Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of Business & Economic Statistics / American Statistical Association

[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
19900.080.095454661.221470130100120.220.04
19910.330.0952106910.8663611438020.040.04
19920.160.0950156940.6239610617060.120.04
19930.120.148204990.49127110212040.080.05
19940.290.11572611310.5182298280100.180.05
19950.650.2483093221.043403105680110.230.08
19960.70.24523614371.211511105740110.210.1
19970.980.3464075411.331270100980100.220.11
19980.780.29584656631.43135698760100.170.11
19990.770.34485137681.51131104800240.50.15
200010.42455589461.78541061060160.360.16
20010.840.445561310671.74126293780170.310.17
20020.870.454866112201.852537100870220.460.2
20031.380.475371414992.17341031420190.360.2
20041.580.534075418522.468421011600260.650.22
20051.330.564680019992.5851931240190.410.23
20061.340.554284221542.56695861150431.020.22
20071.570.474388520382.3753881380390.910.19
20082.140.53992424182.62559851820350.90.21
20091.650.514697023192.39550821350350.760.21
20101.610.4741101120202388851370310.760.17
20111.770.5549106025532.41429871540350.710.22
20122.260.67106029692.809020300.26
20133.530.92106033343.1504917300.34
20140.68106015391.450000.24
 
 
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
1995Comparing Predictive Accuracy.. (1995). Mariano, Roberto ; Diebold, Francis. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:3:p:253-63.

Full description at Econpapers || Download paper

1723
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis.. (1992). Zivot, Eric ; Andrews, Donald. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:251-70.

Full description at Econpapers || Download paper

985
2002Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.. (2002). Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:3:p:339-50.

Full description at Econpapers || Download paper

579
2002A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments.. (2002). Yogo, Motohiro ; Wright, Jonathan ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:4:p:518-29.

Full description at Econpapers || Download paper

576
2002Macroeconomic Forecasting Using Diffusion Indexes.. (2002). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:147-62.

Full description at Econpapers || Download paper

473
1989Tests for Unit Roots: A Monte Carlo Investigation.. (1989). Schwert, G.. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:2:p:147-59.

Full description at Econpapers || Download paper

365
1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence.. (1992). Stock, James ; Banerjee, Anindya ; Lumsdaine, Robin L. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:271-87.

Full description at Econpapers || Download paper

341
1994Bayesian Analysis of Stochastic Volatility Models.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:371-89.

Full description at Econpapers || Download paper

327
1985Estimation and Inference in Two-Step Econometric Models.. (1985). topel, robert ; Murphy, Kevin. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:4:p:370-79.

Full description at Econpapers || Download paper

324
1984Production Frontiers and Panel Data.. (1984). Sickles, Robin ; Schmidt, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:2:y:1984:i:4:p:367-74.

Full description at Econpapers || Download paper

322
1992Nonstationarity and Level Shifts with an Application to Purchasing Power Parity.. (1992). Vogelsang, Timothy ; Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:301-20.

Full description at Econpapers || Download paper

308
1990Testing for a Unit Root in a Time Series with a Changing Mean.. (1990). Perron, Pierre. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:153-62.

Full description at Econpapers || Download paper

272
1990Persistence in Variance, Structural Change, and the GARCH Model.. (1990). Lastrapes, William D ; Lamoureux, Christopher G. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:2:p:225-34.

Full description at Econpapers || Download paper

270
1996Evidence on Structural Instability in Macroeconomic Time Series Relations.. (1996). Watson, Mark ; Stock, James. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:1:p:11-30.

Full description at Econpapers || Download paper

265
1992Tests for Parameter Instability in Regressions with I(1) Processes.. (1992). Hansen, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:321-35.

Full description at Econpapers || Download paper

265
2002Regime Switches in Interest Rates.. (2002). Bekaert, Geert ; Ang, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82.

Full description at Econpapers || Download paper

254
1993Testing for Common Features.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:369-80.

Full description at Econpapers || Download paper

252
1996Finite-Sample Properties of Some Alternative GMM Estimators.. (1996). Yaron, Amir ; Hansen, Lars ; Heaton, John . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:262-80.

Full description at Econpapers || Download paper

250
1997When Do Long-Run Identifying Restrictions Give Reliable Results?. (1997). Leeper, Eric ; Faust, Jon. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:15:y:1997:i:3:p:345-53.

Full description at Econpapers || Download paper

239
1995Estimation of Common Long-Memory Components in Cointegrated Systems.. (1995). Granger, Clive ; Gonzalo, Jesus. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:1:p:27-35.

Full description at Econpapers || Download paper

233
1993Testing for Common Features: Reply.. (1993). Kozicki, Sharon ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:4:p:393-95.

Full description at Econpapers || Download paper

231
2006Realized Variance and Market Microstructure Noise. (2006). Lunde, Asger ; Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:24:y:2006:p:127-161.

Full description at Econpapers || Download paper

229
1998Tests for Forecast Encompassing.. (1998). Leybourne, Stephen ; Harvey, David I ; Newbold, Paul . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:2:p:254-59.

Full description at Econpapers || Download paper

229
1989The Message in Daily Exchange Rates: A Conditional-Variance Tale.. (1989). Bollerslev, Tim ; Baillie, Richard. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:7:y:1989:i:3:p:297-305.

Full description at Econpapers || Download paper

219
2004CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (2004). Manganelli, Simone ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:22:y:2004:p:367-381.

Full description at Econpapers || Download paper

217
2001Cointegration and Threshold Adjustment.. (2001). Siklos, Pierre ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:2:p:166-76.

Full description at Econpapers || Download paper

216
1995Natural and Quasi-experiments in Economics.. (1995). Meyer, Bruce. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:13:y:1995:i:2:p:151-61.

Full description at Econpapers || Download paper

214
1990Permanent Income, Current Income, and Consumption.. (1990). Mankiw, N. Gregory ; Campbell, John. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:8:y:1990:i:3:p:265-79.

Full description at Econpapers || Download paper

206
2005A Test for Superior Predictive Ability. (2005). Hansen, Peter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:23:y:2005:p:365-380.

Full description at Econpapers || Download paper

201
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.. (1998). Granger, Clive ; Enders, Walter. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:16:y:1998:i:3:p:304-11.

Full description at Econpapers || Download paper

199
1994Testing for a Unit Root in Time Series with Pretest Data-Based Model Selection.. (1994). Hall, Alastair. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:461-70.

Full description at Econpapers || Download paper

189
1994Business-Cycle Phases and Their Transitional Dynamics.. (1994). Filardo, Andrew J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:299-308.

Full description at Econpapers || Download paper

185
1994Estimating Potential Output as a Latent Variable.. (1994). Kuttner, Kenneth. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:3:p:361-68.

Full description at Econpapers || Download paper

184
1999Earnings and Employment Effects of Continuous Off-the-Job Training in East Germany after Unification.. (1999). Lechner, Michael. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:74-90.

Full description at Econpapers || Download paper

174
1992Searching for a Break in GNP.. (1992). Christiano, Lawrence. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:3:p:237-50.

Full description at Econpapers || Download paper

173
1996Small-Sample Bias in GMM Estimation of Covariance Structures.. (1996). Altonji, Joseph ; Segal, Lewis M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:14:y:1996:i:3:p:353-66.

Full description at Econpapers || Download paper

172
1994Approximately Median-Unbiased Estimation of Autoregressive Models.. (1994). Andrews, Donald ; Chen, Hong-Yuan. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:2:p:187-204.

Full description at Econpapers || Download paper

171
1991A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms.. (1991). Kumbhakar, Subal ; Ghosh, Soumendra ; McGuckin, Thomas J. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:3:p:279-86.

Full description at Econpapers || Download paper

168
1992A Simple Nonparametric Test of Predictive Performance.. (1992). Timmermann, Allan ; Pesaran, M. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:10:y:1992:i:4:p:561-65.

Full description at Econpapers || Download paper

168
1985Business Location Decisions in the United States: Estimates of the Effects of Unionization, Taxes, and Other Characteristics of States.. (1985). Bartik, Timothy. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:1:p:14-22.

Full description at Econpapers || Download paper

165
1985Trends and Cycles in Macroeconomic Time Series.. (1985). Harvey, Andrew. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:3:y:1985:i:3:p:216-27.

Full description at Econpapers || Download paper

165
1993A Fractional Cointegration Analysis of Purchasing Power Parity.. (1993). Cheung, Yin-Wong ; Lai, Kon S. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:11:y:1993:i:1:p:103-12.

Full description at Econpapers || Download paper

163
1994Bayesian Analysis of Stochastic Volatility Models: Comments: Reply.. (1994). Rossi, Peter ; Polson, Nicholas G ; Jacquier, Eric. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:12:y:1994:i:4:p:413-17.

Full description at Econpapers || Download paper

162
2001Testing Density Forecasts, with Applications to Risk Management.. (2001). Berkowitz, Jeremy . In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:4:p:465-74.

Full description at Econpapers || Download paper

160
1999Humps and Bumps in Lifetime Consumption.. (1999). Attanasio, Orazio. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:22-35.

Full description at Econpapers || Download paper

158
1999Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data.. (1999). Arellano, Manuel ; Alonso-Borrego, César. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:17:y:1999:i:1:p:36-49.

Full description at Econpapers || Download paper

157
1986Forecasting with Bayesian Vector Autoregressions-Five Years of Experience.. (1986). Litterman, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:4:y:1986:i:1:p:25-38.

Full description at Econpapers || Download paper

154
1987Vector Autoregressions and Reality.. (1987). Runkle, David E. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:5:y:1987:i:4:p:437-42.

Full description at Econpapers || Download paper

153
2001Estimations of Limited Dependent Variable Models with Dummy Endogenous Regressors: Simple Strategies for Empirical Practice.. (2001). Angrist, Joshua. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:19:y:2001:i:1:p:2-16.

Full description at Econpapers || Download paper

149
1991Semiparametric ARCH Models.. (1991). Gonzalez-Rivera, Gloria ; Engle, Robert. In: Journal of Business & Economic Statistics. RePEc:bes:jnlbes:v:9:y:1991:i:4:p:345-59.

Full description at Econpapers || Download paper

137

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Parametric Inference and Dynamic State Recovery from Option Panels. (2011). Andersen, Torben ; Fusari, Nicola ; Todorov, Viktor . In: CREATES Research Papers. RePEc:aah:create:2012-11.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Estimating and Testing Multiple Structural Changes in Linear Models Using Band Spectral Regressions. (2011). Yamamoto, Yohei ; Perron, Pierre. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-049.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Can the Fed talk the hind legs off the stock market?. (2011). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, Sylvester C W, . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8450.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Structural Vector Autoregressions. (2011). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8515.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012). (2011). Raes, Louis ; Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Raes, L. B. D., . In: Discussion Paper. RePEc:dgr:kubcen:2011072.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails. (2011). Lucas, Andre ; Zhang, Xin ; Koopman, Siem Jan ; Creal, Drew . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011078.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Effect of Subsidized Employment on Happiness. (2011). Crost, Benjamin . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp384.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Optimal Forecasts in the Presence of Structural Breaks. (2011). Pesaran, M ; Pick, Andreas ; Pranovich, Mikhail . In: DNB Working Papers. RePEc:dnb:dnbwpp:327.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Using panel data to partially identify HIV prevalence When HIV status is not missing at random. (2011). Peracchi, Franco ; arpino, bruno ; De Cao, Elisabetta . In: Working Papers. RePEc:don:donwpa:048.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Advances in Forecasting Under Instability. (2011). Rossi, Barbara. In: Working Papers. RePEc:duk:dukeec:11-20.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Brownian motion vs. pure-jump processes for individual stocks. (2011). Sévi, Benoît ; Svi, Benot ; Baena, Csar . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00669.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Regional and sectoral dynamics of the Dutch staffing labor cycle. (2011). Reijer, Ard ; den Reijer, Ard H. J., . In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:1826-1837.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Distributional impacts of a local living wage increase with ability sorting. (2011). Ahn, Tom. In: Economics Letters. RePEc:eee:ecolet:v:112:y:2011:i:3:p:283-286.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Realized Laplace transforms for estimation of jump diffusive volatility models. (2011). Tauchen, George ; Todorov, Viktor ; Grynkiv, Iaryna . In: Journal of Econometrics. RePEc:eee:econom:v:164:y:2011:i:2:p:367-381.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Does high involvement management lead to higher pay?. (2011). Ilmakunnas, Pekka ; Bryson, Alex ; Böckerman, Petri ; Bockerman, Petri . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:38575.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Using panel data to partially identify HIV prevalence when HIV status is not missing at random. (2011). Peracchi, Franco ; arpino, bruno ; De Cao, Elisabetta . In: EIEF Working Papers Series. RePEc:eie:wpaper:1113.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range. (2011). McAleer, Michael ; Chen, Cathy W. S. ; Chen, C. W. S., ; Hwang, B. B. K., ; Gerlach, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:23795.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Testing for Heterogeneous Treatment Effects in Experimental Data: False Discovery Risks and Correction Procedures. (2011). Vollmer, Sebastian ; Fink, Gunther ; McConnell, Margaret . In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-477.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis. (2011). Pepper, John ; Kreider, Brent ; Gundersen, Craig . In: Staff General Research Papers. RePEc:isu:genres:32719.

Full description at Econpapers || Download paper

[Citation Analysis]
2011So you want to run an experiment, now what? Some simple rules of thumb for optimal experimental design. (2011). Wagner, Mathis ; list, john ; Sadoff, Sally . In: Experimental Economics. RePEc:kap:expeco:v:14:y:2011:i:4:p:439-457.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Forecasting Contemporaneous Aggregates with Stochastic Aggregation Weights. (2011). Lütkepohl, Helmut ; Brüggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1123.

Full description at Econpapers || Download paper

[Citation Analysis]
2011The Costs of Free Entry: An Empirical Study of Real Estate Agents in Greater Boston. (2011). Pathak, Parag ; Barwick, Panle. In: NBER Working Papers. RePEc:nbr:nberwo:17227.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Labor Reallocation in Response to Trade Reform. (2011). Muendler, Marc-Andreas ; Menezes-Filho, Naercio. In: NBER Working Papers. RePEc:nbr:nberwo:17372.

Full description at Econpapers || Download paper

[Citation Analysis]
2011An Empirical Model of Industry Dynamics with Common Uncertainty and Learning from the Actions of Competitors. (2011). Yang, Nathan. In: Working Papers. RePEc:net:wpaper:1116.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Conditional jumps in volatility and their economic determinants. (2011). Santucci de Magistris, Paolo ; Rossi, Eduardo ; Caporin, Massimiliano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0138.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Does high involvement management lead to higher pay?. (2011). Ilmakunnas, Pekka ; Bryson, Alex ; Böckerman, Petri ; Bockerman, Petri . In: MPRA Paper. RePEc:pra:mprapa:28711.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter . In: MPRA Paper. RePEc:pra:mprapa:30507.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Patterns in U.S. urban growth (1790–2000). (2011). Lanaspa, Luis ; González-Val, Rafael ; Gonzalez-Val, Rafael . In: MPRA Paper. RePEc:pra:mprapa:31006.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility. (2011). Yu, Jun ; Fulop, Andras ; Li, Junye . In: Working Papers. RePEc:skb:wpaper:cofie-10-2011.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. (2011). Taylor, Robert ; Smeekes, Stephan ; Phillips, Peter ; Cavaliere, Giuseppe ; Taylor A. M. Robert, ; Phillips Peter C. B., . In: Research Memorandum. RePEc:unm:umamet:2011056.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A dynamic copula approach to recovering the index implied volatility skew. (2011). Fengler, Matthias ; Herwartz, Helmut ; Werner, Christian . In: University of St. Gallen Department of Economics working paper series 2010. RePEc:usg:dp2010:2010-33.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Forecasting correlations during the late-2000s financial crisis: short-run component, long-run component, and structural breaks. (2011). Audrino, Francesco. In: Economics Working Paper Series. RePEc:usg:econwp:2011:12.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Efficient high-dimensional importance sampling in mixture frameworks. (2011). Kleppe, Tore ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201111.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Early life conditions and financial risk-taking in older age. (2011). Dobrescu, Loretti ; Christelis, Dimitris ; Motta, Alberto . In: CFS Working Paper Series. RePEc:zbw:cfswop:201128.

Full description at Econpapers || Download paper

[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.