Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego


0.35

Impact Factor

0.23

5-Years IF

18

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22545450.09203002 (1%)50.090.13
19990.260.280.2654108210.19176541454141 (%)50.090.16
20000.270.370.2779187310.1713310829108291 (%)20.030.14
20010.230.360.2140227470.2145513331187406 (1.3%)60.150.17
20020.420.370.3348275820.310411950227745 (4.8%)40.080.18
20030.450.40.2928303930.31618840275814 (6.6%)70.250.19
20040.290.420.39363391210.36817622249985 (6.2%)40.110.19
20050.470.430.31323711020.27336430231711 (3%)30.090.21
20060.260.450.4354061180.29606818184742 (3.3%)70.20.2
20070.280.390.22264321010.2364671917940 (%)30.120.17
20080.330.390.2126458900.2666120157334 (6.1%)130.50.17
20090.440.370.2625483990.2135223155405 (38.5%)10.040.18
20100.160.330.2228511840.1654518144315 (9.3%)20.070.15
20110.130.410.29520990.1910537140281 (10%)20.220.2
20120.430.460.3385281060.22371611438 (%)10.130.21
20130.240.50.276534770.14817496261 (12.5%)0.21
20140.290.540.2111545970.181114476162 (18.2%)0.26
20150.350.60.233548940.171766214 (%)0.3
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:


#YearTitleCited
12001Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp.

Full description at Econpapers || Download paper

290
21999Occasional Structural Breaks and Long Memory. (1999). Granger, Clive ; Granger,Clive W. J., ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4d60t4jh.

Full description at Econpapers || Download paper

69
31998Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk.

Full description at Econpapers || Download paper

42
42002Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j.

Full description at Econpapers || Download paper

37
52004Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7.

Full description at Econpapers || Download paper

36
62001Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn.

Full description at Econpapers || Download paper

31
72001Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7.

Full description at Econpapers || Download paper

31
81999CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv.

Full description at Econpapers || Download paper

30
92003Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jk0j5jh.

Full description at Econpapers || Download paper

26
101998Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh.

Full description at Econpapers || Download paper

24
112000Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f.

Full description at Econpapers || Download paper

24
122007On the Origins of Comparative Advantage. (2007). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt07g7g8h8.

Full description at Econpapers || Download paper

22
132008Exogenous vs. Endogenous Separation. (2008). Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0qb196qd.

Full description at Econpapers || Download paper

22
142000A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9.

Full description at Econpapers || Download paper

21
152001Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2.

Full description at Econpapers || Download paper

20
162007Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535.

Full description at Econpapers || Download paper

19
172006The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839.

Full description at Econpapers || Download paper

19
182005The Dynamic Beveridge Curve. (2005). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4m04n09h.

Full description at Econpapers || Download paper

18
192001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana María ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5.

Full description at Econpapers || Download paper

18
201998Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt49k7n14z.

Full description at Econpapers || Download paper

18
212010Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan K.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3.

Full description at Econpapers || Download paper

16
222006Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6b2236xm.

Full description at Econpapers || Download paper

15
231999Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q.

Full description at Econpapers || Download paper

15
242008A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d.

Full description at Econpapers || Download paper

14
252002Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f.

Full description at Econpapers || Download paper

14
261998Spurious Regressions with Stationary Series. (1998). Granger, Clive ; Granger,Clive W. J., ; Jeon, Yongil ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r3353t8.

Full description at Econpapers || Download paper

13
272010Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd.

Full description at Econpapers || Download paper

13
282008Household Need for Liquidity and the Credit Card Debt Puzzle. (2008). Telyukova, Irina. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4c67r71r.

Full description at Econpapers || Download paper

13
291999Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Segal, Uzi. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9xf8836g.

Full description at Econpapers || Download paper

13
302007The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry. (2007). Basker, Emek ; Noel, Michael . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nq8d4sm.

Full description at Econpapers || Download paper

13
312002Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt59s2g5j5.

Full description at Econpapers || Download paper

13
321998Identifying the Effect of Unemployment on Crime. (1998). Winter-Ebmer, Rudolf ; Raphael, Steven . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5hb4h56g.

Full description at Econpapers || Download paper

13
332000Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7.

Full description at Econpapers || Download paper

12
342006Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas ; Becker, Sascha. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fc22575.

Full description at Econpapers || Download paper

12
351998Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt89x293v9.

Full description at Econpapers || Download paper

11
362000Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp.

Full description at Econpapers || Download paper

11
372000Economic and Legal Aspects of Costly Recontracting. (2000). Watson, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jr3g3h7.

Full description at Econpapers || Download paper

10
381998Trades and Quotes: A Bivariate Point Process. (1998). Lunde, Asger ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8bh079sq.

Full description at Econpapers || Download paper

10
392004Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668.

Full description at Econpapers || Download paper

10
402010Policymakers Votes and Predictability of Monetary Policy. (2010). Sirchenko, Andrei. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8qj3z3qg.

Full description at Econpapers || Download paper

9
412004Cognition and Behavior in Two-Person Guessing Games: An Experimental Study. (2004). Crawford, Vincent ; COSTA-GOMES, MIGUEL A.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt449812fx.

Full description at Econpapers || Download paper

9
421998Intergenerational Mobility, Siblings Inequality and Borrowing Constraints. (1998). Gaviria, Alejandro. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8x16c72b.

Full description at Econpapers || Download paper

9
431999Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7.

Full description at Econpapers || Download paper

9
441998Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk.

Full description at Econpapers || Download paper

9
451998Have Employment Relationships in the United States Become Less Stable?. (1998). Bansak, Cynthia A ; Raphael, Steven . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7d04m8jx.

Full description at Econpapers || Download paper

8
461998Cognition and Behavior in Normal-Form Games: An Experimental Study. (1998). Crawford, Vincent ; Broseta, Bruno ; Costa-Gomes, Miguel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1vn4h7x5.

Full description at Econpapers || Download paper

8
472003Testing Conditional Independence Via Empirical Likelihood. (2003). Su, Liangjun ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35v8g0fm.

Full description at Econpapers || Download paper

8
482009Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory. (2009). McElroy, Tucker ; Politis, D N. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt70c4x0sq.

Full description at Econpapers || Download paper

8
492001The Comovements Between Real Activity and Prices. (2001). SUMNER, STEVEN W ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8c23205t.

Full description at Econpapers || Download paper

7
502003Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital. (2003). Goldberger, Arthur S. ; Antonovics, Kate . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mk37677.

Full description at Econpapers || Download paper

7

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12001Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp.

Full description at Econpapers || Download paper

93
22002Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j.

Full description at Econpapers || Download paper

20
32004Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7.

Full description at Econpapers || Download paper

10
42001Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7.

Full description at Econpapers || Download paper

8
52008A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d.

Full description at Econpapers || Download paper

7
61998Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh.

Full description at Econpapers || Download paper

6
72000Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7.

Full description at Econpapers || Download paper

5
82001Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd.

Full description at Econpapers || Download paper

5
91999Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q.

Full description at Econpapers || Download paper

5
101998Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk.

Full description at Econpapers || Download paper

5
111998A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu. (1998). Huang, Bwo-Nung ; Granger, Clive W. J., ; Granger,Clive W. J., ; Yang, Chin W.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9bk607p6.

Full description at Econpapers || Download paper

4
122000A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9.

Full description at Econpapers || Download paper

4
132010Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan K.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3.

Full description at Econpapers || Download paper

4
142014Time Use and Productivity: The Wage Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc.

Full description at Econpapers || Download paper

4
152001Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2.

Full description at Econpapers || Download paper

4
162006The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839.

Full description at Econpapers || Download paper

4
172010Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb.

Full description at Econpapers || Download paper

4
181999Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7.

Full description at Econpapers || Download paper

4
192013The Effects of Driving Restrictions on Air Quality and Driver Behavior. (2013). Gibson, Matthew ; Carnovale, Maria . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0v8813qm.

Full description at Econpapers || Download paper

3
202013A Flexible Nonparametric Test for Conditional Independence. (2013). Sun, Yixiao ; White, Hal ; Huang, Meng . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3pt89204.

Full description at Econpapers || Download paper

3
212010The Unobserved Returns to Entrepreneurship. (2010). Sarada, Sarada. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt04b3p1p0.

Full description at Econpapers || Download paper

3
222010Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd.

Full description at Econpapers || Download paper

3
232001Unit Root Testing via the Continuous-Path Block Bootstrap. (2001). Politis, Dimitris N ; Paparoditis, Efstathios . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qb4r775.

Full description at Econpapers || Download paper

3
242004Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668.

Full description at Econpapers || Download paper

3
252002Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f.

Full description at Econpapers || Download paper

3
262009Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory. (2009). McElroy, Tucker ; Politis, D N. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt70c4x0sq.

Full description at Econpapers || Download paper

3
272000Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp.

Full description at Econpapers || Download paper

2
282014Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions. (2014). Politis, Dimitris N ; Pan, LI. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt67h5s74t.

Full description at Econpapers || Download paper

2
292011An Empirical Test of Pricing Kernel Monotonicity. (2011). Schmidt, Lawrence ; Beare, Brendan K.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5572n8pc.

Full description at Econpapers || Download paper

2
302014Air Pollution and Defensive Expenditures: Evidence from Particulate-Filtering Facemasks. (2014). Zhang, Junjie ; Mu, Quan . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1bz8c9ms.

Full description at Econpapers || Download paper

2
312010Model-free Model-fitting and Predictive Distributions. (2010). Politis, Dimitris N. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt67j6s174.

Full description at Econpapers || Download paper

2
321999CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv.

Full description at Econpapers || Download paper

2
332005Equalizing Opportunity for Racial and Socioeconomic Groups in the United States Through Educational Finance Reform. (2005). Roemer, John ; Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0gq4z4m9.

Full description at Econpapers || Download paper

2
341998Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk.

Full description at Econpapers || Download paper

2
352013Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64x4z265.

Full description at Econpapers || Download paper

2
362014Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8479f4s2.

Full description at Econpapers || Download paper

2
372000Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j.

Full description at Econpapers || Download paper

2
382000Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f.

Full description at Econpapers || Download paper

2
391998Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 6:


YearTitle
2015Recent developments in bootstrap methods for dependent data. (2015). Cavaliere, Giuseppe ; Wunderli, Dan ; Wolf, Michael ; Rahbek, Anders ; Politis, Dimitris N. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:3:p:352-376.

Full description at Econpapers || Download paper

2015If You Don’t Snooze You Lose Health and Gain Weight Evidence from a Regression Discontinuity Design. (2015). Mazzonna, Fabrizio ; Giuntella, Osea . In: IdEP Economic Papers. RePEc:lug:wpidep:1505.

Full description at Econpapers || Download paper

2015Does the transition into daylight saving time affect students performance?. (2015). Heineck, Guido ; Quis, Johanna Sophie ; Herber, Stefanie P.. In: BERG Working Paper Series. RePEc:zbw:bamber:100.

Full description at Econpapers || Download paper

2015Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf.

Full description at Econpapers || Download paper

2015The Gothenburg congestion charge. Effects, design and politics. (2015). Borjesson, Maria ; Kristoffersson, Ida . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:75:y:2015:i:c:p:134-146.

Full description at Econpapers || Download paper

2015TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT. (2015). Lu, Xun ; White, Habert . In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:05:p:1016-1053_00.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2014

YearCiting document

Recent citations received in 2013

YearCiting document

Recent citations received in 2012

YearCiting document
2012A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18.

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team