1.67
Impact Factor
0.98
5-Years IF
33
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
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
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 14 | 14 | 20 | 80 | (%) | 0.03 | |||||||||
| 1991 | 0.09 | 15 | 29 | 3 | 30 | 70 | (%) | 0.04 | ||||||||
| 1992 | 0.09 | 27 | 56 | 29 | 65 | (%) | 0.04 | |||||||||
| 1993 | 0.1 | 14 | 70 | 42 | 76 | (%) | 0.05 | |||||||||
| 1994 | 0.11 | 20 | 90 | 2 | 41 | 86 | (%) | 0.05 | ||||||||
| 1995 | 0.19 | 28 | 118 | 1 | 0.01 | 34 | 90 | (%) | 0.07 | |||||||
| 1996 | 0.23 | 24 | 142 | 2 | 0.01 | 48 | 104 | (%) | 0.09 | |||||||
| 1997 | 0.27 | 23 | 165 | 2 | 0.01 | 123 | 52 | 113 | 1 (%) | 1 | 0.04 | 0.09 | ||||
| 1998 | 0.04 | 0.27 | 0.03 | 33 | 198 | 7 | 0.04 | 219 | 47 | 2 | 109 | 3 | 2 (%) | 1 | 0.03 | 0.1 |
| 1999 | 0.32 | 0.31 | 0.14 | 24 | 222 | 31 | 0.14 | 285 | 56 | 18 | 128 | 18 | 2 (%) | 6 | 0.25 | 0.13 |
| 2000 | 0.18 | 0.39 | 0.14 | 22 | 244 | 35 | 0.14 | 748 | 57 | 10 | 132 | 18 | 2 (%) | 5 | 0.23 | 0.15 |
| 2001 | 0.43 | 0.41 | 0.26 | 23 | 267 | 41 | 0.15 | 139 | 46 | 20 | 126 | 33 | (%) | 2 | 0.09 | 0.16 |
| 2002 | 0.73 | 0.43 | 0.52 | 21 | 288 | 76 | 0.26 | 525 | 45 | 33 | 125 | 65 | (%) | 7 | 0.33 | 0.19 |
| 2003 | 0.8 | 0.45 | 0.66 | 26 | 314 | 97 | 0.31 | 239 | 44 | 35 | 123 | 81 | 1 (%) | 4 | 0.15 | 0.19 |
| 2004 | 0.68 | 0.51 | 0.78 | 8 | 322 | 113 | 0.35 | 187 | 47 | 32 | 116 | 91 | (%) | 4 | 0.5 | 0.21 |
| 2005 | 0.47 | 0.54 | 1 | 29 | 351 | 159 | 0.45 | 375 | 34 | 16 | 100 | 100 | (%) | 11 | 0.38 | 0.22 |
| 2006 | 1.16 | 0.52 | 1.1 | 21 | 372 | 255 | 0.69 | 384 | 37 | 43 | 107 | 118 | 1 (%) | 19 | 0.9 | 0.21 |
| 2007 | 0.92 | 0.45 | 1.13 | 34 | 406 | 265 | 0.65 | 616 | 50 | 46 | 105 | 119 | (%) | 19 | 0.56 | 0.18 |
| 2008 | 1.76 | 0.48 | 1.47 | 41 | 447 | 387 | 0.87 | 286 | 55 | 97 | 118 | 173 | (%) | 12 | 0.29 | 0.2 |
| 2009 | 1.29 | 0.48 | 1.5 | 50 | 497 | 450 | 0.91 | 258 | 75 | 97 | 133 | 199 | (%) | 33 | 0.66 | 0.19 |
| 2010 | 0.65 | 0.44 | 1 | 35 | 532 | 406 | 0.76 | 139 | 91 | 59 | 175 | 175 | (%) | 5 | 0.14 | 0.16 |
| 2011 | 0.56 | 0.53 | 1.11 | 27 | 559 | 482 | 0.86 | 58 | 85 | 48 | 181 | 201 | 1 (1.7%) | 5 | 0.19 | 0.21 |
| 2012 | 0.55 | 0.58 | 0.97 | 6 | 565 | 524 | 0.93 | 48 | 62 | 34 | 187 | 181 | (%) | 3 | 0.5 | 0.22 |
| 2013 | 1 | 0.71 | 0.92 | 33 | 598 | 706 | 1.18 | 158 | 33 | 33 | 159 | 147 | (%) | 29 | 0.88 | 0.25 |
| 2014 | 1.67 | 0.81 | 0.98 | 40 | 638 | 694 | 1.09 | 49 | 39 | 65 | 151 | 148 | (%) | 11 | 0.28 | 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 |
|---|---|---|
| 2000 | GMM Estimation with persistent panel data: an application to production functions. (2000). Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers || Download paper | 429 |
| 2007 | Bayesian Analysis of DSGE Models. (2007). An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers || Download paper | 301 |
| 2002 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). Dijk, Dick ; Terasvirta, Timo ; Franses, Philip . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers || Download paper | 258 |
| 2007 | Bayesian Analysis of DSGE Models—Rejoinder. (2007). An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers || Download paper | 234 |
| 1999 | Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). . In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers || Download paper | 162 |
| 2006 | Multivariate Stochastic Volatility: A Review. (2006). JunYu, ; Asai, Manabu . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers || Download paper | 129 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers || Download paper | 105 |
| 1998 | A residual-based test of the null of cointegration in panel data. (1998). McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers || Download paper | 103 |
| 2007 | MIDAS Regressions: Further Results and New Directions. (2007). Sinko, Arthur ; Valkanov, Rossen ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers || Download paper | 100 |
| 2005 | Evaluating Direct Multistep Forecasts. (2005). Clark, Todd . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers || Download paper | 94 |
| 2003 | Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers || Download paper | 93 |
| 2002 | LONG-RUN STRUCTURAL MODELLING. (2002). Shin, Yongcheol . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers || Download paper | 82 |
| 2008 | Realized Volatility: A Review. (2008). . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers || Download paper | 82 |
| 2000 | Nonstationary panel data analysis: an overview of some recent developments. (2000). . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers || Download paper | 79 |
| 2004 | Automatic Block-Length Selection for the Dependent Bootstrap. (2004). Politis, Dimitris N. ; White, Halbert . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers || Download paper | 74 |
| 2008 | The Volatility of Realized Volatility. (2008). Pigorsch, Christian ; Mittnik, Stefan ; Corsi, Fulvio . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers || Download paper | 67 |
| 2004 | Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers || Download paper | 67 |
| 2005 | A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers || Download paper | 66 |
| 2000 | Bootstrap tests: how many bootstraps?. (2000). . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers || Download paper | 62 |
| 2002 | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers || Download paper | 57 |
| 2007 | Forecast Combination and Model Averaging Using Predictive Measures. (2007). Eklund, Jana . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers || Download paper | 57 |
| 2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Hlouskova, Jaroslava . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers || Download paper | 56 |
| 2000 | Recent developments in bootstrapping time series. (2000). Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers || Download paper | 56 |
| 2006 | On Testing Equality of Distributions of Technical Efficiency Scores. (2006). . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers || Download paper | 50 |
| 2006 | Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffery ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers || Download paper | 47 |
| 2001 | A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti . In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers || Download paper | 45 |
| 2007 | Forecasting Performance of an Open Economy DSGE Model. (2007). . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers || Download paper | 43 |
| 2008 | Moving Average-Based Estimators of Integrated Variance. (2008). . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111. Full description at Econpapers || Download paper | 43 |
| 2006 | Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers || Download paper | 39 |
| 1998 | Confidence intervals for impulse responses under departures from normality. (1998). . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29. Full description at Econpapers || Download paper | 39 |
| 2005 | Unit Root Tests under Time-Varying Variances. (2005). . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292. Full description at Econpapers || Download paper | 36 |
| 2012 | Cross-Sectional Dependence in Panel Data Analysis. (2012). Wansbeek, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers || Download paper | 35 |
| 2003 | A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers || Download paper | 35 |
| 2005 | RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37. Full description at Econpapers || Download paper | 33 |
| 2006 | Asymmetric Multivariate Stochastic Volatility. (2006). Asai, Manabu . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers || Download paper | 33 |
| 2009 | A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers || Download paper | 31 |
| 2005 | Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). Asai, Manabu . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332. Full description at Econpapers || Download paper | 31 |
| 2007 | Normalization in Econometrics. (2007). Waggoner, Daniel F.. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers || Download paper | 31 |
| 2010 | The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers || Download paper | 31 |
| 2013 | Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers || Download paper | 30 |
| 2006 | Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2006). Liesenfeld, Roman . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:335-360. Full description at Econpapers || Download paper | 30 |
| 2008 | Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?. (2008). Martens, Martin . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229. Full description at Econpapers || Download paper | 28 |
| 2006 | Multivariate Stochastic Volatility: An Overview. (2006). . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:139-144. Full description at Econpapers || Download paper | 27 |
| 1999 | An introduction to hypergeometric functions for economists. (1999). . In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330. Full description at Econpapers || Download paper | 26 |
| 2005 | New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers || Download paper | 26 |
| 2009 | Pairwise Tests of Purchasing Power Parity. (2009). Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521. Full description at Econpapers || Download paper | 26 |
| 2008 | Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time?. (2008). Griffin, Jim . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:230-253. Full description at Econpapers || Download paper | 24 |
| 2007 | Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Arai, Yoichi . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers || Download paper | 23 |
| 2000 | Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Ahn, Seung . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers || Download paper | 23 |
| 1997 | Exact testing in multivariate regression. (1997). Stewart, Kenneth . In: Econometric Reviews. RePEc:taf:emetrv:v:16:y:1997:i:3:p:321-352. Full description at Econpapers || Download paper | 22 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2000 | GMM Estimation with persistent panel data: an application to production functions. (2000). Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers || Download paper | 127 |
| 2007 | Bayesian Analysis of DSGE Models. (2007). An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers || Download paper | 126 |
| 2007 | Bayesian Analysis of DSGE Models—Rejoinder. (2007). An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers || Download paper | 125 |
| 2002 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS. (2002). Dijk, Dick ; Terasvirta, Timo ; Franses, Philip . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers || Download paper | 94 |
| 1999 | Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). . In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers || Download paper | 65 |
| 2007 | MIDAS Regressions: Further Results and New Directions. (2007). Sinko, Arthur ; Valkanov, Rossen ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers || Download paper | 55 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers || Download paper | 40 |
| 2003 | Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers || Download paper | 40 |
| 2006 | Multivariate Stochastic Volatility: A Review. (2006). JunYu, ; Asai, Manabu . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers || Download paper | 37 |
| 2005 | A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers || Download paper | 35 |
| 2004 | Automatic Block-Length Selection for the Dependent Bootstrap. (2004). Politis, Dimitris N. ; White, Halbert . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers || Download paper | 32 |
| 2012 | Cross-Sectional Dependence in Panel Data Analysis. (2012). Wansbeek, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers || Download paper | 32 |
| 2008 | Realized Volatility: A Review. (2008). . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers || Download paper | 30 |
| 2006 | Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffery ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers || Download paper | 30 |
| 2008 | The Volatility of Realized Volatility. (2008). Pigorsch, Christian ; Mittnik, Stefan ; Corsi, Fulvio . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers || Download paper | 29 |
| 2013 | Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers || Download paper | 29 |
| 2004 | Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers || Download paper | 28 |
| 2006 | On Testing Equality of Distributions of Technical Efficiency Scores. (2006). . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers || Download paper | 24 |
| 2005 | Evaluating Direct Multistep Forecasts. (2005). Clark, Todd . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers || Download paper | 24 |
| 2000 | Nonstationary panel data analysis: an overview of some recent developments. (2000). . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers || Download paper | 22 |
| 2007 | Forecasting Performance of an Open Economy DSGE Model. (2007). . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers || Download paper | 22 |
| 2009 | A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers || Download paper | 21 |
| 2010 | The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers || Download paper | 20 |
| 2007 | Forecast Combination and Model Averaging Using Predictive Measures. (2007). Eklund, Jana . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers || Download paper | 19 |
| 1998 | A residual-based test of the null of cointegration in panel data. (1998). McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers || Download paper | 19 |
| 2000 | Bootstrap tests: how many bootstraps?. (2000). . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers || Download paper | 18 |
| 2005 | RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37. Full description at Econpapers || Download paper | 15 |
| 2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Hlouskova, Jaroslava . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers || Download paper | 14 |
| 2002 | LONG-RUN STRUCTURAL MODELLING. (2002). Shin, Yongcheol . In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers || Download paper | 14 |
| 2013 | On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Drukker, David M. ; Prucha, Ingmar R.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers || Download paper | 14 |
| 2007 | Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Arai, Yoichi . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers || Download paper | 14 |
| 2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Inoue, Atsushi . In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers || Download paper | 12 |
| 2013 | State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers || Download paper | 12 |
| 2006 | Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers || Download paper | 12 |
| 2006 | Asymmetric Multivariate Stochastic Volatility. (2006). Asai, Manabu . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers || Download paper | 11 |
| 2014 | DSGE Models with Student- Full description at Econpapers || Download paper | 11 |
| 2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers || Download paper | 11 |
| 2003 | Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach. (2003). Yao, James Yudong ; Weeks, Melvyn . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:1:p:59-77. Full description at Econpapers || Download paper | 11 |
| 2006 | Continuous Time Wishart Process for Stochastic Risk. (2006). . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:177-217. Full description at Econpapers || Download paper | 10 |
| 2013 | Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591. Full description at Econpapers || Download paper | 10 |
| 2008 | Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective. (2008). Koutris, Andreas ; Heracleous, Maria ; Spanos, Aris . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:363-384. Full description at Econpapers || Download paper | 10 |
| 2005 | New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers || Download paper | 9 |
| 2013 | Testing for Restricted Stochastic Dominance. (2013). . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers || Download paper | 9 |
| 2000 | Recent developments in bootstrapping time series. (2000). Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers || Download paper | 9 |
| 2001 | A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti . In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers || Download paper | 9 |
| 2013 | A Generalized Spatial Panel Data Model with Random Effects. (2013). . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers || Download paper | 9 |
| 2005 | Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration. (2005). Frederiksen, Per . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:405-443. Full description at Econpapers || Download paper | 9 |
| 2000 | Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Ahn, Seung . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers || Download paper | 9 |
| 2000 | Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers || Download paper | 9 |
| 2005 | A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals. (2005). Zeileis, Achim . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:445-466. Full description at Econpapers || Download paper | 8 |
Citing documents used to compute impact factor 65:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Simultaneous confidence band for single-index random effects models with longitudinal data. (2014). Li, Gao Rong ; Yang, Suigen ; Xue, Liugen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:6-14. 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 | Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data. (2014). Li, Degui ; Wang, Suojin ; Chen, Jia ; Liang, Hua . In: Discussion Papers. RePEc:yor:yorken:14/26. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Multidimensional poverty and inequality. (2014). Aaberge, Rolf . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_976_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Multidimensional poverty and inequality. (2014). Aaberge, Rolf . In: Discussion Papers. RePEc:ssb:dispap:792. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Considering the extremely poor: Multidimensional poverty measurement for Germany. (2014). Scheicher, Christoph ; Nowak, Daniel . In: Discussion Papers in Econometrics and Statistics. RePEc:zbw:ucdpse:0214. 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 | 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 | 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 | 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 | Empirical likelihood-based inference for the generalized entropy class of inequality measures. (2014). . In: Economics Letters. RePEc:eee:ecolet:v:123:y:2014:i:1:p:54-57. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Pro-poor indirect tax reforms, with an application to Mexico. (2014). Araar, Abdelkrim ; Makdissi, Paul ; DUCLOS, Jean-Yves . In: International Tax and Public Finance. RePEc:kap:itaxpf:v:21:y:2014:i:1:p:87-118. 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 | Partial Stochastic Dominance. (2014). Stachurski, John . In: Discussion Paper Series. RePEc:kob:dpaper:dp2014-23. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Statistical Methods for Distributional Analysis. (2014). Flachaire, Emmanuel . In: Working Papers. RePEc:hal:wpaper:halshs-01115996. 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 | Aggregation in large dynamic panels. (2014). Chudik, Alexander ; Pesaran, Hashem M.. In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p2:p:273-285. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Fair Weather or Foul? The Macroeconomic Effects of El Niño. (2014). Raissi, Mehdi . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1418. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models. (2014). . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100604. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Measuring Acute Poverty in the Developing World: Robustness and Scope of the Multidimensional Poverty Index. (2014). Santos, Maria Emma ; Alkire, Sabina . In: World Development. RePEc:eee:wdevel:v:59:y:2014:i:c:p:251-274. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Measuring Household Wealth with Latent Trait Modelling: An Application to Malawian DHS Data. (2014). Vandemoortele, Milo . In: Social Indicators Research. RePEc:spr:soinre:v:118:y:2014:i:2:p:877-891. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does the Choice of Well-Being Measure Matter Empirically? An Illustration with German Data. (2014). NEUMANN, Dirk ; Decancq, Koen . In: IZA Discussion Papers. RePEc:iza:izadps:dp8589. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Inequality, income, and well-being. (2014). SCHOKKAERT, Erik ; Fleurbaey, Marc ; Decancq, Koen . In: CORE Discussion Papers. RePEc:cor:louvco:2014018. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Child and Household Deprivation: A Relationship beyond Household Socio-Demographic Characteristics. (2014). Moro, Ana Isabel ; Budria, Santiago ; BARCENA, Elena . In: Working Papers in Economic Theory. RePEc:uam:wpaper:201407. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Dynamics of Multidimensional Poverty in Turkey. (2014). Acar, Aysenur . In: Working Papers. RePEc:bae:wpaper:014. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Child and Household Deprivation. A Relationship beyond Household Socio-Demographic Characteristics. (2014). Ana I. Moro Egido, ; Budria, Santiago ; Barcena-Martin, Elena . In: ThE Papers. RePEc:gra:wpaper:14/05. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does the Choice of Well-Being Measure Matter Empirically?: An Illustration with German Data. (2014). NEUMANN, Dirk ; Decancq, Koen . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp717. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does the choice of well-being measure matter empirically? An illustration with German data. (2014). NEUMANN, Dirk ; Decancq, Koen . In: CORE Discussion Papers. RePEc:cor:louvco:2014050. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Equalising opportunities in health through educational policy. (2014). Jones, Andrew ; Dias, Pedro Rosa ; Roemer, John . In: Social Choice and Welfare. RePEc:spr:sochwe:v:43:y:2014:i:3:p:521-545. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Conditions for the most robust multidimensional poverty comparisons using counting measures and ordinal variables. (2014). Yalonetzky, Gaston . In: Social Choice and Welfare. RePEc:spr:sochwe:v:43:y:2014:i:4:p:773-807. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Robustness checks and robustness tests in applied economics. (2014). White, Halbert ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:p1:p:194-206. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models. (2014). Lee, Ying-Ying . In: Economics Series Working Papers. RePEc:oxf:wpaper:706. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Nowcasting Scottish GDP growth. (2014). Allan, Grant ; McIntyre, Stuart ; Smith, Paul . In: Working Papers. RePEc:str:wpaper:1411. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | MIDAS regressions with time-varying parameters: An application to corporate bond spreads and GDP in the Euro area. (2014). Schumacher, Christian . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100289. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Nowcasting Scottish GDP Growth. (2014). Koop, Gary ; McIntyre, Stuart ; Smith, Paul . In: Working Paper Series. RePEc:rim:rimwps:41_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Markov-Switching Mixed-Frequency VAR Models. (2014). Foroni, Claudia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9815. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Nowcasting Scottish GDP Growth. (2014). Smith, Paul ; Allan, Grant ; Koop, Gary ; McIntyre, Stuart . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:596. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW SECOND GENERATION PANEL UNIT ROOT TESTS. (2014). . In: Working Papers. RePEc:hal:wpaper:hal-01089380. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Estimation of long-run parameters in unbalanced cointegration. (2014). Hualde, Javier . In: Journal of Econometrics. RePEc:eee:econom:v:178:y:2014:i:2:p:761-778. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach. (2014). Doan, Osman ; Tapnar, Suleyman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:45:y:2014:i:c:p:1-21. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Beyond innovation: the Small Business Innovation Research program as entrepreneurship policy. (2014). Qian, Haifeng ; Haynes, Kingsley . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:39:y:2014:i:4:p:524-543. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Decentralization in Colombia: Searching for social equity in a bumpy economic geography. (2014). Ramirez, Juan Mauricio ; Diaz, Yadira . In: Working Papers. RePEc:inq:inqwps:ecineq2014-337. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Firm-level Productivity Spillovers in Chinas Chemical Industry: A Spatial Hausman-Taylor Approach. (2014). Kesina, Michaela . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5114. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Do Interventions Change the Network? A Panel Peer-Effect Model Accounting for Endogenous Network Changes. (2014). Prina, Silvia . In: IZA Discussion Papers. RePEc:iza:izadps:dp8641. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Firm-Level Productivity Spillovers in Chinas Chemical Industry: A Spatial Hausman-Taylor Approach. (2014). . In: Center for Policy Research Working Papers. RePEc:max:cprwps:173. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Location choices of highly-educated foreign workers: the importance of urban amenities. (2014). Rouwendal, Jan ; Levkovich, Or. In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa14p960. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Location Choices of highly Educated Foreign Workers: the Importance of Urban Amenities. (2014). Rouwendal, and Jan ; Levkovich, Or. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140093. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Maximum likelihood estimation of spatially and serially correlated panels with random effects. (2014). Millo, Giovanni . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:71:y:2014:i:c:p:914-933. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Random Effects, Fixed Effects and Hausmanâs Test for the Generalized Mixed Regressive Spatial Autoregressive Panel. (2014). Baltagi, Badi H. ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:174. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the Asymptotic Distribution of the DF�GLS Test Statistic. (2014). Westerlund, Joakim . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2014_03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | SCOMDY models based on pair-copula constructions with application to exchange rates. (2014). Min, Aleksey ; Czado, Claudia . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:523-535. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags. (2014). McGroarty, Frank ; Tiropanis, Thanassis ; Gaskell, Paul . In: Papers. RePEc:arx:papers:1409.6443. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Momentum Strategies with L1 Filter. (2014). Dao, Tung-Lam . In: Papers. RePEc:arx:papers:1403.4069. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised). (2014). Arvanitis, Stelios . In: DEOS Working Papers. RePEc:aue:wpaper:1411. Full description at Econpapers || Download paper | [Citation Analysis] |
| 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 | Unemployment by Gender: Evidence from EU Countries. (2014). Bakas, Dimitrios ; Papapetrou, Evangelia . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:1:p:103-111. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Regional Growth and Regional Decline. (2014). Breinlich, Holger ; Temple, Jonathan R. W., ; Ottaviano, Gianmarco I. P., . In: Handbook of Economic Growth. RePEc:eee:grochp:2-683. 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 | 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 | The Multiple Impacts of the Exchange Rate on Export Diversification. (2014). . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1436. 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 | Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models. (2014). . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100604. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does Economic Advancement âCauseâ a Re-increase in Fertility? An Empirical Analysis for OECD Countries (1960â2007). (2014). Luci-Greulich, Angela ; Thevenon, Olivier . In: European Journal of Population. RePEc:spr:eurpop:v:30:y:2014:i:2:p:187-221. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 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 | 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 | Comparison, utility, and partition of dependence under absolutely continuous and singular distributions. (2014). Soofi, Ehsan S. ; Jalali, Nima Y. ; Ebrahimi, Nader . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:32-50. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Changing statistical significance with the amount of information: The adaptive α significance level. (2014). Pericchi, Luis Raul ; Perez, Maria-Eglee. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:20-24. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France. (2014). Chiappini, Raphael ; Jegourel, Yves . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-34. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Fruhwirth-Schnatter, Sylvia ; Posekany, Alexandra . In: CDL Aging, Health, Labor working papers. RePEc:jku:cdlwps:wp1501. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bayesian Treatment Effects Models with
Variable Selection for Panel Outcomes with an Application to Earnings Effects of
Maternity Leave. (2014). Wagner, Helga ; Fruhwirth-Schnatter, Sylvia ; Jacobi, Liana . In: NRN working papers. RePEc:jku:nrnwps:2014_12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N.. In: Working Papers. RePEc:mnh:wpaper:36668. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Robust linear static panel data models using epsilon-contamination. (2014). Chaturvedi, Anoop ; Lacroix, Guy . In: MPRA Paper. RePEc:pra:mprapa:59896. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Fat-tails in VAR Models. (2014). Chiu, Ching-Wai ; Mumtaz, Haroon ; Pinter, Gabor . In: Working Papers. RePEc:qmw:qmwecw:wp714. 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] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | A Spatial Analysis of Agricultural Land Prices in Bavaria. (2013). Salhofer, Klaus ; Feichtinger, Paul . In: Working Papers. RePEc:ags:famawp:160741. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an
Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13020. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Durable goods, access to services and the derivation of an asset index: Comparing two methodologies and three countries. (2013). Silber, Jacques ; BeRENGER, VALeRIE ; Deutsch, Joseph . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:881-891. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Locally adjusted LM test for spatial dependence in fixed effects panel data models. (2013). Lin, Kuan-Pin ; He, Ming . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:59-63. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | GMM estimation of spatial autoregressive models with moving average disturbances. (2013). Doan, Osman ; Tapnar, Suleyman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:6:p:903-926. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote. (2013). Athanassoglou, Stergios . In: Working Papers. RePEc:fem:femwpa:2013.40. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Covariates and causal effects: the problem of context. (2013). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1310. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Bonham, Carl S. ; Fuleky, Peter . In: Working Papers. RePEc:hai:wpaper:201316. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume . In: Post-Print. RePEc:hal:journl:hal-00914830. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume . In: Working Papers. RePEc:hal:wpaper:hal-00914830. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Country-Specific Conditions for Work and Family Reconciliation: An Attempt at Quantification. (2013). Matysiak, Anna ; Weziak-Biaowolska, Dorota . In: Working Papers. RePEc:isd:wpaper:67. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Postawy wzglêdem euro i ich determinantyâ przegl¹d badañ i literatury przedmiotu. (2013). Osiska, Joanna . In: Working Papers. RePEc:isd:wpaper:70. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Multidimensional Targeting and Evaluation: A General Framework with an Application to a Poverty Program in Bangladesh. (2013). Smith, Stephen C. ; Robano, Virginia . In: IZA Discussion Papers. RePEc:iza:izadps:dp7593. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Multidimensional indices of deprivation: the introduction of reference groups weights. (2013). . In: Journal of Economic Inequality. RePEc:kap:jecinq:v:11:y:2013:i:4:p:495-515. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; Gao, Jiti ; Chen, Jia . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Multidimensional welfare rankings. (2013). . In: MPRA Paper. RePEc:pra:mprapa:51642. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:201303. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Comparing Implementations of Estimation Methods for Spatial Econometrics. (2013). Piras, Gianfranco ; Bivand, Roger . In: Working Papers. RePEc:rri:wpaper:2013wp01. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:2013wp03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Performance of unit root tests in unbalanced panels: experimental evidence. (2013). Werkmann, Verena . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:97:y:2013:i:3:p:271-285. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Tracking Poverty Reduction in Bhutan: Income Deprivation Alongside Deprivation in Other Sources of Happiness. (2013). Santos, Maria . In: Social Indicators Research. RePEc:spr:soinre:v:112:y:2013:i:2:p:259-290. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Multidimensional Poverty in China: Findings Based on the CHNS. (2013). Yu, Jiantuo . In: Social Indicators Research. RePEc:spr:soinre:v:112:y:2013:i:2:p:315-336. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Multidimensional Targeting: Identifying Beneficiaries of Conditional Cash Transfer Programs. (2013). Robles, Marcos ; Azevedo, Viviane . In: Social Indicators Research. RePEc:spr:soinre:v:112:y:2013:i:2:p:447-475. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Asymptotically UMP Panel Unit Root Tests. (2013). Becheri, I. G. ; van den Akker, R.. In: Discussion Paper. RePEc:tiu:tiucen:e34b7d23-8e53-4cea-ba69-55481af16647. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | LA CROISSANCE A-T-ELLE ETE « PRO-PAUVRES » EN TERMES DE NIVEAU DE VIE ET DâEDUCATION EN EGYPTE ENTRE 2000 ET 2008 ?. (2013). BeRENGER, VALeRIE . In: Region et Developpement. RePEc:tou:journl:v:37:y:2013:p:119-148. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | A Spatial Dynamic Panel Analysis of Corruption. (2013). Malin, Eric ; Jeanty, Wilner P. ; Hermann Pythagore Pierre Donfouet, . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:201324. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Gender inequality in multidimensional welfare deprivation in west Africa : the case of Burkina Faso and Togo. (2013). Agbodji, Akoete Ega ; Ouedraogo, Denis . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6522. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Hanck, Christoph ; Czudaj, Robert . In: Ruhr Economic Papers. RePEc:zbw:rwirep:434. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Hanck, Christoph . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79734. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
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| Year | Title | See |
|---|---|---|
| 2012 | Instant Trend-Seasonal Decomposition of Time Series
with Splines. (2012). . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:131. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Natural hedging of exchange rate risk: The role of imported input prices. (2012). Shingal, Anirudh ; Wermelinger, Martin ; Fauceglia, Dario . In: MPRA Paper. RePEc:pra:mprapa:39438. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The effect of ECSOs on energy use. (2012). Yeh, Chih-Chuan ; Fang, WenShwo ; Miller, Stephen M.. In: Working papers. RePEc:uct:uconnp:2012-13. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
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10 most frequent citing series:
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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.