Citations ranking for series: Journal of Econometrics / Elsevier

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providing citation data for Economics since 2001

Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of Econometrics / Elsevier

1.91

Impact Factor

2.3

5-Years IF

148

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
1990	0.15	0.09	0.25	83	83	188	2.27	4193	127	19	334	83	191 (4.6%)	3	0.04	0.03
1991	0.28	0.09	0.36	71	154	287	1.86	1611	148	42	326	116	147 (9.1%)	10	0.14	0.04
1992	0.2	0.09	0.2	66	220	280	1.27	5616	154	31	344	69	215 (3.8%)	14	0.21	0.04
1993	0.23	0.1	0.24	97	317	297	0.94	2465	137	32	347	83	205 (8.3%)	11	0.11	0.05
1994	0.39	0.11	0.29	83	400	433	1.08	3811	163	63	382	111	222 (5.8%)	17	0.2	0.05
1995	0.58	0.19	0.82	83	483	1084	2.24	7569	180	105	400	327	207 (2.7%)	24	0.29	0.07
1996	0.66	0.23	0.86	103	586	1349	2.3	5945	166	109	400	344	320 (5.4%)	47	0.46	0.09
1997	0.73	0.27	1.06	107	693	1617	2.33	3854	186	135	432	456	253 (6.6%)	35	0.33	0.09
1998	0.87	0.27	1.03	111	804	1862	2.32	6928	210	182	473	489	221 (3.2%)	27	0.24	0.1
1999	0.75	0.31	1.09	53	857	2127	2.48	3081	218	163	487	531	174 (5.6%)	22	0.42	0.13
2000	1.37	0.39	1.68	85	942	2882	3.06	2822	164	225	457	768	223 (7.9%)	44	0.52	0.15
2001	1.41	0.41	1.7	91	1033	3314	3.21	3458	138	194	459	782	263 (7.6%)	52	0.57	0.16
2002	1.3	0.43	1.77	97	1130	3693	3.27	4825	176	228	447	789	247 (5.1%)	90	0.93	0.19
2003	1.86	0.45	2.02	95	1225	4713	3.85	5716	188	349	437	881	208 (3.6%)	119	1.25	0.19
2004	2.42	0.51	2.39	90	1315	5417	4.12	3137	192	465	421	1005	167 (5.3%)	98	1.09	0.21
2005	2.51	0.54	2.63	83	1398	6051	4.33	3552	185	465	458	1205	151 (4.3%)	121	1.46	0.22
2006	2.36	0.52	3.04	130	1528	6852	4.48	4347	173	408	456	1385	234 (5.4%)	175	1.35	0.21
2007	2.37	0.45	2.94	187	1715	6361	3.71	4806	213	504	495	1454	346 (7.2%)	180	0.96	0.18
2008	2.67	0.48	3.26	168	1883	8052	4.28	3555	317	847	585	1906	200 (5.6%)	154	0.92	0.2
2009	2.14	0.48	2.64	104	1987	8397	4.23	1443	355	760	658	1734	126 (8.7%)	77	0.74	0.19
2010	1.64	0.44	2.38	145	2132	7778	3.65	1925	272	447	672	1599	155 (8.1%)	129	0.89	0.16
2011	1.82	0.53	2.69	146	2278	9884	4.34	1730	249	454	734	1971	118 (6.8%)	169	1.16	0.21
2012	2.14	0.58	2.77	167	2445	11380	4.65	927	291	623	750	2074	97 (10.5%)	99	0.59	0.22
2013	1.77	0.71	2.44	95	2540	11245	4.43	605	313	554	730	1778	43 (7.1%)	107	1.13	0.25
2014	1.91	0.81	2.3	145	2685	11317	4.21	325	262	501	657	1510	31 (9.5%)	122	0.84	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]

Year	Title	Cited
1998	Initial conditions and moment restrictions in dynamic panel data models. (1998). Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143. Full description at Econpapers \|\| Download paper	4053
1986	Generalized autoregressive conditional heteroskedasticity. (1986). . In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327. Full description at Econpapers \|\| Download paper	3850
1995	Another look at the instrumental variable estimation of error-components models. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51. Full description at Econpapers \|\| Download paper	3031
2003	Testing for unit roots in heterogeneous panels. (2003). Im, Kyung So, ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74. Full description at Econpapers \|\| Download paper	2408
1992	Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). Kwiatkowski, Denis ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178. Full description at Econpapers \|\| Download paper	2272
2002	Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24. Full description at Econpapers \|\| Download paper	1892
1977	Formulation and estimation of stochastic frontier production function models. (1977). Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37. Full description at Econpapers \|\| Download paper	1786
1995	Estimating long-run relationships from dynamic heterogeneous panels. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113. Full description at Econpapers \|\| Download paper	1077
1974	Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120. Full description at Econpapers \|\| Download paper	1062
1992	ARCH modeling in finance : A review of the theory and empirical evidence. (1992). KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59. Full description at Econpapers \|\| Download paper	1037
2005	A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). . In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51. Full description at Econpapers \|\| Download paper	976
1996	Impulse response analysis in nonlinear multivariate models. (1996). . In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147. Full description at Econpapers \|\| Download paper	911
1982	On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238. Full description at Econpapers \|\| Download paper	751
1995	Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; YAMAMOTO, Taku . In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250. Full description at Econpapers \|\| Download paper	715
1982	Formulation and estimation of dynamic models using panel data. (1982). Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82. Full description at Econpapers \|\| Download paper	685
1986	Random group effects and the precision of regression estimates. (1986). . In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397. Full description at Econpapers \|\| Download paper	650
1981	Panel data and unobservable individual effects. (1981). Hausman, Jerry A. ; TAYLOR, William E.. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155. Full description at Econpapers \|\| Download paper	618
1999	Spurious regression and residual-based tests for cointegration in panel data. (1999). . In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44. Full description at Econpapers \|\| Download paper	603
1976	Exact and superlative index numbers. (1976). . In: Journal of Econometrics. RePEc:eee:econom:v:4:y:1976:i:2:p:115-145. Full description at Econpapers \|\| Download paper	595
1996	Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30. Full description at Econpapers \|\| Download paper	581
2005	Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra E.. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353. Full description at Econpapers \|\| Download paper	578
1996	Residual-based tests for cointegration in models with regime shifts. (1996). . In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126. Full description at Econpapers \|\| Download paper	574
1988	Some recent development in a concept of causality. (1988). . In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211. Full description at Econpapers \|\| Download paper	546
1986	Errors in variables in panel data. (1986). Hausman, Jerry A.. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118. Full description at Econpapers \|\| Download paper	536
1997	Further evidence on breaking trend functions in macroeconomic variables. (1997). . In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385. Full description at Econpapers \|\| Download paper	529
1995	On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78. Full description at Econpapers \|\| Download paper	514
1992	Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK. (1992). . In: Journal of Econometrics. RePEc:eee:econom:v:53:y:1992:i:1-3:p:211-244. Full description at Econpapers \|\| Download paper	511
2008	Regression discontinuity designs: A guide to practice. (2008). Imbens, Guido W.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635. Full description at Econpapers \|\| Download paper	509
1988	Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366. Full description at Econpapers \|\| Download paper	506
2003	What is an oil shock?. (2003). . In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398. Full description at Econpapers \|\| Download paper	498
1990	Analysis of time series subject to changes in regime. (1990). . In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70. Full description at Econpapers \|\| Download paper	480
1994	Autoregressive conditional heteroskedasticity and changes in regime. (1994). Susmel, Raul . In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333. Full description at Econpapers \|\| Download paper	474
1994	On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael R.. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21. Full description at Econpapers \|\| Download paper	470
1986	Understanding spurious regressions in econometrics. (1986). . In: Journal of Econometrics. RePEc:eee:econom:v:33:y:1986:i:3:p:311-340. Full description at Econpapers \|\| Download paper	466
1987	Forecasting and testing in co-integrated systems. (1987). Yoo, Byung Sam. In: Journal of Econometrics. RePEc:eee:econom:v:35:y:1987:i:1:p:143-159. Full description at Econpapers \|\| Download paper	461
1996	Long memory processes and fractional integration in econometrics. (1996). . In: Journal of Econometrics. RePEc:eee:econom:v:73:y:1996:i:1:p:5-59. Full description at Econpapers \|\| Download paper	455
1981	Some properties of time series data and their use in econometric model specification. (1981). . In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:121-130. Full description at Econpapers \|\| Download paper	450
1980	Long memory relationships and the aggregation of dynamic models. (1980). . In: Journal of Econometrics. RePEc:eee:econom:v:14:y:1980:i:2:p:227-238. Full description at Econpapers \|\| Download paper	432
2007	Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul W.. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64. Full description at Econpapers \|\| Download paper	421
1994	Five alternative methods of estimating long-run equilibrium relationships. (1994). . In: Journal of Econometrics. RePEc:eee:econom:v:60:y:1994:i:1-2:p:203-233. Full description at Econpapers \|\| Download paper	407
1990	Seasonal integration and cointegration. (1990). YOO, B. S.. In: Journal of Econometrics. RePEc:eee:econom:v:44:y:1990:i:1-2:p:215-238. Full description at Econpapers \|\| Download paper	407
2003	Testing for a unit root in the nonlinear STAR framework. (2003). Kapetanios, George ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379. Full description at Econpapers \|\| Download paper	404
2008	Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714. Full description at Econpapers \|\| Download paper	393
2006	Generalized reduced rank tests using the singular value decomposition. (2006). . In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126. Full description at Econpapers \|\| Download paper	388
1999	GMM estimation with cross sectional dependence. (1999). Conley, T. G.. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45. Full description at Econpapers \|\| Download paper	387
2001	Long memory and regime switching. (2001). . In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:131-159. Full description at Econpapers \|\| Download paper	382
1988	Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data. (1988). Battese, George E.. In: Journal of Econometrics. RePEc:eee:econom:v:38:y:1988:i:3:p:387-399. Full description at Econpapers \|\| Download paper	374
2001	Tests of equal forecast accuracy and encompassing for nested models. (2001). . In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:85-110. Full description at Econpapers \|\| Download paper	369
1994	Dynamic linear models with Markov-switching. (1994). . In: Journal of Econometrics. RePEc:eee:econom:v:60:y:1994:i:1-2:p:1-22. Full description at Econpapers \|\| Download paper	357
1985	Panel data from time series of cross-sections. (1985). . In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126. Full description at Econpapers \|\| Download paper	354

50 most relevant documents in this series:

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

Year	Title	Cited
1998	Initial conditions and moment restrictions in dynamic panel data models. (1998). Bond, Stephen . In: Journal of Econometrics. RePEc:eee:econom:v:87:y:1998:i:1:p:115-143. Full description at Econpapers \|\| Download paper	1475
1995	Another look at the instrumental variable estimation of error-components models. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:29-51. Full description at Econpapers \|\| Download paper	1110
1986	Generalized autoregressive conditional heteroskedasticity. (1986). . In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:3:p:307-327. Full description at Econpapers \|\| Download paper	871
2003	Testing for unit roots in heterogeneous panels. (2003). Im, Kyung So, ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:115:y:2003:i:1:p:53-74. Full description at Econpapers \|\| Download paper	750
2002	Unit root tests in panel data: asymptotic and finite-sample properties. (2002). Chu, Chia-Shang James ; Lin, Chien-Fu. In: Journal of Econometrics. RePEc:eee:econom:v:108:y:2002:i:1:p:1-24. Full description at Econpapers \|\| Download paper	568
2005	A finite sample correction for the variance of linear efficient two-step GMM estimators. (2005). . In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:1:p:25-51. Full description at Econpapers \|\| Download paper	417
1992	Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?. (1992). Kwiatkowski, Denis ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:54:y:1992:i:1-3:p:159-178. Full description at Econpapers \|\| Download paper	360
1977	Formulation and estimation of stochastic frontier production function models. (1977). Aigner, Dennis ; Lovell, C. A. Knox, ; Lovell,C. A. Knox, ; Lovell, C. A. Knox, . In: Journal of Econometrics. RePEc:eee:econom:v:6:y:1977:i:1:p:21-37. Full description at Econpapers \|\| Download paper	354
1995	Estimating long-run relationships from dynamic heterogeneous panels. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:79-113. Full description at Econpapers \|\| Download paper	301
2008	Regression discontinuity designs: A guide to practice. (2008). Imbens, Guido W.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:615-635. Full description at Econpapers \|\| Download paper	262
1996	Impulse response analysis in nonlinear multivariate models. (1996). . In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:119-147. Full description at Econpapers \|\| Download paper	255
2008	Manipulation of the running variable in the regression discontinuity design: A density test. (2008). McCrary, Justin . In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:698-714. Full description at Econpapers \|\| Download paper	236
1995	Statistical inference in vector autoregressions with possibly integrated processes. (1995). Toda, Hiro Y. ; YAMAMOTO, Taku . In: Journal of Econometrics. RePEc:eee:econom:v:66:y:1995:i:1-2:p:225-250. Full description at Econpapers \|\| Download paper	235
2006	Generalized reduced rank tests using the singular value decomposition. (2006). . In: Journal of Econometrics. RePEc:eee:econom:v:133:y:2006:i:1:p:97-126. Full description at Econpapers \|\| Download paper	194
1999	Spurious regression and residual-based tests for cointegration in panel data. (1999). . In: Journal of Econometrics. RePEc:eee:econom:v:90:y:1999:i:1:p:1-44. Full description at Econpapers \|\| Download paper	187
1974	Spurious regressions in econometrics. (1974). Newbold, P.. In: Journal of Econometrics. RePEc:eee:econom:v:2:y:1974:i:2:p:111-120. Full description at Econpapers \|\| Download paper	179
2005	Does matching overcome LaLondes critique of nonexperimental estimators?. (2005). Todd, Petra E.. In: Journal of Econometrics. RePEc:eee:econom:v:125:y:2005:i:1-2:p:305-353. Full description at Econpapers \|\| Download paper	176
2003	What is an oil shock?. (2003). . In: Journal of Econometrics. RePEc:eee:econom:v:113:y:2003:i:2:p:363-398. Full description at Econpapers \|\| Download paper	170
2007	Approximately normal tests for equal predictive accuracy in nested models. (2007). . In: Journal of Econometrics. RePEc:eee:econom:v:138:y:2007:i:1:p:291-311. Full description at Econpapers \|\| Download paper	165
2007	Estimation and inference in two-stage, semi-parametric models of production processes. (2007). Wilson, Paul W.. In: Journal of Econometrics. RePEc:eee:econom:v:136:y:2007:i:1:p:31-64. Full description at Econpapers \|\| Download paper	151
1999	Threshold effects in non-dynamic panels: Estimation, testing, and inference. (1999). . In: Journal of Econometrics. RePEc:eee:econom:v:93:y:1999:i:2:p:345-368. Full description at Econpapers \|\| Download paper	144
1982	Formulation and estimation of dynamic models using panel data. (1982). Anderson, T. W.. In: Journal of Econometrics. RePEc:eee:econom:v:18:y:1982:i:1:p:47-82. Full description at Econpapers \|\| Download paper	141
1996	Fractionally integrated generalized autoregressive conditional heteroskedasticity. (1996). Mikkelsen, Hans Ole. In: Journal of Econometrics. RePEc:eee:econom:v:74:y:1996:i:1:p:3-30. Full description at Econpapers \|\| Download paper	136
1996	Residual-based tests for cointegration in models with regime shifts. (1996). . In: Journal of Econometrics. RePEc:eee:econom:v:70:y:1996:i:1:p:99-126. Full description at Econpapers \|\| Download paper	131
1999	GMM estimation with cross sectional dependence. (1999). Conley, T. G.. In: Journal of Econometrics. RePEc:eee:econom:v:92:y:1999:i:1:p:1-45. Full description at Econpapers \|\| Download paper	128
2008	Randomized experiments from non-random selection in U.S. House elections. (2008). Lee, David S.. In: Journal of Econometrics. RePEc:eee:econom:v:142:y:2008:i:2:p:675-697. Full description at Econpapers \|\| Download paper	128
1995	On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. (1995). . In: Journal of Econometrics. RePEc:eee:econom:v:68:y:1995:i:1:p:53-78. Full description at Econpapers \|\| Download paper	127
1981	Panel data and unobservable individual effects. (1981). Hausman, Jerry A. ; TAYLOR, William E.. In: Journal of Econometrics. RePEc:eee:econom:v:16:y:1981:i:1:p:155-155. Full description at Econpapers \|\| Download paper	124
1982	On the estimation of technical inefficiency in the stochastic frontier production function model. (1982). Materov, Ivan S. ; KNOX LOVELL, C. A., ; Jondrow, James. In: Journal of Econometrics. RePEc:eee:econom:v:19:y:1982:i:2-3:p:233-238. Full description at Econpapers \|\| Download paper	118
1990	Analysis of time series subject to changes in regime. (1990). . In: Journal of Econometrics. RePEc:eee:econom:v:45:y:1990:i:1-2:p:39-70. Full description at Econpapers \|\| Download paper	115
2004	Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data. (2004). . In: Journal of Econometrics. RePEc:eee:econom:v:121:y:2004:i:1-2:p:175-212. Full description at Econpapers \|\| Download paper	107
1994	Dynamic linear models with Markov-switching. (1994). . In: Journal of Econometrics. RePEc:eee:econom:v:60:y:1994:i:1-2:p:1-22. Full description at Econpapers \|\| Download paper	101
2006	Forecasting the term structure of government bond yields. (2006). Li, Canlin . In: Journal of Econometrics. RePEc:eee:econom:v:130:y:2006:i:2:p:337-364. Full description at Econpapers \|\| Download paper	101
1997	Further evidence on breaking trend functions in macroeconomic variables. (1997). . In: Journal of Econometrics. RePEc:eee:econom:v:80:y:1997:i:2:p:355-385. Full description at Econpapers \|\| Download paper	98
2008	Panel data methods for fractional response variables with an application to test pass rates. (2008). Wooldridge, Jeffrey M.. In: Journal of Econometrics. RePEc:eee:econom:v:145:y:2008:i:1-2:p:121-133. Full description at Econpapers \|\| Download paper	95
2005	Reconsidering heterogeneity in panel data estimators of the stochastic frontier model. (2005). . In: Journal of Econometrics. RePEc:eee:econom:v:126:y:2005:i:2:p:269-303. Full description at Econpapers \|\| Download paper	95
1994	Autoregressive conditional heteroskedasticity and changes in regime. (1994). Susmel, Raul . In: Journal of Econometrics. RePEc:eee:econom:v:64:y:1994:i:1-2:p:307-333. Full description at Econpapers \|\| Download paper	94
1988	Some recent development in a concept of causality. (1988). . In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:1-2:p:199-211. Full description at Econpapers \|\| Download paper	93
2003	Testing for a unit root in the nonlinear STAR framework. (2003). Kapetanios, George ; Shin, Yongcheol . In: Journal of Econometrics. RePEc:eee:econom:v:112:y:2003:i:2:p:359-379. Full description at Econpapers \|\| Download paper	92
2011	Panels with non-stationary multifactor error structures. (2011). Kapetanios, G. ; Yamagata, T.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:2:p:326-348. Full description at Econpapers \|\| Download paper	89
1992	ARCH modeling in finance : A review of the theory and empirical evidence. (1992). KRONER, Kenneth F.. In: Journal of Econometrics. RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59. Full description at Econpapers \|\| Download paper	89
1986	Errors in variables in panel data. (1986). Hausman, Jerry A.. In: Journal of Econometrics. RePEc:eee:econom:v:31:y:1986:i:1:p:93-118. Full description at Econpapers \|\| Download paper	86
2004	Testing for a unit root in panels with dynamic factors. (2004). . In: Journal of Econometrics. RePEc:eee:econom:v:122:y:2004:i:1:p:81-126. Full description at Econpapers \|\| Download paper	86
2009	Identification of peer effects through social networks. (2009). Fortin, Bernard ; Bramoulle, Yann ; Djebbari, Habiba . In: Journal of Econometrics. RePEc:eee:econom:v:150:y:2009:i:1:p:41-55. Full description at Econpapers \|\| Download paper	85
2001	Long memory and regime switching. (2001). . In: Journal of Econometrics. RePEc:eee:econom:v:105:y:2001:i:1:p:131-159. Full description at Econpapers \|\| Download paper	84
2011	Volatility forecast comparison using imperfect volatility proxies. (2011). Patton, Andrew J.. In: Journal of Econometrics. RePEc:eee:econom:v:160:y:2011:i:1:p:246-256. Full description at Econpapers \|\| Download paper	84
1985	Panel data from time series of cross-sections. (1985). . In: Journal of Econometrics. RePEc:eee:econom:v:30:y:1985:i:1-2:p:109-126. Full description at Econpapers \|\| Download paper	83
1988	Limited information estimators and exogeneity tests for simultaneous probit models. (1988). Rivers, Douglas ; Vuong, Quang H.. In: Journal of Econometrics. RePEc:eee:econom:v:39:y:1988:i:3:p:347-366. Full description at Econpapers \|\| Download paper	83
1994	On discrimination and the decomposition of wage differentials. (1994). Ransom, Michael R.. In: Journal of Econometrics. RePEc:eee:econom:v:61:y:1994:i:1:p:5-21. Full description at Econpapers \|\| Download paper	82
1986	Random group effects and the precision of regression estimates. (1986). . In: Journal of Econometrics. RePEc:eee:econom:v:32:y:1986:i:3:p:385-397. Full description at Econpapers \|\| Download paper	81

Citing documents used to compute impact factor 501:

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Year	Title	See
2014	GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels. (2014). Robertson, Donald ; Sarafidis, Vasilis ; Westerlund, Joakim . In: MPRA Paper. RePEc:pra:mprapa:53419. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models. (2014). Yang, Zhen Lin. In: Working Papers. RePEc:siu:wpaper:16-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES. (2014). Phillips, Robert F.. In: Working Papers. RePEc:gwc:wpaper:2014-006. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bond Market Exposures to Macroeconomic and Monetary Policy Risks. (2014). Song, Dongho . In: PIER Working Paper Archive. RePEc:pen:papers:14-017. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Drivers of Bond and Equity Risks. (2014). Pflueger, Carolin . In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model. (2014). Hevia, Constantino ; Sola, Martin ; Gonzalez-Rozada, Martin ; Spagnolo, Fabio . In: BCAM Working Papers. RePEc:bbk:bbkcam:1403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary policy regimes: Implications for the yield curve and bond pricing. (2014). De Giorgi, Enrico ; Filipova, Kameliya ; Audrino, Francesco . In: Journal of Financial Economics. RePEc:eee:jfinec:v:113:y:2014:i:3:p:427-454. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transmission of Financial Stress in Europe: The Pivotal Role of Italy and Spain, but not Greece. (2014). Gonzlez-Hermosillo, Brenda ; Johnson, Christian A. In: IMF Working Papers. RePEc:imf:imfwpa:14/76. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contagion in the Euro crisis: capital flows and trade linkages. (2014). Galeazzi, Giorgio . In: Working Papers. RePEc:mcr:wpaper:wpaper00044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover Effects in Government Bond Spreads: Evidence from a GVAR Model. (2014). Niehof, Britta . In: MAGKS Papers on Economics. RePEc:mar:magkse:201458. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Global Financial Transmission into Sub-Saharan Africa Ã¢â¬â A Global Vector Autoregression Analysis. (2014). Meyer-Cirkel, Alexis ; Hosseinkouchack, Mehdi ; Jorge Ivan Canales Kriljenko, . In: IMF Working Papers. RePEc:imf:imfwpa:14/241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The interest-rate sensitivity of the demand for sovereign debt. Evidence from OECD countries (1995-2011). (2014). Tiseno, Andrea . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_988_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Strategic interactions and contagion effects under monetary unions. (2014). . In: wp.comunite. RePEc:ter:wpaper:0110. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expectations and systemic risk in EMU government bond spreads. (2014). Giancarlo, Marini ; Giovanni, Piersanti . In: wp.comunite. RePEc:ter:wpaper:0113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing in Structural Nonparametric Cointegration. (2014). Dong, Chaohua ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models. (2014). Dong, Chaohua ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing for Nonlinear Multivariate Cointegrating Regressions. (2014). Dong, Chaohua ; Yin, Jiying ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing in Nonstationary Time Series Models. (2014). Li, Degui ; Lin, Zhengyan ; Gao, Jiti ; Chen, Jia . In: Discussion Papers. RePEc:yor:yorken:14/19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric Regression Approach to Bayesian Estimation. (2014). Hong, Han . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, . In: MPRA Paper. RePEc:pra:mprapa:60513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Local Power of the CADF and CIPS Panel Unit Root Tests. (2014). Westerlund, Joakim ; Hosseinkouchack, Mehdi ; Solberger, Martin . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Income Inequality, TFP, and Human Capital. (2014). Ferreira-Lopes, Alexandra ; Sequeira, Tiago ; Santos, Marcelo . In: MPRA Paper. RePEc:pra:mprapa:55471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda . In: Working Papers. RePEc:hhs:lunewp:2014_012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Differential Impacts of Foreign Capital and Remittance Inflows on Domestic Savings in the Developing Countries: A Dynamic Heterogeneous Panel Analysis. (2014). Hossain, Delwar . In: Departmental Working Papers. RePEc:pas:papers:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	International R&D Spillovers and Unobserved Common Shocks. (2014). Ruge-Leiva, Diego-Ivan . In: MPRA Paper. RePEc:pra:mprapa:56718. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Income Inequality and Technological Adoption. (2014). Lopes, Alexandra Ferreira ; Sequeira, Tiago Neves ; Santos, Marcelo . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2014_10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test. (2014). Emirmahmutoglu, Furkan ; Omay, Tolga . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:184-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Panel Cointegration using Common Correlated Effects Estimators. (2014). Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:15-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model. (2014). Virbickaite, Audrone ; Galeano, Pedro ; Lopes, Hedibert F. ; Ausin, Concepcion . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis. (2014). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating Stable Factor Models By Indirect Inference. (2014). Calzolari, Giorgio ; Halbleib, Roxana . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1425. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Investor fears and risk premia for rare events. (2014). Schwarz, Claudia . In: Discussion Papers. RePEc:zbw:bubdps:032014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Cojumps in stock prices: Empirical evidence. (2014). Gilder, Dudley ; Taylor, Stephen J. ; Shackleton, Mark B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unexpected tails in risk measurement: Some international evidence. (2014). Tolikas, Konstantinos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:476-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling multivariate extreme events using self-exciting point processes. (2014). Manner, Hans ; Korniichuk, Volodymyr ; Grothe, Oliver . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:269-289. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns. (2014). Li, Sophia Zhengzi ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extremal Dependence in International Output Growth: Tales from the Tails. (2014). Rua, Antonio ; Carvalho, Miguel . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:76:y:2014:i:4:p:605-620. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification robust inference in cointegrating regressions. (2014). Urga, Giovanni ; Khalaf, Lynda . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:385-396. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sharp Bounds in the Binary Roy Model. (2014). Mourifie, Ismael ; Henry, Marc . In: Working Papers. RePEc:tor:tecipa:tecipa-506. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap. (2014). Maurel, Arnaud ; Zhang, Yichong ; D'Haultfoeuille, Xavier . In: IZA Discussion Papers. RePEc:iza:izadps:dp8256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap. (2014). Maurel, Arnaud ; Zhang, Yichong ; D'Haultfoeuille, Xavier . In: NBER Working Papers. RePEc:nbr:nberwo:20257. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints. (2014). . In: Staff Reports. RePEc:fip:fednsr:683. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Career Prospects of Overeducated Americans. (2014). Clark, Brian ; Joubert, Clement . In: IZA Discussion Papers. RePEc:iza:izadps:dp8313. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Career Prospects of Overeducated Americans. (2014). Maurel, Arnaud ; Joubert, Clement ; Clark, Brian . In: 2014 Meeting Papers. RePEc:red:sed014:400. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data. (2014). Maurel, Arnaud ; Romano, Teresa ; Arcidiacono, Peter ; Hotz, Joseph V.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8549. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	University choice: the role of expected earnings, non-pecuniary outcomes and financial constraints. (2014). Delavande, Adeline ; Zafar, Basit . In: ISER Working Paper Series. RePEc:ese:iserwp:2014-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The generalized Roy model and the cost-benefit analysis of social programs. (2014). Vytlacil, Edward ; Eisenhauer, Philipp ; Heckman, James J.. In: ZEW Discussion Papers. RePEc:zbw:zewdip:14082. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data. (2014). Maurel, Arnaud ; Romano, Teresa ; Arcidiacono, Peter . In: NBER Working Papers. RePEc:nbr:nberwo:20626. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Workplace health promotion and labour market performance of employees. (2014). Wunsch, Conny . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10055. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor Market Effects of Sports and Exercise: Evidence from Canadian Panel Data. (2014). Lechner, Michael ; Sari, Nazmi . In: IZA Discussion Papers. RePEc:iza:izadps:dp7931. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Why do tougher caseworkers increase employment? The role of programme assignment as a causal mechanism. (2014). Huber, Martin ; Lechner, Michael . In: Economics Working Paper Series. RePEc:usg:econwp:2014:14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor market effects of sports and exercise: Evidence from Canadian panel data. (2014). Sari, Nazmi . In: Economics Working Paper Series. RePEc:usg:econwp:2014:02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The finite sample performance of estimators for mediation analysis under sequential conditional independence. (2014). Mellace, Giovanni ; Lechner, Michael ; Huber, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2014:15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Childrenâs skill formation in less developed countries â The impact of sports participation. (2014). Lechner, Michael ; Schuttoff, Ute ; Pawlowski, Tim ; Downward, Paul . In: Economics Working Paper Series. RePEc:usg:econwp:2014:12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Income and employment effects of shale gas extraction windfalls: Evidence from the Marcellus region. (2014). Araya, Dusan Paredes ; Komarek, Timothy ; Loveridge, Scott . In: Documentos de Trabajo en Economia y Ciencia Regional. RePEc:cat:dtecon:dt201403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor Market Effects of Sports and Exercise: Evidence from Canadian Panel Data. (2014). Sari, Nazmi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4658. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Differences in Perceived Corruption among Ukrainian Firms. (2014). Denisova-Schmidt, Elena ; Huber, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2014:07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Practical Procedures to Deal with Common Support Problems in Matching Estimation. (2014). Strittmatter, Anthony . In: Economics Working Paper Series. RePEc:usg:econwp:2014:10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Direct and Indirect Treatment Effects: Causal Chains and Mediation Analysis with Instrumental Variables. (2014). Frolich, Markus ; Huber, Martin . In: IZA Discussion Papers. RePEc:iza:izadps:dp8280. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Workplace Health Promotion and Labour Market Performance of Employees. (2014). Wunsch, Conny ; Lechner, Michael ; Huber, Martin . In: IZA Discussion Papers. RePEc:iza:izadps:dp8297. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Workplace Health Promotion and Labour Market Performance of Employees. (2014). Wunsch, Conny ; Huber, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2014:17. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unobservable, but Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Evaluation of Labor Market Policies. (2014). Mitnik, Oscar A. ; Mahlstedt, Robert . In: IZA Discussion Papers. RePEc:iza:izadps:dp8337. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unobservable, but Unimportant?: The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Evaluation of Labor Market Policies. (2014). Caliendo, Marco ; Mahlstedt, Robert ; Mitnik, Oscar A.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sport participation and Child Development in Less Developed Countries. (2014). Lechner, Michael ; Schuttoff, Ute ; Pawlowski, Tim ; Downward, Paul . In: Economics Working Paper Series. RePEc:usg:econwp:2014:33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are the Children of Uneducated Farmers Doubly Doomed? Farm, Nonfarm and Intergenerational Educational Mobility in Rural China. (2014). Sun, Yan . In: MPRA Paper. RePEc:pra:mprapa:59230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bargaining for health: A case study of a collective agreement-based health program for manual workers. (2014). Arendt, Jacob Nielsen . In: Journal of Health Economics. RePEc:eee:jhecon:v:37:y:2014:i:c:p:123-136. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The effect of firms partial retirement policies on the labour market outcomes of their employees. (2014). Wunsch, Conny ; Lechner, Michael ; Huber, Martin . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100355. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unobservable, but Unimportant? The Influence of Personality Traits (and Other Usually Unobserved Variables) for the Estimation of Treatment Effects. (2014). Caliendo, Marco ; Mahlstedt, Robert ; Mitnik, Oscar . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100502. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor market effects of sports and exercise: Evidence from Canadian panel data. (2014). Lechner, Michael ; Sari, Nazmi . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Labor market effects of sports and exercise: Evidence from Canadian panel data. (2014). Lechner, Michael ; Sari, Nazmi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables. (2014). Frolich, Markus ; Huber, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:31/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Essays on nonlinear panel data models. (2014). Lei, J.. In: Other publications TiSEM. RePEc:tiu:tiutis:302d1ae7-0310-43b0-b253-6e3da1413d35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Frequentist model averaging for multinomial and ordered logit models. (2014). Wang, Shouyang ; Zhang, Xinyu ; Wan, Alan T. K., . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Predictive Regressions. (2014). Kuo, Biing-Shen . In: MPRA Paper. RePEc:pra:mprapa:54198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Semiparametric Generalized Ridge Estimator and Link with Model Averaging. (2014). Alan T. K. Wan, ; Zhang, Xinyu ; Wang, Huansha ; Zou, Guohua ; Ullah, Aman ; Amanullah, ; Alan T. K. Wan, . In: Working Papers. RePEc:ucr:wpaper:201412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions. (2014). Christensen, Timothy M. ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1976. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions. (2014). Chen, Xiaohong ; Christensen, Timothy . In: CeMMAP working papers. RePEc:ifs:cemmap:46/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comments on: Extensions of some classical methods in change point analysis. (2014). Trapani, Lorenzo . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:283-286. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are University Admissions Academically Fair?. (2014). Bhattacharya, Debopam ; Stevens, Margaret . In: CREATES Research Papers. RePEc:aah:create:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Application of a nonlinear model in landfall number forecasting for tropical cyclones in China. (2014). Luo, Gaoyuan ; Feng, Lihua . In: Natural Hazards. RePEc:spr:nathaz:v:73:y:2014:i:3:p:1475-1482. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter estimation for subcritical Heston models based on discrete time observations. (2014). Pap, Gyula ; Szabo, Tamas T. ; Barczy, Matyas . In: Papers. RePEc:arx:papers:1403.0527. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum likelihood estimation of partially observed diffusion models. (2014). Skaug, Hans J. ; Kleppe, Tore Selland . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:1:p:73-80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TERM STRUCTURE OF INFLATION FORECAST UNCERTAINTIES AND SKEW NORMAL DISTRIBUTIONS. (2014). Diaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana . In: Discussion Papers in Economics. RePEc:lec:leecon:14/01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael P. ; Castle, Jennifer . In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Laplace Stochastic Frontier Model. (2014). ChristopherF. Parmeter, ; Horrace, William C.. In: Center for Policy Research Working Papers. RePEc:max:cprwps:166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Poisson Stochastic Frontier Model with Finite Mixture Structure. (2014). Tsionas, Efthymios G.. In: MPRA Paper. RePEc:pra:mprapa:57485. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Window Selection for Out-of-Sample Forecasting with Time-Varying Parameters. (2014). Jin, Lu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combination of forecasts across estimation windows: An application to air travel demand. (2014). Jungmittag, Andre . In: Working Paper Series: Business and Law. RePEc:zbw:fhfwps:05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating time-varying DSGE models using minimum distance methods. (2014). Kapetanios, George ; Yates, Tony ; Giraitis, Liudas . In: Bank of England working papers. RePEc:boe:boeewp:0507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Window selection for out-of-sample forecasting with time-varying parameters. (2014). Inoue, Atsushi ; Jin, Lu ; Rossi, Barbara . In: Economics Working Papers. RePEc:upf:upfgen:1435. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Surprise! Euro area inflation has fallen. (2014). Venditti, Fabrizio ; Riggi, Marianna . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_237_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models. (2014). Giacomini, Raffaella . In: Economics Working Papers. RePEc:upf:upfgen:1476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Dynamic Striated Metropolis-Hastings Sampler for High-Dimensional Models. (2014). Wu, Hongwei . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2014-21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Peng, Bin ; Forchini, Giovanni . In: Working Paper Series. RePEc:uts:ecowps:20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model. (2014). Peng, Bin ; Zhang, Xiaohui ; Hong, KiHoon Jimmy . In: Research Paper Series. RePEc:uts:rpaper:347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter cascading for panel models with unknown number of unobserved factors: An application to the credit spread puzzle. (2014). Kneip, Alois ; Bada, Oualid . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:95-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial panel data models with common shocks. (2014). Bai, Jushan ; Li, Kunpeng . In: MPRA Paper. RePEc:pra:mprapa:52786. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, Hashem ; Smith, Vanessa ; Hayakawa, Kazuhiko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Test for Panel Data Models with Interactive Fixed Effects. (2014). Jin, Sainan ; Zhang, Yonghui . In: Working Papers. RePEc:siu:wpaper:08-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for individual and time effects in panel data models with interactive effects. (2014). Wu, Jian Hong ; Li, Jinchang . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:306-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males. (2014). Bijleveld, and Catrien ; van der Geest, Victor ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Moon, Hyungsik Roger ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:35/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Publicity requirements in public procurement: Evidence from a regression discontinuity design. (2014). Coviello, Decio ; Mariniello, Mario . In: Journal of Public Economics. RePEc:eee:pubeco:v:109:y:2014:i:c:p:76-100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Song, Kyungchul ; Whang, Yoon-Jae ; Lee, Sokbae . In: KIER Working Papers. RePEc:kyo:wpaper:889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for a general class of functional inequalities. (2014). Song, Kyungchul ; Whang, Yoon-Jae ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:09/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Econometrics of Ascending Auctions by Quantile Regression. (2014). Gimenes, Nathalie . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2014wpecon25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Nonparametric Test of Exogenous Participation in First-Price Auctions. (2014). Liu, Nianqing ; Luo, Yao . In: Working Papers. RePEc:tor:tecipa:tecipa-519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Bidder Exclusion Effect. (2014). Larsen, Bradley ; Sweeney, Kane ; Coey, Dominic . In: NBER Working Papers. RePEc:nbr:nberwo:20523. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Strachan, Rodney W. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with the Standardized Self-Perturbed Kalman Filter. (2014). Nonejad, Nima ; Grassi, Stefano ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Density Forecasting using Bayesian Global Vector Autoregressions with Common Stochastic Volatility. (2014). Huber, Florian . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Have standard VARs remained stable since the crisis?. (2014). Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano ; Aastveit, Knut Are . In: Working Paper. RePEc:bno:worpap:2014_13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy. (2014). Kristensen, Johannes Tang . In: CREATES Research Papers. RePEc:aah:create:2014-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo . In: MPRA Paper. RePEc:pra:mprapa:59361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). . In: MPRA Paper. RePEc:pra:mprapa:58956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new index of financial conditions. (2014). . In: European Economic Review. RePEc:eee:eecrev:v:71:y:2014:i:c:p:101-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An empirical examination of stock market integration in EMU. (2014). Matei, Florin . In: MPRA Paper. RePEc:pra:mprapa:60717. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transmission of the debt crisis: From EU15 to USA or vice versa? A GVAR approach. (2014). Konstantakis, Konstantinos N. ; Michaelides, Panayotis G.. In: Journal of Economics and Business. RePEc:eee:jebusi:v:76:y:2014:i:c:p:115-132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Byrne, Joseph P. ; Ribeiro, Pinho J.. In: Working Papers. RePEc:gla:glaewp:2014_16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Financial Variables on Czech Macroeconomic Developments: An Empirical Investigation. (2014). Adam, Tomas . In: Working Papers. RePEc:cnb:wpaper:2014/11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). and Herman K. van Dijk, ; Ceyhan, Pinar S. ; Basturk, Nalan ; Cakmakli, Cem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140085. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Beating a Random Walk: âHard Timesâ for Forecasting Inflation in Post-Oil Boom Years?. (2014). Adigozalov, Shaig ; Ahmadov, Vugar . In: MPRA Paper. RePEc:pra:mprapa:63515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho J. ; Korobilis, Dimitris ; Byrne, Joseph P.. In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Long memory dynamics for multivariate dependence under heavy tails. (2014). Lucas, Andre ; Koopman, Siem Jan ; Janus, Pawe . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:187-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting comparison of long term component dynamic models for realized covariance matrices. (2014). Storti, Giuseppe ; BRAIONE, Manuela ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2014053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options. (2014). Violante, Franceso ; Stentoft, Lars ; Rombouts, Jeroen . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:78-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variance clustering improved dynamic conditional correlation MGARCH estimators. (2014). Aielli, Gian Piero . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:556-576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models. (2014). Jin, Sainan ; Zhang, Yonghui . In: Working Papers. RePEc:siu:wpaper:09-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities. (2014). Cheng, Xu ; Liao, Zhipeng . In: NBER Working Papers. RePEc:nbr:nberwo:19792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting big structural breaks in large factor models. (2014). Gonzalo, Jesus ; Chen, Liang ; Dolado, Juan J. ; JuanJ. Dolado, . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:1:p:30-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A new Pearson-type QMLE for conditionally heteroskedastic models. (2014). Li, Wai Keung . In: MPRA Paper. RePEc:pra:mprapa:52732. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On dynamics of volatilities in nonstationary GARCH models. (2014). Li, Dong ; Wu, Wuqing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:94:y:2014:i:c:p:86-90. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation Error of Expected Shortfall. (2014). Kondor, Imre . In: Papers. RePEc:arx:papers:1402.5534. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions.. (2014). Hassani, Bertrand K ; Guegan, Dominique . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions. (2014). Hassani, Bertrand ; Guegan, Dominique . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00969242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does value-at-risk encourage diversification when losses follow tempered stable or more general LÃ©vy processes?. (2014). Grabchak, Michael . In: Annals of Finance. RePEc:kap:annfin:v:10:y:2014:i:4:p:553-568. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive learning and survey data. (2014). Pick, Andreas. In: DNB Working Papers. RePEc:dnb:dnbwpp:411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast combinations under structural break uncertainty. (2014). Anderson, Heather M. ; Tian, Jing . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:161-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2014). Pesaran, Hashem M. ; Smith, Ron P. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Working Papers. RePEc:qmw:qmwecw:wp720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal forecasts from Markov switching models. (2014). Pick, Andreas ; Boot, Tom . In: DNB Working Papers. RePEc:dnb:dnbwpp:452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particle Gibbs with Ancestor Sampling Methods for Unobserved Component Time Series Models with Heavy Tails, Serial Dependence and Structural Breaks. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Particle Markov Chain Monte Carlo Techniques of Unobserved Component Time Series Models Using Ox. (2014). Nonejad, Nima . In: MPRA Paper. RePEc:pra:mprapa:55662. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large Bayesian VARMAs. (2014). Eisenstat, Eric ; Joshua C C Chan, ; Joshua C C Chan, ; Koop, Gary . In: Working Papers. RePEc:str:wpaper:1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing multiple inequality hypotheses: A smoothed indicator approach. (2014). Szroeter, Jerzy ; Chen, Le-Yu . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:678-693. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric inference based on conditional moment inequalities. (2014). Andrews, Donald W. K., ; Shi, Xiaoxia . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:31-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing many moment inequalities. (2014). Chetverikov, Denis ; Kato, Kengo . In: CeMMAP working papers. RePEc:ifs:cemmap:52/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing of the mean reversion parameter in continuous time models. (2014). . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:187-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Phase-shifting behaviour revisited: An alternative measure. (2014). Kang, Bo Soo ; Ryu, Doowon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:167-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamic mixed hitting-time model for multiple transaction prices and times. (2014). Renault, Eric ; Werker, Bas J. M., ; van der Heijden, Thijs . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:233-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Random Walk of High Frequency Trading. (2014). Aldrich, Eric M. ; Heckenbach, Indra ; Laughlin, Gregory . In: Papers. RePEc:arx:papers:1408.3650. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Compound Multifractal Model for High-Frequency Asset Returns. (2014). Aldrich, Eric M. ; Heckenbach, Indra ; Laughlin, Gregory . In: BYU Macroeconomics and Computational Laboratory Working Paper Series. RePEc:byu:byumcl:201405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Bid-Ask Spread in Limit-Order Books under Regime Switching Framework. (2014). Fard, Farzad Alavi . In: Review of Economics & Finance. RePEc:bap:journl:140403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Iwakura, Haruo ; Okui, Ryo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification theory for high dimensional static and dynamic factor models. (2014). Bai, Jushan ; Wang, Peng . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:794-804. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What common factors are driving inflation in CEE countries?. (2014). Halka, Aleksandra ; Szafraski, Grzegorz . In: EcoMod2014. RePEc:ekd:006356:6977. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Boom or gloom? Examining the Dutch disease in two-speed economies. (2014). . In: Working Papers. RePEc:bny:wpaper:0024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Shocks from the EU and US: Implications for Sub-Saharan Africa. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation and inference of FAVAR models. (2014). Bai, Jushan ; Lu, Lina ; Li, Kunpeng . In: MPRA Paper. RePEc:pra:mprapa:60960. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre K. ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank . In: Working Paper. RePEc:bno:worpap:2014_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The credit-to-GDP gap and countercyclical capital buffers: questions and answers. (2014). Tsatsaronis, Kostas ; Drehmann, Mathias . In: BIS Quarterly Review. RePEc:bis:bisqtr:1403g. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using a Threshold Approach to Flag Vulnerabilities in CESEE Economies. (2014). Moder, Isabella ; Gruber, Thomas . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2014:i:3:b:1. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Drehmann, Mathias ; Juselius, Mikael . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan . In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/572. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:58185. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robustness of bootstrap in instrumental variable regression. (2014). Camponovo, Lorenzo . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:572. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Chasing volatility - A persistent multiplicative error model with jumps. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A structural econometric analysis of the informal sector heterogeneity. (2014). . In: Journal of Development Economics. RePEc:eee:deveco:v:107:y:2014:i:c:p:175-191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The indirect continuous-GMM estimation. (2014). Kotchoni, Rachidi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:464-488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap confidence sets under model misspecification. (2014). Zhilova, Mayya ; Spokoiny, Vladimir . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading. (2014). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2014-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A bootstrap test for jumps in financial economics. (2014). Shin, Dong Wan ; Hwang, Eunju . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:1:p:74-78. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2014). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Working Papers. RePEc:hal:wpaper:hal-01082903. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalised density forecast combinations. (2014). Kapetanios, George ; Price, Simon ; Mitchell, James . In: Bank of England working papers. RePEc:boe:boeewp:0492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities. (2014). Horst, Enrique ter ; Casarin, Roberto ; Molina, German ; Leisen, Fabrizio . In: Papers. RePEc:arx:papers:1409.1956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman K.. In: Working Papers. RePEc:bny:wpaper:0026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman K. ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model. (2014). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities. (2014). Opschoor, Anne ; van der Wel, Michel ; van Dijk, Dick . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140090. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data. (2014). van Dijk, Herman K. ; Ceyhan, Pinar ; Basturk, Nalan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor Analysis with Large Panels of Volatility Proxies. (2014). Ghysels, Eric . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric estimation of the tree structure of a nested Archimedean copula. (2014). Segers, Johan ; Uyttendaele, Nathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:190-204. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Investment portfolio risk modelling based on hierarchical copulas. (2014). Penikas, Henry . In: Applied Econometrics. RePEc:ris:apltrx:0242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling the general dependence between commodity forward curves. (2014). Zolotko, Mikhail ; Okhrin, Ostap . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:284-296. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Moment Approximation for Unit Root Models with Nonnormal Errors. (2014). Amanullah, ; Bao, Yong ; Zhang, Ru. In: Working Papers. RePEc:ucr:wpaper:201401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Enhancing the local power of IVX-based tests in predictive regressions. (2014). Demetrescu, Matei . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:269-273. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using local Gaussian correlation in a nonlinear re-examination of financial contagion. (2014). Tjostheim, Dag ; Stove, BÃ¥rd, ; Hufthammer, Karl Ove . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:62-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Testing stationarity of functional time series. (2014). Rice, Gregory ; Kokoszka, Piotr . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:66-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries. (2014). Liddle, Brantley ; Messinis, George . In: MPRA Paper. RePEc:pra:mprapa:59565. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisiting carbon Kuznets curves with endogenous breaks modeling: Evidence of decoupling and saturation (but few inverted-Us) for individual OECD countries. (2014). Liddle, Brantley ; Messinis, George . In: MPRA Paper. RePEc:pra:mprapa:59566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An alternative identification of nonlinear dynamic panel data models with unobserved covariates. (2014). Shiu, Ji-Liang . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:338-342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalizing smooth transition autoregressions. (2014). . In: CEIS Research Paper. RePEc:rtv:ceisrp:294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Hou, Aijun ; Asgharian, Hossein ; Christiansen, Charlotte . In: CREATES Research Papers. RePEc:aah:create:2014-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling changes in the unconditional variance of long stock return series. (2014). Amado, Cristina ; Terasvirta, Timo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:15-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Gerlach, Richard ; Lin, Edward M. H., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exponential Smoothing, Long Memory and Volatility Prediction. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exponential Smoothing, Long Memory and Volatility Prediction. (2014). . In: CEIS Research Paper. RePEc:rtv:ceisrp:319. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Hou, Aijun ; Christiansen, Charlotte . In: Working Papers. RePEc:hhs:lunewp:2014_037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetry and Lilienâs Sectoral Shifts Hypothesis: A Quantile Regression Approach. (2014). Pelloni, Gianluigi ; Panagiotidis, Theodore . In: Working Paper Series. RePEc:rim:rimwps:15_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets. (2014). Dubois, Florent ; de Truchis, Gilles . In: AMSE Working Papers. RePEc:aim:wpaimx:1445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets. (2014). Dubois, Florent ; de Truchis, Gilles . In: Working Papers. RePEc:hal:wpaper:halshs-01065775. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference about Non-Identified SVARs. (2014). Giacomini, Raffaella ; Kitagawa, Toru . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10287. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Chudik, Alexander . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4807. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and practice of GVAR modeling. (2014). . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: Departmental Working Papers. RePEc:smu:ecowpa:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Chudik, Alexander ; Pesaran, Hashem . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification of Financial Factors in Economic Fluctuations. (2014). Furlanetto, Francesco . In: KOF Working papers. RePEc:kof:wpskof:14-364. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	State-Dependent Effects of Fiscal Policy.. (2014). Panovska, Irina ; Fazzari, Steven ; Morley, James . In: Discussion Papers. RePEc:swe:wpaper:2012-27c. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	External shocks and Japanese business cycles: Evidence from a sign-restricted VAR model. (2014). Morita, Hiroshi . In: Japan and the World Economy. RePEc:eee:japwor:v:30:y:2014:i:c:p:59-74. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Helmut, Lutkepohl . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference about Non-Identi?ed SVARs. (2014). Giacomini, Raffaella ; Kitagawa, Toru . In: CeMMAP working papers. RePEc:ifs:cemmap:45/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate credit risk prediction under stochastic volatility and jumps. (2014). Bu, Di. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:47:y:2014:i:c:p:263-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multi-Asset Option Approximation for General Stochastic Processes. (2014). Arismendi, Juan . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Polarization of forecast densities: A new approach to time series classification. (2014). Inder, Brett ; Liu, Shen ; Maharaj, Elizabeth Ann . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:70:y:2014:i:c:p:345-361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Song, Kyungchul ; Whang, Yoon-Jae ; Lee, Sokbae . In: KIER Working Papers. RePEc:kyo:wpaper:889. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for a general class of functional inequalities. (2014). Song, Kyungchul ; Whang, Yoon-Jae ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:09/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Advances in Equality of Opportunity: The Changing Gender Gap in Educational Attainment in Canada in the Last Half Century. (2014). Anderson, Gordon ; Leo, Teng ; Muelhaupt, Robert . In: Social Indicators Research. RePEc:spr:soinre:v:119:y:2014:i:1:p:73-99. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Poverty status probability: a new approach to measuring poverty and the progress of the poor. (2014). Anderson, Gordon ; Zelli, Roberto ; Pittau, Maria . In: Journal of Economic Inequality. RePEc:kap:jecinq:v:12:y:2014:i:4:p:469-488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators. (2014). Lee, Seojeong . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:398-413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap confidence sets under model misspecification. (2014). Zhilova, Mayya ; Spokoiny, Vladimir . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-067. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tail Risk Premia and Return Predictability. (2014). Xu, Lai ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference on Optimal Treatment Assignments. (2014). Shen, Shu ; Armstrong, Timothy B.. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1927r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Can Variation in Subgroups Average Treatment Effects Explain Treatment Effect Heterogeneity? Evidence from a Social Experiment. (2014). Hoynes, Hilary W. ; Gelbach, Jonah B.. In: NBER Working Papers. RePEc:nbr:nberwo:20142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient importance sampling in mixture frameworks. (2014). Liesenfeld, Roman ; Kleppe, Tore Selland . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:449-463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models. (2014). André Lucas, ; Koopman, Siem Jan ; Hoogerheide, Lennart ; István Barra, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140118. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian regression with heteroscedastic error density and parametric mean function. (2014). Pelenis, Justinas . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:624-638. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The existence and persistence of household financial hardship: A Bayesian multivariate dynamic logit framework. (2014). Ghosh, Pulak . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:285-298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bidding under auctioneer default risk. (2014). Lorentziadis, Panos L.. In: Omega. RePEc:eee:jomega:v:49:y:2014:i:c:p:123-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence. (2014). Chen, Jia ; Gao, Jiti . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.. (2014). . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2014/575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.. (2014). Taylor, Luke . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:575. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for separability in structural equations. (2014). White, Halbert ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:14-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	Individual and time effects in nonlinear panel models with large N, T. (2014). Fernandez-Val, Ivan ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:32/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Better Together? Retail Chain Performance Dynamics in Store Expansion Before and After Mergers. (2014). Nishida, Mitsukuni ; Yang, Nathan . In: Working Papers. RePEc:net:wpaper:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification and counterfactuals in dynamic models of market entry and exit. (2014). Suzuki, Junichi ; Aguirregabiria, Victor . In: Quantitative Marketing and Economics. RePEc:kap:qmktec:v:12:y:2014:i:3:p:267-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Airline strategic alliances in overlapping markets: Should policymakers be concerned?. (2014). Brown, Dave ; Gayle, Philip G.. In: Economics of Transportation. RePEc:eee:ecotra:v:3:y:2014:i:4:p:243-256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:61-73. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling structural change in the European metropolitan areas during the process of economic integration. (2014). Musolesi, Antonio ; Baumont, Catherine . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:395-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio . In: SEEDS Working Papers. RePEc:srt:wpaper:2214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Augmented and Unconstrained: revisiting the Regional Knowledge Production Function. (2014). Musolesi, Antonio ; Charlot, Sylvie ; Crescenzi, Riccardo . In: SEEDS Working Papers. RePEc:srt:wpaper:2414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric identification in panels using quantiles. (2014). Fernandez-Val, Ivan ; Newey, Whitney ; Hoderlein, Stefan . In: CeMMAP working papers. RePEc:ifs:cemmap:54/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing Equilibrium Multiplicity in Dynamic Games. (2014). PESENDORFER, MARTIN ; Takahashi, Yuya . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A fast resample method for parametric and semiparametric models. (2014). Hong, Han ; Armstrong, Timothy B. ; Bertanha, Marinho . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:128-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing constancy in monotone response models. (2014). Colubi, Ana ; Dominguez-Menchero, Santos J. ; Gonzalez-Rodriguez, Gil . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:45-56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric tests for tail monotonicity. (2014). Bucher, Axel ; Berghaus, Betina . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:117-126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric and Semiparametric Regressions Subject to Monotonicity Constraints: Estimation and Forecasting. (2014). Amanullah, ; Tu, Yundong ; Lee, Tae-Hwy . In: Working Papers. RePEc:ucr:wpaper:201404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Bankruptcy with Incomplete Information. (2014). Xu, Xin . In: MPRA Paper. RePEc:pra:mprapa:55024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing Credit Risk in Money Market Fund Portfolios. (2014). Collins, Sean . In: MPRA Paper. RePEc:pra:mprapa:56256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling and monitoring risk acceptability in markets: The case of the credit default swap market. (2014). Madan, Dilip B.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:63-73. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2014). Forbes, Catherine S. ; Maneesoonthorn, Worapree ; Martin, Gael M.. In: Papers. RePEc:arx:papers:1401.3911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2014). Forbes, Catherine S. ; Maneesoonthorn, Worapree ; Martin, Gael M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Asai, Manabu ; Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Factor High-Frequency Based Volatility (HEAVY) Models. (2014). Sheppard, Kevin . In: Economics Series Working Papers. RePEc:oxf:wpaper:710. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic gains of realized volatility in the Brazilian stock market. (2014). Francisco Eduardo de Luna e Almeida Santos, ; Garcia, Marcio ; Medeiros, Marcelo . In: Textos para discussÃ£o. RePEc:rio:texdis:624. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). Maheu, John M ; Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:60102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting comparison of long term component dynamic models for realized covariance matrices. (2014). Storti, Giuseppe ; BRAIONE, Manuela ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2014053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian Semiparametric Modeling of Realized Covariance Matrices. (2014). . In: Working Paper Series. RePEc:rim:rimwps:34_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Private Tutoring Work? The Effectiveness of Private Tutoring: A Nonparametric Bounds Analysis. (2014). Hof, Stefanie . In: Economics of Education Working Paper Series. RePEc:iso:educat:0096. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The difference-in-difference method: Assessing the selection bias in the effects of neighborhood environment on health. (2014). Rogowski, Jeannette ; Freedman, Vicki A. ; Kumar, Rizie ; Lurie, Nicole . In: Economics & Human Biology. RePEc:eee:ehbiol:v:13:y:2014:i:c:p:20-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The identification power of smoothness assumptions in models with counterfactual outcomes. (2014). Kwon, Koohyun ; Kim, Wooyoung ; Sokbae 'Simon' Lee, . In: CeMMAP working papers. RePEc:ifs:cemmap:17/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Concaveâmonotone treatment response and monotone treatment selection: With an application to the returns to schooling. (2014). . In: Quantitative Economics. RePEc:wly:quante:v:5:y:2014:i::p:175-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bounding Treatment Effects: Stata Command for the Partial Identification of the Average Treatment Effect with Endogenous and Misreported Treatment Assignment. (2014). Millimet, Daniel L. ; Roy, Manan ; McCarthy, Ian M.. In: Emory Economics. RePEc:emo:wp2003:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Determinants of equity pension plan flows. (2014). Carmen Pilar Marti Ballester, . In: Estudios de Economia. RePEc:udc:esteco:v:41:y:2014:i:1:p:125-148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using panel econometric methods to estimate the effect of milk consumption on the mortality rate of prostate and ovarian cancer. (2014). Waldeck, Stefanie ; Hagen, Tobias . In: Working Paper Series: Business and Law. RePEc:zbw:fhfwps:03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do Labor Market Institutions Influence Suicide Mortality? An International Panel Data Analysis. (2014). Breuer, Christian ; Rottmann, Horst . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4875. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do unemployment benefits and employment protection influence suicide mortality? An international panel data analysis. (2014). Rottmann, Horst . In: OTH im Dialog: Weidener Diskussionspapiere. RePEc:zbw:hawdps:42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification partielle: mÃ©thodes et consÃ©quences pour les applications empiriques. (2014). . In: IDEI Working Papers. RePEc:ide:wpaper:27852. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification partielle: mÃ©thodes et consÃ©quences pour les applications empiriques. (2014). . In: TSE Working Papers. RePEc:tse:wpaper:27851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns.. (2014). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14022. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for Leverage Effect in Financial Returns. (2014). Chorro, Christophe ; Lalaharison, Hanjarivo ; Ielpo, Florian ; Guegan, Dominique . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00973922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On idiosyncratic stochasticity of financial leverage effects. (2014). Breto, Carles . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:20-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Chasing volatility - A persistent multiplicative error model with jumps. (2014). Rossi, Eduardo ; de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling regional economic dynamics: Spatial dependence, spatial heterogeneity and nonlinearities. (2014). Mur, Jesus ; Minguez, Roman ; Basile, Roberto ; Durban, Maria ; Montero, Jose Maria . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:48:y:2014:i:c:p:229-245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing of the mean reversion parameter in continuous time models. (2014). . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:187-189. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Disagreement and Economic Outlook. (2014). Carlin, Bruce ; Hasler, Michael ; Andrei, Daniel . In: NBER Working Papers. RePEc:nbr:nberwo:20190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exact Distribution of the Mean Reversion Estimator in the Ornstein-Uhlenbeck Process. (2014). Amanullah, ; Wang, Yun ; Bao, Yong . In: Working Papers. RePEc:ucr:wpaper:201413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Bias in the Estimation of Structural Break Points. (2014). Jiang, Liang ; Wang, Xiaohu . In: Working Papers. RePEc:siu:wpaper:22-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates. (2014). Li, Wai Keung ; Yu, Philip L. H., . In: MPRA Paper. RePEc:pra:mprapa:53874. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Multiple Comparisons and Joint Significance in Panel Unit Root Testing with Evidence on International Interest Rate Linkage. (2014). Werkmann, Verena . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:234:y:2014:i:1:p:23-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression. (2014). Liu, Jicai ; Yazhao Lv, ; Zhang, Riquan . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:66:y:2014:i:1:p:165-191. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Microfounded Forecasting. (2014). Issler, Joo Victor . In: Working Papers Series. RePEc:bcb:wpaper:372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pre and post break parameter inference. (2014). Elliott, Graham ; Muller, Ulrich K.. In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:141-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient Inference with Time-Varying Identification Strength. (2014). Boldea, Otilia . In: Discussion Papers. RePEc:sfu:sfudps:dp14-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Threshold Regression with Endogeneity. (2014). Peter C. B. Phillips, ; Yu, Ping . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1966. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bias correction in the estimation of dynamic panel models in corporate finance. (2014). Alpert, Karen ; Zhou, Qing . In: Journal of Corporate Finance. RePEc:eee:corfin:v:25:y:2014:i:c:p:494-513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Iwakura, Haruo ; Okui, Ryo . In: KIER Working Papers. RePEc:kyo:wpaper:887. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Panel Data Analysis with Heterogeneous Dynamics. (2014). Okui, Ryo ; Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:906. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Forecast Evaluation. (2014). Julio-Roman, Juan Manuel ; Martinez-Rivera, Wilmer Osvaldo ; Hernandez-Bejarano, Manuel Dario . In: Borradores de Economia. RePEc:bdr:borrec:825. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On Forecast Evaluation. (2014). Julio-Roman, Juan Manuel ; Martinez-Rivera, Wilmer Osvaldo ; Hernandez-Bejarano, Manuel Dario . In: BORRADORES DE ECONOMIA. RePEc:col:000094:011604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comparing Consumption-based Asset Pricing Models: The Case of an Asian City. (2014). Dong, Jinyue ; Kwan, Yum K. ; Leung, Charles Ka Yui, . In: MPRA Paper. RePEc:pra:mprapa:60513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How close a relationship does a capital market have with other markets? A reexamination based on the equal variance test. (2014). Lee, Chingnun ; Yang, Lixiong ; Shie, Fu Shuen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:26:y:2014:i:c:p:198-226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bagging Weak Predictors. (2014). Hillebrand, Eric ; Lukas, Manuel . In: CREATES Research Papers. RePEc:aah:create:2014-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Following the Trend: Tracking GDP when Long-Run Growth is Uncertain. (2014). Antolin-Diaz, Juan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks. (2014). Boudt, Kris ; Petitjean, Mikael . In: Journal of Financial Markets. RePEc:eee:finmar:v:17:y:2014:i:c:p:121-149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). Lesage, Cedric ; ben Ali, Chiraz . In: Working Papers. RePEc:ipg:wpaper:2014-053. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the volatility of crude oil futures using intraday data. (2014). Sevi, Benoit . In: European Journal of Operational Research. RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Disentangled jump-robust realized covariances and correlations with non-synchronous prices. (2014). Veredas, David ; Elst, Harry Vander . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:es142416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps. (2014). Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2014-602. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting gains of robust realized variance estimators: evidence from European stock markets. (2014). Sharma, Prateek . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00886. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fact or friction: Jumps at ultra high frequency. (2014). Christensen, Kim ; OOMEN, Roel C. A., ; Podolskij, Mark . In: Journal of Financial Economics. RePEc:eee:jfinec:v:114:y:2014:i:3:p:576-599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. (2014). Gnabo, Jean-Yves ; Hvozdyk, Lyudmyla ; LAHAYE, Jerome . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:147-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Indirect inference with time series observed with error. (2014). de Magistris, Paolo Santucci . In: CREATES Research Papers. RePEc:aah:create:2014-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors. (2014). Westerlund, Joakim ; Reese, Simon . In: Working Papers. RePEc:hhs:lunewp:2014_008. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Test for Panel Data Models with Interactive Fixed Effects. (2014). Jin, Sainan ; Zhang, Yonghui . In: Working Papers. RePEc:siu:wpaper:08-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate social responsibility disclosure: The case of international shipping. (2014). Merikas, Andreas ; Drobetz, Wolfgang ; Tsionas, Mike G.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:71:y:2014:i:c:p:18-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with approximate dynamic factor models: The role of non-pervasive shocks. (2014). Luciani, Matteo . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:20-29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On conditions in central limit theorems for martingale difference arrays. (2014). Alj, Abdelkamel ; Azrak, Rajae ; Melard, Guy . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:3:p:305-307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Gobillon, Laurent ; Magnac, Thierry . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unexplained factors and their effects on second pass R-squaredâs. (2014). Zhan, Zhaoguo . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Moon, Hyungsik Roger ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:35/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The presence of an error term does not preclude causal inference in regression: a comment on Krause (2012). (2014). McIntosh, Cameron . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:1:p:243-250. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Estimation of Supply and Demand Elasticities of Agricultural Commodites. (2014). . In: MPRA Paper. RePEc:pra:mprapa:56126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Tests with Weak and Invalid Instruments. (2014). Tchatoka, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics. (2014). Caner, Mehmet . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:247-268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version. (2014). DiTraglia, Francis J.. In: PIER Working Paper Archive. RePEc:pen:papers:14-045. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Instrumental variables estimation with many weak instruments using regularized JIVE. (2014). Hansen, Christian ; Kozbur, Damian . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:290-308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). and Herman K. van Dijk, ; Ceyhan, Pinar S. ; Basturk, Nalan ; Cakmakli, Cem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140085. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Energy regulation in China: Objective selection, potential assessment and responsibility sharing by partial frontier analysis. (2014). Alsaedi, A. ; Chen, Y. B. ; Xia, X. H. ; Li, J. S. ; Tasawar, H.. In: Energy Policy. RePEc:eee:enepol:v:66:y:2014:i:c:p:292-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving the performance of random coefficients demand models: The role of optimal instruments. (2014). Verboven, Frank . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:1:p:83-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Moon, Hyungsik Roger ; Shum, Matthew ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:20/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Joint identification of utility and discount functions from stated choice data: An application to durable goods adoption. (2014). Hitsch, Gunter ; Jindal, Pranav ; Dube, Jean-Pierre . In: Quantitative Marketing and Economics. RePEc:kap:qmktec:v:12:y:2014:i:4:p:331-377. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models. (2014). Kim, Kyooil. In: Korean Economic Review. RePEc:kea:keappr:ker-20141231-30-2-01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Non-Reservation Price Equilibria And Search Without Priors. (2014). Parakhonyak, Alexei N. ; Sobolev, Anton . In: HSE Working papers. RePEc:hig:wpaper:69/ec/2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Quantile Performance of Statistical Treatment Rules Using Hypothesis Tests to Allocate a Population to Two Treatments. (2014). . In: CeMMAP working papers. RePEc:ifs:cemmap:44/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model selection in under-specified equations facing breaks. (2014). Hendry, David F. ; Castle, Jennifer L.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:286-293. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The shift-contagion effect of global financial crisis and the European debt crisis on OECD Countries. (2014). Akbar, Farhan ; Mehanaoui, Mohamed ; Kazi, Irfan Akbar . In: Working Papers. RePEc:ipg:wpaper:2014-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	General correcting formulae for forecasts. (2014). Harin, Alexander . In: MPRA Paper. RePEc:pra:mprapa:55283. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael P. ; Castle, Jennifer . In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach. (2014). . In: CREATES Research Papers. RePEc:aah:create:2014-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts. (2014). . In: Expert Journal of Economics. RePEc:exp:econcs:v:2:y:2014:i:2:p:69-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach. (2014). . In: CEIS Research Paper. RePEc:rtv:ceisrp:325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Outlier detection in structural time series models: The indicator saturation approach. (2014). Marczak, Martyna . In: FZID Discussion Papers. RePEc:zbw:fziddp:902014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	In the long run, US unemployment follows inflation like a faithful dog. (2014). Haug, Alfred A. ; King, Ian . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:41:y:2014:i:c:p:42-52. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Statistical Model Selection with Big Data. (2014). Hendry, David ; Doornik, Jurgen A.. In: Economics Series Working Papers. RePEc:oxf:wpaper:735. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings. (2014). MacDonald, Ronald . In: Journal of Development Studies. RePEc:taf:jdevst:v:50:y:2014:i:1:p:101-143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Improving Likelihood-Ratio-Based Confidence Intervals for Threshold Parameters in Finite Samples. (2014). . In: Working Papers. RePEc:syd:wpaper:2014-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A nonlinear panel data model of cross-sectional dependence. (2014). Kapetanios, George ; Shin, Yongcheol ; Mitchell, James . In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:134-157. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Econometrics of Ascending Auctions by Quantile Regression. (2014). Gimenes, Nathalie . In: Working Papers, Department of Economics. RePEc:spa:wpaper:2014wpecon25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Savings and investments in the OECD: a panel cointegration study with a new bootstrap test. (2014). Iorio, Francesca ; Fachin, Stefano . In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:4:p:1271-1300. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dealing with unobservable common trends in small samples: a panel cointegration approach. (2014). Di Iorio, Francesca . In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20145. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2014	A new approach to Bayesian hypothesis testing. (2014). JunYu, ; Li, Yong ; Zeng, Tao . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p3:p:602-612. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Maximum likelihood estimation of partially observed diffusion models. (2014). Skaug, Hans J. ; Kleppe, Tore Selland . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:1:p:73-80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Score driven asymmetric stochastic volatility models. (2014). Ruiz, Esther ; Mao, Xiuping . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142618. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	DSGE Priors for BVAR Models. (2014). Filippeli, Thomai . In: Working Papers. RePEc:qmw:qmwecw:wp713. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary transmission mechanism and time variation in the Euro area. (2014). Bagzibagli, Kemal . In: Empirical Economics. RePEc:spr:empeco:v:47:y:2014:i:3:p:781-823. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling the U.S. sovereign credit rating. (2014). Wickens, Mike ; Polito, Vito . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:202-218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient GMM estimation of spatial dynamic panel data models with fixed effects. (2014). Yu, Jihai ; Lee, Lung-Fei . In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:174-197. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting province-level $${\text {CO}}_{2}$$ *. (2014). Burnett, J. ; Zhao, Xueting . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:7:y:2014:i:3:p:171-183.* Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Divorce Risk, Wages, and Working Wives: A Quantitative Life-Cycle Analysis of Female Labor Force Participation. (2014). Wong, Joyce C.. In: NBER Working Papers. RePEc:nbr:nberwo:19869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Household behavior and the marriage market. (2014). Flinn, Christopher J. ; Del Boca, Daniela . In: Journal of Economic Theory. RePEc:eee:jetheo:v:150:y:2014:i:c:p:515-550. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pigou Meets Ramsey: Gender-Based Taxation with Non-Cooperative Couples. (2014). Rainer, Helmut . In: Ifo Working Paper Series. RePEc:ces:ifowps:_179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Female Empowerment Promote Economic Development?. (2014). Tertilt, Michele . In: Working Papers. RePEc:mnh:wpaper:35936. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests based on t-statistics for IV regression with weak instruments. (2014). Mills, Benjamin ; Moreira, Marcelo J. ; Vilela, Lucas P.. In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:351-363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models. (2014). Paccagnini, Alessia ; Bekiros, Stelios D.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:298-323. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvo, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with DSGE models with financial frictions. (2014). Rubaszek, Micha . In: Dynare Working Papers. RePEc:cpm:dynare:040. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Pouzo, Demian ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1897r. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter. (2014). Horowitz, Joel L.. In: Journal of Econometrics. RePEc:eee:econom:v:180:y:2014:i:2:p:158-173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Orthogonal Polynomials for Seminonparametric Instrumental Variables Model. (2014). Yildiz, Nese ; Kovchegov, Yevgeniy . In: Papers. RePEc:arx:papers:1409.1620. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Pouzo, Demian ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1897rr. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sieve Wald and QLR Inferences on Semi/nonparametric Conditional Moment Models. (2014). Chen, Xiaohong ; Pouzo, Demian . In: CeMMAP working papers. RePEc:ifs:cemmap:38/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing a linear dynamic panel data model against nonlinear alternatives. (2014). Lee, Yoon-Jin . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:146-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence. (2014). Peng, Bin ; Gao, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model. (2014). Peng, Bin ; Zhang, Xiaohui ; Hong, KiHoon Jimmy . In: Research Paper Series. RePEc:uts:rpaper:347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Residual-based Rank Specification Tests for AR-GARCH type models. (2014). Bas J. M. Werker, ; Andreou, Elena . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:02-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic efficiency of semiparametric two-step GMM. (2014). Ackerberg, Daniel ; Chen, Xiaohong ; Hahn, Jinyong . In: CeMMAP working papers. RePEc:ifs:cemmap:28/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Deviance Information Criterion for Comparing VAR Models. (2014). Zeng, Tao ; Li, Yong . In: Working Papers. RePEc:siu:wpaper:01-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Extensions of some classical methods in change point analysis. (2014). Rice, Gregory ; Horvath, Lajos . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap tests in linear models with many regressors. (2014). Richard, Patrick . In: Cahiers de recherche. RePEc:shr:wpaper:14-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING A LARGE NUMBER OF HYPOTHESES IN APPROXIMATE FACTOR MODELS. (2014). Amengual, Dante ; Repetto, Luca . In: Working Papers. RePEc:cmf:wpaper:wp2014_1410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Investigating the Role of Real Divisia Money in Persistence-Robust Econometric Models. (2014). De Peretti, Philippe ; Mattson, Ryan S.. In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-00984827. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2014). A. M. Robert Taylor, ; Cavaliere, Giuseppe . In: CREATES Research Papers. RePEc:aah:create:2014-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust variable selection for nonlinear models with diverging number of parameters. (2014). Zhu, Huiming ; Lv, Zhike, ; Yu, Keming . In: Statistics & Probability Letters. RePEc:eee:stapro:v:91:y:2014:i:c:p:90-97. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Search and Nonwage Job Characteristics. (2014). Sullivan, Paul ; To, Ted . In: Journal of Human Resources. RePEc:uwp:jhriss:v:49:y:2014:ii:1:p:472-507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Preferences vs. Opportunities: Racial/Ethnic Intermarriage in the United States. (2014). Shin, Seul-Ki . In: PIER Working Paper Archive. RePEc:pen:papers:14-040. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian inference for nonlinear structural time series models. (2014). Hall, Jamie ; Kohn, Robert ; Pitt, Michael K.. In: Journal of Econometrics. RePEc:eee:econom:v:179:y:2014:i:2:p:99-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distribution-free Methods for Estimation of Willingness to Pay Models Using Discrete Response Valuation Data. (2014). Carpio, Carlos E. ; Zapata, Samuel D.. In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170453. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Integrated modified OLS estimation and fixed-b inference for cointegrating regressions. (2014). Wagner, Martin ; Vogelsang, Timothy J.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:741-760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Indeterminacy and Identification Failures in the U.S.: Results from a Robust Test. (2014). CASTELNUOVO, Efrem . In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2014n18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of Index-Fund Investing on Commodity Futures Prices. (2014). Wu, Jing Cynthia . In: NBER Working Papers. RePEc:nbr:nberwo:19892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testable implications of affine term structure models. (2014). Hamilton, James D. ; Wu, Jing Cynthia . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:231-242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk premia in crude oil futures prices. (2014). Hamilton, James D. ; Wu, Jing Cynthia . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:9-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Interest Rate Uncertainty and Economic Fluctuations. (2014). Wu, Jing Cynthia . In: NBER Working Papers. RePEc:nbr:nberwo:20594. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	EstimaciÃ³n de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Jose Fernando Moreno Gutierrez, ; Luis Fernando Melo Velandia, ; Juan Andres Espinosa Torres, . In: Borradores de Economia. RePEc:bdr:borrec:854. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic term structure models: The best way to enforce the zero lower bound. (2014). Meldrum, Andrew ; Andreasen, Martin M.. In: CREATES Research Papers. RePEc:aah:create:2014-47. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	EstimaciÃ³n de la prima por vencimiento de los TES en pesos del gobierno colombiano. (2014). Jose Fernando Moreno Gutierrez, ; Luis Fernando Melo Velandia, ; Juan Andres Espinosa Torres, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:012333. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating the robustness of UK term structure decompositions using linear regression methods. (2014). Meldrum, Andrew ; Malik, Sheheryar . In: Bank of England working papers. RePEc:boe:boeewp:0518. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates. (2014). Carriero, Andrea ; Clark, Todd . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9848. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial environmental efficiency indicators in regional waste generation: A nonparametric approach. (2014). Halkos, George ; Papageorgiou, George . In: DEOS Working Papers. RePEc:aue:wpaper:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spatial environmental efficiency indicators in regional waste generation: A nonparametric approach. (2014). Papageorgiou, George . In: MPRA Paper. RePEc:pra:mprapa:53400. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency and benchmarking with directional distances. A data driven approach. (2014). Daraio, Cinzia ; Simar, Leopold . In: DIAG Technical Reports. RePEc:aeg:report:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency and economies of scale and scope in European universities. A directional distance approach. (2014). Bonaccorsi, Andrea ; Simar, Leopold ; Daraio, Cinzia . In: DIAG Technical Reports. RePEc:aeg:report:2014-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Public sector transparency and countriesâ environmental performance: A nonparametric analysis. (2014). Halkos, George E. ; Tzeremes, Nickolaos G.. In: Resource and Energy Economics. RePEc:eee:resene:v:38:y:2014:i:c:p:19-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Indirect Inference Estimation of Nonlinear Dynamic General Equilibrium Models : With an Application to Asset Pricing under Skewness Risk. (2014). Ruge-Murcia, Francisco . In: Cahiers de recherche. RePEc:mtl:montec:15-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Effects of Access to Health Insurance for Informally Employed Individuals in Peru. (2014). Bernal, Noelia ; Klein, Tobias J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expectile Treatment Effects: An efficient alternative to compute the distribution of treatment effects. (2014). Eckardt, Matthias ; Hardle, Wolfgang K. ; Stahlschmidt, Stephan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Teacher Pay and Student Performance: Evidence from the Gambian Hardship Allowance. (2014). Pugatch, Todd . In: IZA Discussion Papers. RePEc:iza:izadps:dp8621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Essays in applied microeconomics. (2014). Lobato, Bernal N.. In: Other publications TiSEM. RePEc:tiu:tiutis:9b638b3d-2f83-452a-b2c8-cf930f074d1e. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables. (2014). Frolich, Markus ; Huber, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:31/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: Departmental Working Papers. RePEc:smu:ecowpa:1401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Impulse response matching estimators for DSGE models. (2014). Guerron-Quintana, Pablo . In: CFS Working Paper Series. RePEc:zbw:cfswop:498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Impulse Response Matching Estimators for DSGE Models. (2014). Inoue, Atsushi ; Guerron-Quintana, Pablo A.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joint Confidence Sets for Structural Impulse Responses. (2014). Inoue, Atsushi . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Linear instrumental variables model averaging estimation. (2014). Martins, Luis F. ; Gabriel, Vasco J.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:709-724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model selection and model averaging after multiple imputation. (2014). Heumann, Christian ; Schomaker, Michael . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:758-770. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Frequentist model averaging for multinomial and ordered logit models. (2014). Wang, Shouyang ; Zhang, Xinyu ; Wan, Alan T. K., . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:118-128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Semiparametric Generalized Ridge Estimator and Link with Model Averaging. (2014). Alan T. K. Wan, ; Zhang, Xinyu ; Wang, Huansha ; Zou, Guohua ; Ullah, Aman ; Amanullah, ; Alan T. K. Wan, . In: Working Papers. RePEc:ucr:wpaper:201412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model averaging based on JamesâStein estimators. (2014). Zhao, Shangwei . In: Metrika. RePEc:spr:metrik:v:77:y:2014:i:8:p:1013-1022. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange market pressures during the financial crisis: A Bayesian model averaging evidence. (2014). Feldkircher, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:40:y:2014:i:c:p:21-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The determinants of vulnerability to the global financial crisis 2008 to 2009: Credit growth and other sources of risk. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:43:y:2014:i:c:p:19-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: MPRA Paper. RePEc:pra:mprapa:58131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:str:wpaper:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2014_10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Determinants of Intergenerational Mobility in the Land of Opportunity. (2014). Kourtellos, Andros ; Marr, Christa . In: Working Paper Series. RePEc:rim:rimwps:20_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Determinants of Intergenerational Mobility in the Land of Opportunity. (2014). Kourtellos, Andros ; Marr, Christa ; Tan, Chih Ming . In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:07-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: Working Paper Series. RePEc:rim:rimwps:39_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalised density forecast combinations. (2014). Kapetanios, George ; Price, Simon ; Mitchell, James . In: Bank of England working papers. RePEc:boe:boeewp:0492. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Portfolio Choice under Decision-Based Model Combinations. (2014). Pettenuzzo, Davide ; Ravazzolo, Francesco . In: Working Papers. RePEc:brd:wpaper:80. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts. (2014). Ardia, David ; Hoogerheide, Lennart F.. In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:2:p:187-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation. (2014). van Dijk, Herman K. ; Gatarek, Lukasz ; Hoogerheide, Lennart ; Hooning, Koen . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring the stance of monetary policy in conventional and unconventional environments. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?. (2014). Waliullah, ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A shadow policy rate to calibrate US monetary policy at the zero lower bound. (2014). Zhu, Feng . In: BIS Working Papers. RePEc:bis:biswps:452. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates. (2014). Swanson, Eric T. ; Williams, John C.. In: NBER Working Papers. RePEc:nbr:nberwo:20486. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time. (2014). . In: Working Papers. RePEc:gai:wpaper:0102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling long run comovements in equity markets: A flexible approach. (2014). Martins, Luis F. ; Gabriel, Vasco J.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:288-295. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	GARCH with omitted persistent covariate. (2014). Han, Heejoon ; Park, Joon Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:248-254. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Semiparametric Estimation of Partially Linear Varying Coefficient Models with Time Trend and Nonstationary Regressors. (2014). Gao, Yichen ; Lin, Zhongjian . In: Emory Economics. RePEc:emo:wp2003:1412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance. (2014). . In: Economics Papers. RePEc:nuf:econwp:1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Computational Implementation of GMM. (2014). Hong, Han . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An alternative identification of nonlinear dynamic panel data models with unobserved covariates. (2014). Shiu, Ji-Liang . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:338-342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market power and its determinants in the Chinese airline industry. (2014). Zhang, Anming ; Wang, Qiang ; Yang, Hangjun . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:64:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Panel data and productivity measurement: an analysis of Asian productivity trends. (2014). Shang, Chenjun ; SICKLES, Robin C. ; Hao, Jiaqi . In: Journal of Chinese Economic and Business Studies. RePEc:taf:jocebs:v:12:y:2014:i:3:p:211-231. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Investigating the influence of firm characteristics on the ability to exercise market power: A stochastic frontier analysis approach with an application to the iron ore market. (2014). Wetzel, Heike ; Panke, Timo ; Germeshausen, Robert . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14105. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Benchmark models of expected returns in U.K. portfolio performance: An empirical investigation. (2014). Fletcher, Jonathan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:30-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators. (2014). Lee, Seojeong . In: Discussion Papers. RePEc:swe:wpaper:2014-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Limited participation in international business cycle models: A formal evaluation. (2014). Hnatkovska, Viktoria ; Gao, Xiaodan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:39:y:2014:i:c:p:255-272. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating and testing a quantile regression model with interactive effects. (2014). Lamarche, Carlos ; Harding, Matthew . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:101-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The exporter productivity premium along the productivity distribution: evidence from quantile regression with nonadditive firm fixed effects. (2014). Powell, David ; Wagner, Joachim . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:150:y:2014:i:4:p:763-785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymptotic theory for LAD estimation of moderate deviations from a unit root. (2014). Lin, Zhengyan ; Zhou, Zhiyong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:90:y:2014:i:c:p:25-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Covariance estimation using high-frequency data: Sensitivities of estimation methods. (2014). Haugom, Erik ; Veka, Steinar ; Westgaard, Sjur ; Lien, Gudbrand . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:416-425. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Specification Testing for Nonlinear Multivariate Cointegrating Regressions. (2014). Dong, Chaohua ; Yin, Jiying ; Gao, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-8. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Math matters: education choices and wage inequality. (2014). . In: ECON - Working Papers. RePEc:zur:econwp:160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints. (2014). . In: Staff Reports. RePEc:fip:fednsr:683. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Occupational Sorting of School Graduates: The Role of Economic Preferences. (2014). Fouarge, Didier . In: IZA Discussion Papers. RePEc:iza:izadps:dp8355. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Sources of the Gender Gap in Economics Enrolment. (2014). Wahba, Jackline ; Tonin, Mirco . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4957. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Sources of the Gender Gap in Economics Enrolment. (2014). Wahba, Jackline ; Tonin, Mirco . In: IZA Discussion Papers. RePEc:iza:izadps:dp8414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Recovering Ex Ante Returns and Preferences for Occupations using Subjective Expectations Data. (2014). Maurel, Arnaud ; Romano, Teresa ; Arcidiacono, Peter ; Hotz, Joseph V.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8549. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	University choice: the role of expected earnings, non-pecuniary outcomes and financial constraints. (2014). Delavande, Adeline ; Zafar, Basit . In: ISER Working Paper Series. RePEc:ese:iserwp:2014-38. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Field of study, qualification mismatch, and wages: Does sorting matter?. (2014). Berlingieri, Francesco ; Zierahn, Ulrich . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14076. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Occupational sorting of school graduates: The role of economic preferences. (2014). Kriechel, Ben ; Dohmen, Thomas ; Fouarge, Didier . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:106:y:2014:i:c:p:335-351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risks and returns to educational fields â A financial asset approach to vocational and academic education. (2014). Glocker, Daniela ; Storck, Johanna . In: Economics of Education Review. RePEc:eee:ecoedu:v:42:y:2014:i:c:p:109-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Studentâs Dilemma: Higher Starting Salary or Higher GPA. (2014). . In: Working Papers. RePEc:dew:wpaper:2014-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Essays on subjective expectations and mortality trends. (2014). Niu, G.. In: Other publications TiSEM. RePEc:tiu:tiutis:b9f72836-d8ad-478b-adca-41409e742b24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Field of Study, Earnings, and Self-Selection. (2014). Kirkeboen, Lars ; Mogstad, Magne . In: NBER Working Papers. RePEc:nbr:nberwo:20816. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do wage expectations influence the decision to enroll in nursing college?. (2014). Hartog, Joop ; Schweri, Juerg . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100542. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Field of Study, Earnings, and Self-Selection. (2014). Kirkeboen, Lars ; Mogstad, Magne . In: Memorandum. RePEc:hhs:osloec:2014_029. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of College Peers on Academic Performance: Evidence from a Natural Experiment in Chile. (2014). Diez-Amigo, Sandro . In: MPRA Paper. RePEc:pra:mprapa:62913. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Social and economic determinants of higher education choices in Poland. (2014). Grotkowska, Gabriela ; Wincenciak, Leszek ; Mycielski, Jerzy . In: Ekonomia journal. RePEc:eko:ekoeko:38_9. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is the return to education the same for everybody?. (2014). Webber, Douglas . In: IZA World of Labor. RePEc:iza:izawol:journl:y:2014:n:92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Hou, Jie ; Perron, Pierre . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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Year	Title	See
2014	Discriminating between fractional integration and spurious long memory. (2014). Haldrup, Niels ; Kruse, Robinson . In: CREATES Research Papers. RePEc:aah:create:2014-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tail Risk Premia and Return Predictability. (2014). Xu, Lai ; Todorov, Viktor ; Bollerslev, Tim . In: CREATES Research Papers. RePEc:aah:create:2014-49. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Incidence of Soda Taxes with Imperfect Information and Strategic Firm Behavior. (2014). Zheng, Hualu ; Huang, Lu. In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tail Dependence is to be Expected Among Crop Yields. (2014). Feng, Hong Li ; Du, Xiaodong . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:174315. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transmission of beef and veal prices in different marketing channels. (2014). El Benni, Nadja ; Hediger, Werner . In: 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia. RePEc:ags:eaae14:182696. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The a/simmetrie annual macroeconometric model of the Italian economy: structure and properties. (2014). Christian Alexander Mongeau Ospina, . In: a/ Working Papers Series. RePEc:ais:wpaper:1405. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Abatement strategies and the cost of environmental regulation: Emission standards on the European car market. (2014). . In: Working Papers. RePEc:ant:wpaper:2014025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach. (2014). Paraskevopoulos, Alexandros ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos ; Ali, Faek Menla . In: Papers. RePEc:arx:papers:1403.7179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On parameter identification in stochastic differential equations by penalized maximum likelihood. (2014). Dunker, Fabian ; Hohage, Thorsten . In: Papers. RePEc:arx:papers:1404.0651. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parametric Risk Parity. (2014). Rroji, Edit . In: Papers. RePEc:arx:papers:1409.7933. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	International Spillovers of Policy Uncertainty. (2014). Sekkel, Rodrigo ; Kloner, Stefan . In: Staff Working Papers. RePEc:bca:bocawp:14-57. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars Peter . In: Working Papers. RePEc:bfi:wpaper:2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Term Structure of the Welfare Cost of Uncertainty. (2014). . In: Working papers. RePEc:bfr:banfra:521. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	sftfe: A Stata command for fixed-effects stochastic frontier models estimation. (2014). . In: Italian Stata Users' Group Meetings 2014. RePEc:boc:isug14:05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of GVAR Modeling. (2014). Chudik, Alexander ; Pesaran, Hashem . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Working Papers in Economics. RePEc:cbt:econwp:14/27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Evidence on Globalization. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4708. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fiscal Transfers and Fiscal Sustainability. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4716. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices. (2014). Pesaran, Hashem M. ; Smith, Vanessa L. ; Bailey, Natalia . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selection of the number of factors in presence of structural instability: a Monte Carlo study. (2014). Stevanovic, Dalibor . In: CIRANO Working Papers. RePEc:cir:cirwor:2014s-44. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Note on Leverage and the Macroeconomy. (2014). Istiak, Khandokar . In: Working Papers. RePEc:clg:wpaper:2014-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	DISTRIBUTIONAL LINKAGES BETWEEN EUROPEAN SOVEREIGN BOND AND BANK ASSET RETURNS. (2014). Galvez, Julio ; Mencia, Javier . In: Working Papers. RePEc:cmf:wpaper:wp2014_1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	TESTING A LARGE NUMBER OF HYPOTHESES IN APPROXIMATE FACTOR MODELS. (2014). Amengual, Dante ; Repetto, Luca . In: Working Papers. RePEc:cmf:wpaper:wp2014_1410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic theory and forecasting: lessons from the literature. (2014). Giacomini, Raffaella . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Consumer valuation of fuel costs and the effectiveness of tax policy: Evidence from the European car market. (2014). Grigolon, Laura ; Reynaert, Mathias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying Industry Margins with Unobserved Price Constraints: Structural Estimation on Pharmaceuticals. (2014). Lasio, Laura ; Dubois, Pierre . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9881. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators under Weak Dependence and Weak Conditions. (2014). Christensen, Timothy M. ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1976. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Rates of Return and Early Retirement Disincentives: Evidence from a German Pension Reform. (2014). Luthen, Holger . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1389. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does participating in health insurance benefit the migrant workers in China? An empirical investigation. (2014). Liu, Gordon G. ; Pan, Jay . In: China Economic Review. RePEc:eee:chieco:v:30:y:2014:i:c:p:263-278. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The indirect continuous-GMM estimation. (2014). Kotchoni, Rachidi . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:464-488. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What (really) accounts for the fall in hours after a technology shock?. (2014). . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:45:y:2014:i:c:p:330-352. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Understanding the role of time-varying unobserved ability heterogeneity in education production. (2014). . In: Economics of Education Review. RePEc:eee:ecoedu:v:40:y:2014:i:c:p:55-75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A HausmanâTaylor instrumental variable approach to the penalized estimation of quantile panel models. (2014). Lamarche, Carlos ; Harding, Matthew . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:176-179. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Estimating aggregate autoregressive processes when only macro data are available. (2014). Jondeau, Eric ; Pelgrin, Florian . In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:3:p:341-347. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing for individual and time effects in panel data models with interactive effects. (2014). Wu, Jian Hong ; Li, Jinchang . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:306-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Treatment effect estimation with covariate measurement error. (2014). Chesher, Andrew ; Battistin, Erich . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:707-715. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The evolution of corporate governance in Brazil. (2014). de Carvalho, Antonio Gledson ; Sampaio, Joelson Oliveira ; Black, Bernard S.. In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:176-195. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of oil price shocks on U.S. bond market returns. (2014). Yoon, Kyung Hwan ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:248-258. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. (2014). Kim, Minjoo ; Shin, Yongcheol ; Dang, Viet Anh . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:226-242. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008â2009 financial crisis. (2014). Calice, Giovanni . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:20-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Environmental Justice: Evidence from Superfund cleanup durations. (2014). Burda, Martin ; Harding, Matthew . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:107:y:2014:i:pa:p:380-401. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unemployment in Greece: Evidence from Greek regions using panel unit root tests. (2014). Bakas, Dimitrios ; Papapetrou, Evangelia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:4:p:551-562. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A simple root-N-consistent semiparametric estimator for discrete duration models. (2014). Rilstone, Paul ; Reza, Sadat . In: Statistics & Probability Letters. RePEc:eee:stapro:v:95:y:2014:i:c:p:150-154. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Oil Price Shocks on U.S. Bond Market Returns. (2014). Yoon, Kyung Hwan ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	FREQUENCY ASPECTS OF INFORMATION TRANSMISSION IN NETWORKS OF EQUITY MARKETS. (2014). Roesch, Angi ; Schmidbauer, Harald ; Uluceviz, Erhan . In: EcoMod2014. RePEc:ekd:006356:7200. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Partially Unforeseen Events. Corrections and Correcting Formulae for Forecasts. (2014). . In: Expert Journal of Economics. RePEc:exp:econcs:v:2:y:2014:i:2:p:69-79. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2013

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Year	Title	See
2013	Bias-corrected estimation in potentially mildly explosive autoregressive models. (2013). Kaufmannz, Hendrik ; Kruse, Robinson . In: CREATES Research Papers. RePEc:aah:create:2013-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bootstrapping realized volatility and realized beta under a local Gaussianity assumption. (2013). Hounyo, Ulrich . In: CREATES Research Papers. RePEc:aah:create:2013-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Generalizing smooth transition autoregressions. (2013). . In: CREATES Research Papers. RePEc:aah:create:2013-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson . In: CREATES Research Papers. RePEc:aah:create:2013-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Exchange Rate Predictability. (2013). Rossi, Barbara . In: Journal of Economic Literature. RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	This Time Theyre Different: Heterogeneity;and Nonlinearity in the Relationship;between Debt and Growth. (2013). . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:92. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On the correlation between commodity and equity returns: implications for portfolio allocation. (2013). . In: BIS Working Papers. RePEc:bis:biswps:420. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2013). Drehmann, Mathias ; Juselius, Mikael . In: BIS Working Papers. RePEc:bis:biswps:421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2013). Ravazzolo, Francesco ; Casarin, Roberto ; van Dijk, Herman K.. In: Working Paper. RePEc:bno:worpap:2013_20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Computational aspects of portfolio risk estimation in volatile markets: a survey. (2013). Fabozzi Frank J., ; Stoyan, Stoyanov ; Rachev Svetlozar T., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:103-120:n:1. Full description at Econpapers \|\| Download paper	[Citation Analysis]
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2013	The Effect of Firms Partial Retirement Policies on the Labour Market Outcomes of their Employees. (2013). Wunsch, Conny . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4343. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Scioch, Patrycja ; Lechner, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4392. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous Sports Participation and Labour Market Outcomes in England. (2013). Lechner, Michael ; Downward, Paul . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	After-School Care and Parents Labor Supply. (2013). Felfe, Christina ; Thiemann, Petra ; Lechner, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4487. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Consumption, Income Changes and Heterogeneity: Evidence from Two Fiscal Stimulus Programmes. (2013). Misra, Kanishka ; Surico, Paolo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9530. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Eurozone Sovereign Yield Spreads and Diverging Economic Fundamentals. (2013). Beber, Alessandro ; Brandt, Michael ; Luisi, Maurizio . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9538. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The effect of firms partial retirement policies on the labour market outcomes of their employees. (2013). Wunsch, Conny ; Lechner, Michael ; Huber, Martin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9574. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do Firms Benefit from Active Labour Market Policies?. (2013). Wunsch, Conny ; Scioch, Patrycja ; Lechner, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9642. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous sports participation and labour market outcomes in England. (2013). Lechner, Michael ; Downward, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9701. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	After-school care and parentsâ labor supply. (2013). Felfe, Christina ; Lechner, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9757. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Unbiased QML Estimation of Log-GARCH Models in the Presence of Zero Returns. (2013). Escribano, Alvaro ; Sucarrat, Genaro . In: Economics Working Papers. RePEc:cte:werepe:we1321. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression. (2013). Christensen, Timothy ; Chen, Xiaohong . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1923. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Gao, Jiti ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1929. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How Learning a Musical Instrument Affects the Development of Skills. (2013). Schupp, Jurgen . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp591. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-varying mixture GARCH models and asymmetric volatility. (2013). Krause, Jochen ; Steude, Sven C. ; Haas, Markus ; Paolella, Marc S.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:602-623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	First-differenced inference for panel factor series. (2013). Ipatova, Ekaterina ; Trapani, Lorenzo . In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:2:p:364-366. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	How have inflation-targeting central banks responded to supply shocks?. (2013). Tachibana, Minoru . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:1-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Linear and nonlinear regression with stable errors. (2013). Ojeda-Revah, Diana ; Nolan, John P.. In: Journal of Econometrics. RePEc:eee:econom:v:172:y:2013:i:2:p:186-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heavy tails of OLS. (2013). de Vries, Casper G. ; Mikosch, Thomas . In: Journal of Econometrics. RePEc:eee:econom:v:172:y:2013:i:2:p:205-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Identification of first-price auctions with non-separable unobserved heterogeneity. (2013). McAdams, David ; Hu, Yingyao ; Shum, Matthew . In: Journal of Econometrics. RePEc:eee:econom:v:174:y:2013:i:2:p:186-193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity. (2013). Sempi, Carlo ; Sanchez, Juan Fernandez ; Durante, Fabrizio . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:53:y:2013:i:3:p:897-905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Least squares estimators for discretely observed stochastic processes driven by small LÃ©vy noises. (2013). Long, Hongwei ; Shimizu, Yasutaka ; Sun, Wei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:116:y:2013:i:c:p:422-439. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Dynamic relationship between precious metals. (2013). Sensoy, Ahmet . In: Resources Policy. RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Otero, Jesus ; Panagiotidis, Theodore . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bias and bandwidth for local likelihood density estimation. (2013). Tjostheim, Dag ; Otneim, Hkon ; Karlsen, Hans Arnfinn . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:5:p:1382-1387. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Stationary bootstrapping realized volatility. (2013). Shin, Dong Wan ; Hwang, Eunju . In: Statistics & Probability Letters. RePEc:eee:stapro:v:83:y:2013:i:9:p:2045-2051. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Inflation Dynamics and The Role of Oil Shocks: How Different Were the 1970s?. (2013). . In: CAMA Working Papers. RePEc:een:camaaa:2013-59. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A proposal for an open-source financial risk model. (2013). Hwang, Jong Ho . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:59298. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Contributions to the Theory of Optimal Tests. (2013). Moreira, Humberto . In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:747. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Predicting recessions with leading indicators: model averaging and selection over the business cycle. (2013). Berge, Travis . In: Research Working Paper. RePEc:fip:fedkrw:rwp13-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Shrinkage estimation of high-dimensional factor models with structural instabilities. (2013). Schorfheide, Frank ; Liao, Zhipeng ; Cheng, Xu. In: Working Papers. RePEc:fip:fedpwp:14-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Measuring the Technical Efficiency of Farms Producing Environmental Output: Parametric and Semiparametric Estimation of Multi-output Stochastic Ray Production Frontiers. (2013). Czekaj, Tomasz Gerard . In: IFRO Working Paper. RePEc:foi:wpaper:2013_21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Local Structural Trend Break in Stationarity Testing. (2013). . In: Working Papers. RePEc:gai:wpaper:0074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneity of the effects of health insurance on household savings: Evidence from rural China. (2013). Cheung, Diana ; Padieu, Ysaline . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00848061. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Contagion Dynamics in EMU Government Bond Spreads. (2013). Leschinski, Christian Christian ; Bertram, Philip . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-515. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Value-at-Risk: Risk assessment for the portfolio of oil and gas producers. (2013). Oglend, Atle ; Dahl, Roy Endre ; Asche, Frank . In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2013_003. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2012

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Year	Title	See
2012	Unit roots, nonlinearities and structural breaks. (2012). Haldrup, Niels ; Terasvirta, Timo ; Kruse, Robinson ; Varneskov, Rasmus T.. In: CREATES Research Papers. RePEc:aah:create:2012-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates. (2012). Kristensen, Dennis ; Han, Heejoon . In: CREATES Research Papers. RePEc:aah:create:2012-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are National School Lunch Program Participants More Likely to be Obese? Dealing with Identification. (2012). Kropp, Jaclyn D. ; Peckham, Janet G.. In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington. RePEc:ags:aaea12:124905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Supplemental Nutrition Assistance Program, Financial Stress, and Childhood Obesity. (2012). Gundersen, Craig ; Garasky, Steven B. ; Burgstahler, Rebecca . In: Agricultural and Resource Economics Review. RePEc:ags:arerjl:123311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Cornea, A. ; Massaro, D. ; Hommes, C. H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Why Do Shoppers Use Cash? Evidence from Shopping Diary Data. (2012). Welte, Angelika ; Wakamori, Naoki . In: Staff Working Papers. RePEc:bca:bocawp:12-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Multiple Structural Breaks and Inflation Persistance in Belarus. (2012). Pelipas, Igor . In: BEROC Working Paper Series. RePEc:bel:wpaper:21. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary Transmission Mechanism and Time Variation in the Euro Area. (2012). Bagzibagli, Kemal . In: Discussion Papers. RePEc:bir:birmec:12-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends. (2012). Mccloskey, Adam ; Perron, Pierre . In: Working Papers. RePEc:bro:econwp:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Information Theoretic Foundations of a Probabilistic and Predictive Micro and Macro Economics. (2012). Judge, George . In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt5d98g7wg. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2012). Kaplan, David M.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt888657tp. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Beyond Ramsey: Gender-Based Taxation with Non-Cooperative Couples. (2012). Rainer, Helmut ; Meier, Volker . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3966. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification and Estimation of Dynamic Games when Players Beliefs Are Not in Equilibrium. (2012). Magesan, Arvind ; Aguirregabiria, Victor . In: Working Papers. RePEc:clg:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Computationally efficient inference procedures for vast dimensional realized covariance models. (2012). Storti, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012028. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Dynamic conditional correlation models for realized covariance matrices. (2012). VIOLANTE, Francesco ; Storti, Giuseppe . In: CORE Discussion Papers. RePEc:cor:louvco:2012060. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do Oil Prices Help Forecast U.S. Real GDP? The Role of Nonlinearities and Asymmetries. (2012). Vigfusson, Robert J.. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8980. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Improving the Performance of Random Coefficients Demand Models: the Role of Optimal Instruments. (2012). Verboven, Frank ; Reynaert, Mathias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9026. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modelling the U.S. sovereign credit rating. (2012). Wickens, Michael R. ; Polito, Vito . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9150. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications. (2012). Peter C. B. Phillips, ; Liao, Zhipeng . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1871. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Quantiles autocorrelation in stock markets returns. (2012). Da costa, Alexandre Silva ; Ceretta, Paulo Sergio ; Righi, Marcelo Brutti ; Muller, Fernanda Maria . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Testing for a unit root in the presence of stochastic volatility and leverage effect. (2012). Zhang, Jie ; Li, Yong ; CHONG, TERENCE TAI-LEUNG . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:2035-2038. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the economic factors of deforestation: What can we learn from quantile analysis?. (2012). . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2427-2434. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measurement of excess bidding in auctions. (2012). Ferona, Angeliki ; Tsionas, Efthymios G.. In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:377-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity. (2012). Matzkin, Rosa L.. In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:106-115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Minimax regret treatment choice with covariates or with limited validity of experiments. (2012). Stoye, Jorg . In: Journal of Econometrics. RePEc:eee:econom:v:166:y:2012:i:1:p:138-156. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inferring welfare maximizing treatment assignment under budget constraints. (2012). Bhattacharya, Debopam ; Dupas, Pascaline . In: Journal of Econometrics. RePEc:eee:econom:v:167:y:2012:i:1:p:168-196. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distribution-free tests of stochastic monotonicity. (2012). Escanciano, Juan Carlos ; Delgado, Miguel A.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:68-75. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Kernel-weighted GMM estimators for linear time series models. (2012). Kuersteiner, Guido M.. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:399-421. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Nonparametric 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric trending panel data models with cross-sectional dependence. (2012). Li, Degui ; Gao, Jiti ; Chen, Jia . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:1:p:71-85. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic well-being and poverty among the elderly: An analysis based on a collective consumption model. (2012). de Rock, Bram ; Cherchye, Laurens . In: European Economic Review. RePEc:eee:eecrev:v:56:y:2012:i:6:p:985-1000. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical inference for DEA estimators of directional distances. (2012). Vanhems, Anne ; Wilson, Paul W. ; Simar, Leopold . In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:3:p:853-864. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). Chevallier, Julien . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Empirical bias in intraday volatility measures. (2012). Fang, Yan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The racial gap in education and the legacy of slavery. (2012). Dimico, Arcangelo . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:4:p:581-595. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on spatialâtemporal 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Financial stress and economic dynamics: the transmission of crises. (2012). . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-82. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Do oil prices help forecast U.S. real GDP? the role of nonlinearities and asymmetries. (2012). Kilian, Lutz ; Vigfusson, Robert J.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	DSGE model-based forecasting. (2012). Schorfheide, Frank ; del Negro, Marco . In: Staff Reports. RePEc:fip:fednsr:554. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labels, taxes and market forces: An empirical evaluation of fat policies. (2012). . In: PSE Working Papers. RePEc:hal:psewpa:halshs-00736556. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mandatory labels, taxes and market forces: An empirical evaluation of fat policies. (2012). Etile, Fabrice ; Lecocq, Sebastien ; Allais, Olivier . In: Working Papers. RePEc:hal:wpaper:halshs-00736556. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Important is Secondary School Duration for Post-school Education Decisions? Evidence from a Natural Experiment. (2012). Thomsen, Stephan L. ; Meyer, Tobias . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Rates as Exchange Rate Common Factors. (2012). Sul, Donggyu ; Greenaway-McGrevy, Ryan ; Mark, Nelson C. ; Wu, Jyh-Lin . In: Working Papers. RePEc:hkm:wpaper:212012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Generalized Tests of Investment Fund Performance. (2012). . In: IBMEC RJ Economics Discussion Papers. RePEc:ibr:dpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Moon, Hyungsik Roger ; Shum, Matthew ; Weidner, Martin . In: CeMMAP working papers. RePEc:ifs:cemmap:08/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Semiparametric estimation of random coefficients in structural economic models. (2012). Simoni, Anna ; Hoderlein, Stefan ; Nesheim, Lars . In: CeMMAP working papers. RePEc:ifs:cemmap:09/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Simultaneous equations for discrete outcomes: coherence, completeness, and identification. (2012). Rosen, Adam ; Chesher, Andrew . In: CeMMAP working papers. RePEc:ifs:cemmap:21/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An instrumental variable random coefficients model for binary outcomes. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:34/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identification in auctions with selective entry. (2012). . In: CeMMAP working papers. RePEc:ifs:cemmap:38/12. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2011

[Click on heading to sort table]

Year	Title	See
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Halbleib, Roxana ; Voev, Valeri . In: CREATES Research Papers. RePEc:aah:create:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Generalized 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Flat-Top Realized Kernel Estimation of Quadratic Covariation with Non-Synchronous and Noisy Asset Prices. (2011). Varneskov, Rasmus Tangsgaard . In: CREATES Research Papers. RePEc:aah:create:2011-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial Risk Measurement for Financial Risk Management. (2011). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: CREATES Research Papers. RePEc:aah:create:2011-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting with Option Implied Information. (2011). Chang, Bo Young ; Christoffersen, Peter ; Jacobs, Kris . In: CREATES Research Papers. RePEc:aah:create:2011-46. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return Predictability. (2011). Osterrieder, Daniela ; Bollerslev, Tim ; Sizova, Natalia ; Tauchen, George . In: CREATES Research Papers. RePEc:aah:create:2011-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions. (2011). Choi, Seungmoon . In: School of Economics Working Papers. RePEc:adl:wpaper:2011-26. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Effect of Newspaper Entry and Exit on Electoral Politics. (2011). Shapiro, Jesse M. ; Sinkinson, Michael ; Gentzkow, Matthew . In: American Economic Review. RePEc:aea:aecrev:v:101:y:2011:i:7:p:2980-3018. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108498. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:108723. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Development in the Midst of Drought: Evaluating an Agricultural Extension and Credit Program in Nicaragua.. (2011). Mullally, Conner . In: 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania. RePEc:ags:aaea11:109664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring farmersâ risk aversion: the unknown properties of the value function. (2011). Carpentier, Alain ; Cao, Ruixuan ; Gohin, Alexandre . In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114623. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL. (2011). MOURA, GUILHERME VALLE ; Portugal, Marcelo Savino ; Caldeira, Joao Frois . In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. RePEc:anp:en2009:133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Commodity Booms and Busts. (2011). Smith, Aaron ; Carter, Colin A.. In: Annual Review of Resource Economics. RePEc:anr:reseco:v:3:y:2011:p:87-118. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Financial correlations at ultra-high frequency: theoretical models and empirical estimation. (2011). Mastromatteo, Iacopo ; Zoi, Patrick ; Marsili, Matteo . In: Papers. RePEc:arx:papers:1011.1011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Making and Evaluating Point Forecasts. (2011). Gneiting, Tilmann . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:106:i:494:y:2011:p:746-762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Cointegration in Panel Data with Breaks and Cross-section Dependence. (2011). Banerjee, Anindya ; Josep Lluis Carrion-i-Silvestre, . In: Discussion Papers. RePEc:bir:birmec:11-25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2011). Perron, Pierre ; Varneskov, Rasmus T.. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-050. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Nonparametric Estimation and Inference on Conditional Quantile Processes. (2011). Jung Mo Yoon, ; Qu, Zhongjun . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2011-059. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011). (2011). Pick, A. ; Pranovich, M.. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Bayesian nonparametric approach to modeling market share dynamics. (2011). Prunster, Igor ; Ruggiero, Matteo . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Monetary Policy Analysis in Real-Time. Vintage Combination from a Real-Time Dataset.. (2011). Ciccarelli, Matteo . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Experimentally Elicited Beliefs Explain Privacy Behavior. (2011). RivenbarK, David . In: Working Papers. RePEc:cfl:wpaper:2010-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Pricing Central Tendency in Volatility. (2011). Khrapov, Stanislav . In: Working Papers. RePEc:cfr:cefirw:w0168. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Why didnt the Global Financial Crisis hit Latin America?. (2011). Kuper, Gerard H. ; Boonman, Tjeerd M. ; Jan P. A. M. Jacobs, . In: CIRANO Working Papers. RePEc:cir:cirwor:2011s-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Macroeconomics as a Science. (2011). . In: Working Papers. RePEc:clg:wpaper:2011-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling Data Revisions. (2011). Juan Manuel Julio Roman, . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007929. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Data Revisions and the Output Gap. (2011). Julio, Juan Manuel . In: BORRADORES DE ECONOMIA. RePEc:col:000094:007956. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Multivariate volatility modeling of electricity futures. (2011). Hafner, Christian ; BAUWENS, Luc ; Pierret, Diane . In: CORE Discussion Papers. RePEc:cor:louvco:2011011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Volatility models. (2011). Hafner, Christian ; Laurent, Sebastien ; BAUWENS, Luc . In: CORE Discussion Papers. RePEc:cor:louvco:2011058. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The potential of a small model. (2011). Elbourne, Adam ; Teulings, Coen . In: CPB Discussion Paper. RePEc:cpb:discus:193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecast Rationality Tests Based on Multi-Horizon Bounds. (2011). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Regime Changes and Financial Markets. (2011). Timmermann, Allan G ; Ang, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8480. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Incorporating theoretical restrictions into forecasting by projection methods. (2011). Ragusa, Giuseppe ; Giacomini, Raffaella . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Endogenous Information Flows and the Clustering of Announcements. (2011). Kremer, Ilan ; Acharya, Viral V. ; DeMarzo, Peter ; De Marzo, Peter. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8680. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	High-Dimensional Instrumental Variables Regression and Confidence Sets. (2011). Tsybakov, Alexandre ; Gautier, Eric . In: Working Papers. RePEc:crs:wpaper:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Large Deviations of Realized Volatility. (2011). Kanaya, Shin . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1798. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Testing for Common Trends in Semiparametric Panel Data Models with Fixed Effects. (2011). Su, Liangjun ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1832. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the Cyclicality of Real Wages and Wage Differentials. (2011). Otrok, Christopher ; Pourpourides, Panayiotis M.. In: Working Papers. RePEc:cyb:wpaper:2011-4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do jumps help in forecasting the density of returns?. (2011). Sevi, Benoit ; Chevallier, Julien ; Ielpo, Florian . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/6805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Optimal Forecasts in the Presence of Structural Breaks. (2011). Pick, Andreas ; Pranovich, Mikhail ; Pesaran, Hashem M. In: DNB Working Papers. RePEc:dnb:dnbwpp:327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances in Forecasting Under Instability. (2011). Rossi, Barbara . In: Working Papers. RePEc:duk:dukeec:11-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Spatial 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]
2011	Estimation 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]
2011	Bayesian Factor Selection in Dynamic Term Structure Models. (2011). . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00245. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting Covariance Matrices: A Mixed Frequency Approach. (2011). Halbleib, Roxana ; Voev, Valerie . In: Working Papers ECARES. RePEc:eca:wpaper:2013/73640. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	One-Sided Representations of Generalized Dynamic Factor Models. (2011). Lippi, Marco ; Zaffaroni, Paolo ; Forni, Mario . In: Working Papers ECARES. RePEc:eca:wpaper:2013/94959. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Systemic risk diagnostics: coincident indicators and early warning signals. (2011). Lucas, Andre ; Koopman, Siem Jan ; Schwaab, Bernd . In: Working Paper Series. RePEc:ecb:ecbwps:20111327. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	Journal of Econometrics / Elsevier	999
	MPRA Paper / University Library of Munich, Germany	876
	IZA Discussion Papers / Institute for the Study of Labor (IZA)	442
	NBER Working Papers / National Bureau of Economic Research, Inc	358
	CEPR Discussion Papers / C.E.P.R. Discussion Papers	270
	Computational Statistics & Data Analysis / Elsevier	245
	CREATES Research Papers / School of Economics and Management, University of Aarhus	230
	Economics Letters / Elsevier	221
	Economic Modelling / Elsevier	216
	CESifo Working Paper Series / CESifo Group Munich	209
	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	200

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