. (2011). Rombouts, Jeroen ; Bauwens, Luc ; Dufays, Arnaud ; ROMBOUTS, JEROEN V. K., . In: CORE Discussion Papers. RePEc:cor:louvco:2011013.

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2011State dependence and heterogeneity in health using a bias corrected fixed effects estimator. (2011). Carro, Jesus ; Traferri, Alejandra . In: Economics Working Papers. RePEc:cte:werepe:we1118.

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2011Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals. (2011). Pouzo, Demian ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1650rr.

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2011Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit. (2011). Otsu, Taisuke ; Marmer, Vadim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1724.

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2011Examples of L^2-Complete and Boundedly-Complete Distributions. (2011). Andrews, Donald ; Donald W. K. Andrews, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1801.

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2011Fitting dynamic factor models to non-stationary time series. (2011). Eichler, Michael ; Motta, Giovanni ; von Sachs, Rainer . In: Journal of Econometrics. RePEc:eee:econom:v:163:y:2011:i:1:p:51-70.

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2011A cautionary note on tests for overidentifying restrictions. (2011). Santos Silva, João ; Parente, Paulo ; J. M. C. Santos Silva, ; Paulo M. D. C. Parente, ; J. M. C. Santos Silva, . In: Economics Discussion Papers. RePEc:esx:essedp:699.

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2011Reestablishing the income-democracy nexus. (2011). Spiegel, Mark ; Corvalan, Alejandro ; Benhabib, Jess. In: Working Paper Series. RePEc:fip:fedfwp:2011-09.

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2011Multivariate trend comparisons between autocorrelated climate series with general trend regressors. (2011). Vogelsang, Timothy ; McKitrick, Ross. In: Working Papers. RePEc:gue:guelph:2011-09..

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2011Nonparametric LAD Cointegrating Regression. (2011). Honda, Toshio. In: Global COE Hi-Stat Discussion Paper Series. RePEc:hst:ghsdps:gd11-207.

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2011Nonparametric identification using instrumental variables: sufficient conditions for completeness. (2011). Hu, Yingyao ; Shiu, Ji-Liang . In: CeMMAP working papers. RePEc:ifs:cemmap:25/11.

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2011State Dependence and Heterogeneity in Health Using a Bias Corrected Fixed Effects Estimator. (2011). Carro, Jesus ; Traferri, Alejandra . In: Documentos de Trabajo. RePEc:ioe:doctra:402.

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2011Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness. (2011). Hu, Yingyao ; Shiu, Ji-Liang . In: Economics Working Paper Archive. RePEc:jhu:papers:581.

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2011Nonparametric Identification and Estimation of Transformation Models. (2011). Kristensen, Dennis ; Komunjer, Ivana ; Chiappori, Pierre. In: CAM Working Papers. RePEc:kud:kuieca:2011_01.

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2011Marginal Likelihood for Markov-Switching and Change-Point GARCH Models. (2011). Bauwens, Luc ; Dufays, Arnaud ; Jeroen V. K. Rombouts, . In: Cahiers de recherche. RePEc:lvl:lacicr:1138.

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2011Reestablishing the Income-Democracy Nexus. (2011). Spiegel, Mark ; Corvalan, Alejandro ; Benhabib, Jess. In: NBER Working Papers. RePEc:nbr:nberwo:16832.

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2011Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties. (2011). Ng, Serena ; Gorodnichenko, Yuriy ; Mikusheva, Anna . In: NBER Working Papers. RePEc:nbr:nberwo:17424.

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2011Posterior consistency of nonparametric conditional moment restricted models. (2011). Liao, Yuan ; Jiang, Wenxin . In: MPRA Paper. RePEc:pra:mprapa:38700.

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2011Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects. (2011). Tiwari, Amaresh ; Palm, Franz . In: CREPP Working Papers. RePEc:rpp:wpaper:1113.

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2011Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects. (2011). Sun, Yixiao ; Kim, Min Seong. In: Working Papers. RePEc:rye:wpaper:wp029.

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Recent citations received in: 2010

YearTitleSee
2010Modelling asset correlations during the recent FInancial crisis: A semiparametric approach. (2010). Casas, Isabel ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2010-71.

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2010Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7726.

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2010CONFIDENCE BANDS IN QUANTILE REGRESSION. (2010). Härdle, Wolfgang ; Hrdle, Wolfgang K. ; Song, Song . In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:04:p:1180-1200_99.

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2010Tilted Nonparametric Estimation of Volatility Functions. (2010). Xu, Ke-Li ; Phillips, Peter. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1612.

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2010Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedaticity. (2010). Andrews, Donald ; Donald W. K. Andrews, ; Guggenberger, Patrik . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1665r.

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2010X-Differencing and Dynamic Panel Model Estimation. (2010). Sul, Donggyu ; Phillips, Peter ; Han, Chirok ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1747.

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2010On the Sources of Euro Area Money Demand Stability. A Time-Varying Cointegration Analysis. (2010). Conti, Antonio ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/57649.

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2010Testing regression coefficients after model selection through sign restrictions. (2010). Hassler, Uwe. In: Economics Letters. RePEc:eee:ecolet:v:107:y:2010:i:2:p:220-223.

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2010An improved bootstrap test of stochastic dominance. (2010). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul . In: Journal of Econometrics. RePEc:eee:econom:v:154:y:2010:i:2:p:186-202.

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2010Non-negativity conditions for the hyperbolic GARCH model. (2010). Conrad, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:157:y:2010:i:2:p:441-457.

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2010GMM estimation of social interaction models with centrality. (2010). Liu, Xiaodong ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:1:p:99-115.

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2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity. (2010). Shimotsu, Katsumi ; Okimoto, Tatsuyoshi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:24:y:2010:i:3:p:395-411.

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2010Some recent developments in spatial panel data models. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:40:y:2010:i:5:p:255-271.

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2010Partial Linear Quantile Regression and Bootstrap Confidence Bands. (2010). Härdle, Wolfgang ; Ritov, Yaacov ; Hardle, Wolfgang Karl ; Song, Song . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-002.

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2010The mysteries of the trade: employment effects of urban interindustry spillovers. (2010). Dauth, Wolfgang. In: IAB Discussion Paper. RePEc:iab:iabdpa:201015.

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2010Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures. (2010). Firpo, Sergio. In: IZA Discussion Papers. RePEc:iza:izadps:dp4841.

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2010Dynamic Econometric Testing of Climate Change and of its Causes. (2010). Travaglini, Guido. In: MPRA Paper. RePEc:pra:mprapa:23600.

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2010Confidence sets for some partially identified parameters. (2010). Park, Sang Soo ; Fan, Yanqin . In: MPRA Paper. RePEc:pra:mprapa:37149.

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2010Efficient Estimation of Factor Models. (2010). Choi, In. In: Working Papers. RePEc:sgo:wpaper:0701.

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2010Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06). (2010). Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10450.

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2010.

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Recent citations received in: 2009

YearTitleSee
2009Co-integration Rank Testing under Conditional Heteroskedasticity. (2009). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: CREATES Research Papers. RePEc:aah:create:2009-22.

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2009Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis. (2009). Nielsen, Morten ; Jansson, Michael. In: CREATES Research Papers. RePEc:aah:create:2009-37.

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2009Semiparametric Modelling and Estimation: A Selective Overview. (2009). Kristensen, Dennis. In: CREATES Research Papers. RePEc:aah:create:2009-44.

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2009Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series. (2009). Li, Degui ; GAO, Jiti ; Tjostheim, Dag . In: School of Economics Working Papers. RePEc:adl:wpaper:2009-26.

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2009A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component. (2009). Perron, Pierre ; Kejriwal, Mohitosh. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2009-005.

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2009Dynamic Misspecification in Nonparametric Cointegrating Regression. (2009). Phillips, Peter ; Kasparis, Ioannis ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1700.

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2009Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor. (2009). Su, Liangjun ; Phillips, Peter ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1702.

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2009Detrending Bootstrap Unit Root Tests. (2009). Smeekes, Stephan. In: Research Memoranda. RePEc:dgr:umamet:2009056.

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2009Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models. (2009). Yu, Jun ; JunYu, . In: Microeconomics Working Papers. RePEc:eab:microe:23045.

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2009A Robust Criterion for Determining the Number of Factors in Approximate Factor Models. (2009). Capasso, Marco ; Barigozzi, Matteo ; Alessi, Lucia . In: Working Papers ECARES. RePEc:eca:wpaper:2009_023.

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2009An automatic Portmanteau test for serial correlation. (2009). Lobato, Ignacio ; Escanciano, Juan Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:151:y:2009:i:2:p:140-149.

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2009Sequential conditional correlations: Inference and evaluation. (2009). Palandri, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:153:y:2009:i:2:p:122-132.

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2009Asymmetric effects and long memory in the volatility of Dow Jones stocks. (2009). Scharth, Marcel ; Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:304-327.

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2009On asymptotic theory for multivariate GARCH models. (2009). Hafner, Christian ; PREMINGER, Arie . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:100:y:2009:i:9:p:2044-2054.

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2009Three Cycles: Housing, Credit, and Real Activity. (2009). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz ; Pinheiro, Marcelo . In: IMF Working Papers. RePEc:imf:imfwpa:09/231.

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2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/01.

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2009The impact of the initial condition on robust tests for a linear trend. (2009). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/03.

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2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/05.

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2009Test for cointegration rank in general vector autoregressions. (2009). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0910.

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2009A quarterly Post-World War II Real GDP Series for New Zealand. (2009). McDermott, Christopher ; Hall, Viv. In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2009/12.

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2009Point Decisions for Interval-Identified Parameters. (2009). Song, Kyungchul . In: PIER Working Paper Archive. RePEc:pen:papers:09-036.

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2009Estimating Semiparametric Panel Data Models by Marginal Integration. (2009). Wang, Le ; Qian, Junhui . In: MPRA Paper. RePEc:pra:mprapa:18850.

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2009Regressions with Asymptotically Collinear Regressor. (2009). Mynbaev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:31315.

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2009Exploring the effect of countries’ economic prosperity on their biodiversity performance. (2009). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:32102.

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2009Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration. (2009). Valle e Azevedo, João ; Rodrigues, Paulo ; Rubia, Antonio ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Joao Valle e Azevedo, . In: Working Papers. RePEc:ptu:wpaper:w200902.

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2009Credit Market Shocks and Economic Fluctuations: Evidence from Corporate Bond and Stock Markets. (2009). Zakrajsek, Egon ; Yankov, Vladimir ; Gilchrist, Simon. In: 2009 Meeting Papers. RePEc:red:sed009:514.

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2009Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models. (2009). Yu, Jun. In: Working Papers. RePEc:siu:wpaper:16-2009.

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2009Dynamic Misspecification in Nonparametric Cointegrating Regression. (2009). Phillips, Peter ; Kasparis, Ioannis ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-01-2009.

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2009Econometric Inference in the Vicinity of Unity. (2009). Phillips, Peter ; Peter C. B. Phillips, ; Magdalinos, Tassos . In: Working Papers. RePEc:skb:wpaper:cofie-06-2009.

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2009Dating the Timeline of Financial Bubbles During the Subprime Crisis. (2009). Yu, Jun ; Phillips, Peter ; JunYu, ; Peter C. B. Phillips, . In: Working Papers. RePEc:skb:wpaper:cofie-07-2009.

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2009Bounds on Counterfactual Distributions Under Semi-Monotonicity Constraints. (2009). Boes, Stefan. In: SOI - Working Papers. RePEc:soz:wpaper:0920.

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2009Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors. (2009). Hillier, Grant ; Wang, Xiaoulu ; Kan, Raymond . In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:0918.

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2009Set Identified Linear Models. (2009). Magnac, Thierry ; Maurin, Eric ; Bontemps, Christian. In: TSE Working Papers. RePEc:tse:wpaper:22272.

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2009Contemporaneous-Threshold Smooth Transition GARCH Models. (2009). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias ; Dueker, Michael. In: Department of Economics Working Papers. RePEc:udt:wpecon:2009-06.

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2009Avoiding extinction: equal treatment of the present and the future. (2009). Chichilnisky, Graciela. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:200932.

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2009Hypothesis testing in econometrics. (2009). Wolf, Michael ; Shaikh, Azeem ; Romano, Joseph P.. In: IEW - Working Papers. RePEc:zur:iewwpx:444.

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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.