Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!
Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Econometrics Journal / Royal Economic Society

null

Impact Factor

2.95

5-Years IF

36

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.090100 (%)0.04
19930.10100 (%)0.05
19940.110100 (%)0.05
19950.190100 (%)0.07
19960.23000 (%)0.09
19970.270200 (%)0.09
19980.27171760.3522300 (%)40.240.1
19990.710.310.711835170.49718171217121 (%)30.170.13
20000.690.390.691348320.6785435243524 (%)30.230.15
20011.320.411.12169791.14415314148531 (%)40.190.16
20021.470.431.326951081.14398345069901 (%)70.270.19
20030.790.451.36221171531.31569473795129 (%)80.360.19
20041.210.511.9291462351.618304858100190 (%)190.660.21
20051.610.541.62251712721.593525182111180 (%)60.240.22
20061.240.521.41231943161.631835467123173 (%)30.130.21
20070.770.451.35292233331.492404837125169 (%)70.240.18
20080.830.481.78322554601.82565243128228 (%)100.310.2
20090.80.481.17372924021.384076149138162 (%)220.590.19
20100.780.440.94173094021.31996954146137 (%)40.240.16
20111.020.530.93273364731.413905455138128 (%)120.440.21
20122.160.581.773366832.034495142251 (%)0.22
20133.930.712.273367232.1527106113257 (%)0.25
20140.812.953367442.21081239 (%)0.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2000Testing for stationarity in heterogeneous panel data. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

500
1999Some tests for parameter constancy in cointegrated VAR-models. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

249
2003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

192
2005Breaking the panels: An application to the GDP per capita. (2005). Barrio-Castro, Tomas del ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

182
2000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

171
2001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lothgren, Mickael ; Larsson, Rolf . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

157
1999Statistical algorithms for models in state space using SsfPack 2.2. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

Full description at Econpapers || Download paper

156
2004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Banerjee, Anindya . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

147
1999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

Full description at Econpapers || Download paper

137
2003Critical values for multiple structural change tests. (2003). . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

116
2011A simple approach to quantile regression for panel data. (2011). . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

113
2004Pooling of forecasts. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

Full description at Econpapers || Download paper

111
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Hausman, Jerry . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

Full description at Econpapers || Download paper

97
2011Weak and strong cross‐section dependence and estimation of large panels. (2011). Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

Full description at Econpapers || Download paper

90
2004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

90
2002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

Full description at Econpapers || Download paper

87
2002Distributions of error correction tests for cointegration. (2002). . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

Full description at Econpapers || Download paper

85
2010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

Full description at Econpapers || Download paper

75
2009Realized kernels in practice: trades and quotes. (2009). Lunde, A. ; Hansen, Reinhard P. ; Barndorff-Nielsen, O. E. ; Shephard, N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

Full description at Econpapers || Download paper

72
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). . In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75.

Full description at Econpapers || Download paper

68
2008A bias-adjusted LM test of error cross-section independence. (2008). . In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

60
2000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

Full description at Econpapers || Download paper

56
2001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

Full description at Econpapers || Download paper

55
1998Bayesian inference on GARCH models using the Gibbs sampler. (1998). . In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46.

Full description at Econpapers || Download paper

53
2004Forecasting in dynamic factor models using Bayesian model averaging. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

Full description at Econpapers || Download paper

49
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219.

Full description at Econpapers || Download paper

49
1999Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91.

Full description at Econpapers || Download paper

48
2002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van GARDEREN, Kees Jan ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

Full description at Econpapers || Download paper

47
2010Specification and estimation of social interaction models with network structures. (2010). Lee, Lung-Fei ; Lin, XU ; Liu, Xiaodong . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

Full description at Econpapers || Download paper

44
2004Testing linearity in cointegrating smooth transition regressions. (2004). Choi, In ; Saikkonen, Pentti . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365.

Full description at Econpapers || Download paper

43
2000BUGS for a Bayesian analysis of stochastic volatility models. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

Full description at Econpapers || Download paper

42
2000Signal extraction and the formulation of unobserved components models. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107.

Full description at Econpapers || Download paper

41
2003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

Full description at Econpapers || Download paper

39
1999Inference for Lorenz curve orderings. (1999). Forcina, Antonio ; Dardanoni, Valentino . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75.

Full description at Econpapers || Download paper

38
2004Oil prices and exchange rates: Norwegian evidence. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

Full description at Econpapers || Download paper

37
2009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

Full description at Econpapers || Download paper

37
2007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

Full description at Econpapers || Download paper

36
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Saikkonen, Pentti . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

Full description at Econpapers || Download paper

36
2003A full-factor multivariate GARCH model. (2003). Politis, D. N. ; Dellaportas, P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334.

Full description at Econpapers || Download paper

35
2009Two-step series estimation of sample selection models. (2009). Newey, Whitney K.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

Full description at Econpapers || Download paper

35
2003Tests for a change in persistence against the null of difference-stationarity. (2003). Newbold, Paul ; Smith, Vanessa . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311.

Full description at Econpapers || Download paper

35
2004Cointegration analysis in the presence of outliers. (2004). Nielsen, Heino Bohn . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:249-271.

Full description at Econpapers || Download paper

34
1998Simulation-based finite sample normality tests in linear regressions. (1998). . In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c154-c173.

Full description at Econpapers || Download paper

32
2011Short‐term forecasts of euro area GDP growth. (2011). Runstler, Gerhard ; Reichlin, Lucrezia ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

Full description at Econpapers || Download paper

32
2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

Full description at Econpapers || Download paper

31
2006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). . In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

Full description at Econpapers || Download paper

31
1999Simulated maximum likelihood estimation of multivariate mixed-Poisson regression models, with application. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:29-48.

Full description at Econpapers || Download paper

30
2003Econometric inflation targeting. (2003). Nymoen, Ragnar . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:430-461.

Full description at Econpapers || Download paper

30
2001Forecasting with difference-stationary and trend-stationary models. (2001). . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s1-s19.

Full description at Econpapers || Download paper

29
2011The Hausman test in a Cliff and Ord panel model. (2011). Mutl, Jan ; Pfaffermayr, Michael . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

Full description at Econpapers || Download paper

29

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2000Testing for stationarity in heterogeneous panel data. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

166
2011A simple approach to quantile regression for panel data. (2011). . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

98
2011Weak and strong cross‐section dependence and estimation of large panels. (2011). Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

Full description at Econpapers || Download paper

75
2005Breaking the panels: An application to the GDP per capita. (2005). Barrio-Castro, Tomas del ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

64
2010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

Full description at Econpapers || Download paper

61
1999Some tests for parameter constancy in cointegrated VAR-models. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

55
2003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

50
2004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Banerjee, Anindya . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

47
2008A bias-adjusted LM test of error cross-section independence. (2008). . In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

45
2004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

44
2009Realized kernels in practice: trades and quotes. (2009). Lunde, A. ; Hansen, Reinhard P. ; Barndorff-Nielsen, O. E. ; Shephard, N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

Full description at Econpapers || Download paper

42
2000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

38
2001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lothgren, Mickael ; Larsson, Rolf . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

38
2010Specification and estimation of social interaction models with network structures. (2010). Lee, Lung-Fei ; Lin, XU ; Liu, Xiaodong . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

Full description at Econpapers || Download paper

36
2003Critical values for multiple structural change tests. (2003). . In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

35
2004Pooling of forecasts. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

Full description at Econpapers || Download paper

26
2011Short‐term forecasts of euro area GDP growth. (2011). Runstler, Gerhard ; Reichlin, Lucrezia ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

Full description at Econpapers || Download paper

25
2002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

Full description at Econpapers || Download paper

25
2009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

Full description at Econpapers || Download paper

24
2004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Hausman, Jerry . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

Full description at Econpapers || Download paper

23
2011The Hausman test in a Cliff and Ord panel model. (2011). Mutl, Jan ; Pfaffermayr, Michael . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

Full description at Econpapers || Download paper

22
2007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

Full description at Econpapers || Download paper

21
1998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). . In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75.

Full description at Econpapers || Download paper

18
1999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

Full description at Econpapers || Download paper

17
2004Oil prices and exchange rates: Norwegian evidence. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

Full description at Econpapers || Download paper

17
2000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

Full description at Econpapers || Download paper

16
2004Forecasting in dynamic factor models using Bayesian model averaging. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

Full description at Econpapers || Download paper

16
2009Two-step series estimation of sample selection models. (2009). Newey, Whitney K.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

Full description at Econpapers || Download paper

16
2010Theory and inference for a Markov switching GARCH model. (2010). Preminger, Arie ; BAUWENS, Luc ; Jeroen V. K. Rombouts, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244.

Full description at Econpapers || Download paper

16
2004Testing linearity in cointegrating smooth transition regressions. (2004). Choi, In ; Saikkonen, Pentti . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365.

Full description at Econpapers || Download paper

15
2011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Frederiksen, Per . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:77-120.

Full description at Econpapers || Download paper

15
1999Statistical algorithms for models in state space using SsfPack 2.2. (1999). . In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

Full description at Econpapers || Download paper

14
2002Distributions of error correction tests for cointegration. (2002). . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

Full description at Econpapers || Download paper

14
2002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van GARDEREN, Kees Jan ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

Full description at Econpapers || Download paper

14
2006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). . In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

Full description at Econpapers || Download paper

14
2011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24.

Full description at Econpapers || Download paper

14
2001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Saikkonen, Pentti . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

Full description at Econpapers || Download paper

14
2009Multivariate stochastic volatility, leverage and news impact surfaces. (2009). . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:2:p:292-309.

Full description at Econpapers || Download paper

14
2011Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Li, Hua ; Bai, Zhidong ; Wong, Wing Keung ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303.

Full description at Econpapers || Download paper

13
2004Two-stage quantile regression when the first stage is based on quantile regression. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231.

Full description at Econpapers || Download paper

13
2000BUGS for a Bayesian analysis of stochastic volatility models. (2000). . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

Full description at Econpapers || Download paper

12
2008A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, G.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395.

Full description at Econpapers || Download paper

12
2003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

Full description at Econpapers || Download paper

12
2008Representation theorem for convex nonparametric least squares. (2008). . In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325.

Full description at Econpapers || Download paper

12
2008Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects. (2008). . In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:80-104.

Full description at Econpapers || Download paper

11
2001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). . In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

Full description at Econpapers || Download paper

11
2004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). . In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

Full description at Econpapers || Download paper

11
2003A full-factor multivariate GARCH model. (2003). Politis, D. N. ; Dellaportas, P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334.

Full description at Econpapers || Download paper

10
2009Identification of peer effects using group size variation. (2009). Davezies, Laurent ; D'Haultfoeuille, Xavier . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:397-413.

Full description at Econpapers || Download paper

10
2011Non‐parametric time‐varying coefficient panel data models with fixed effects. (2011). Li, Degui ; Gao, Jiti ; Chen, Jia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408.

Full description at Econpapers || Download paper

10

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

Cites in year: CiY

Recent citations received in: 2011

[Click on heading to sort table]

YearTitleSee
2011Testing for Panel Cointegration Using Common Correlated Effects. (2011). Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:11-16.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Nowcasting GDP in real-time: A density combination approach. (2011). Jore, Anne Sofie ; Aastveit, Knut Are ; Gerdrup, Karsten R.. In: Working Paper. RePEc:bno:worpap:2011_11.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Who Suffers the Penalty? A Panel Data Analysis of Earnings Gaps in Vietnam. (2011). Roubaud, Franois ; Nguyen, Huu Chi . In: Working Papers. RePEc:dia:wpaper:dt201115.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal. (2011). de Castro, Eduardo Anselmo ; Marques, Joo Loureno . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:253.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Estimation of the Spatial Weights Matrix under Structural Constraints. (2011). Jensen-Butler, Chris . In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:254.

Full description at Econpapers || Download paper

[Citation Analysis]
2011GMM estimation of spatial panels with fixed effects and unknown heteroskedasticity. (2011). Tosetti, E. ; Moscone, F.. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:41:y:2011:i:5:p:487-497.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Political Mergers as Coalition Formation. (2011). Weese, Eric . In: Working Papers. RePEc:egc:wpaper:997.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Aggregation in large dynamic panels. (2011). Chudik, Alexander ; Pesaran, Hashem M.. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:101.

Full description at Econpapers || Download paper

[Citation Analysis]
2011How have global shocks impacted the real effective exchange rates of individual Euro area countries since the Euros creation?. (2011). Chudik, Alexander ; Bussiere, Matthieu ; Mehl, Arnaud . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:102.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Fung, Eric S. ; Wong, Wing-Keung ; Siu, Tak-Kuen ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Factor models. (2011). Choi, In ; Breitung, Jorg . In: Working Papers. RePEc:sgo:wpaper:1121.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Who Suffers the Penalty? A Panel Data Analysis of Earnings Gaps in Vietnam. (2011). Nordman, Christophe J. ; Nguyen, Huu Chi ; Roubaud, Franois . In: Proceedings of the German Development Economics Conference, Berlin 2011. RePEc:zbw:gdec11:60.

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.