Citation analysis for Econometric Theory / Cambridge University Press

Econometric Theory / Cambridge University Press

0.94

Impact Factor

1.24

5-Years IF

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	0.06	0.1	0.05	61	61	12	0.2	521	99	6	199	10	5 (1%)	1	0.02	0.04
1991	0.09	0.09	0.08	53	114	25	0.22	750	105	9	236	19	3 (%)	3	0.06	0.04
1992	0.05	0.1	0.06	71	185	30	0.16	622	114	6	253	16	2 (%)	1	0.01	0.04
1993	0.07	0.11	0.06	79	264	26	0.1	611	124	9	284	18	(%)	3	0.04	0.05
1994	0.11	0.12	0.11	70	334	59	0.18	1073	150	16	308	33	3 (%)	6	0.09	0.05
1995	0.15	0.19	0.19	100	434	127	0.29	2255	149	22	334	62	5 (%)	7	0.07	0.07
1996	0.25	0.22	0.27	80	514	188	0.37	896	170	42	373	100	1 (%)	4	0.05	0.09
1997	0.26	0.27	0.23	74	588	192	0.33	1056	180	46	400	92	3 (%)	13	0.18	0.09
1998	0.28	0.27	0.37	40	628	313	0.5	929	154	43	403	150	4 (%)	5	0.13	0.1
1999	0.39	0.31	0.48	37	665	365	0.55	864	114	45	364	174	3 (%)	16	0.43	0.13
2000	0.79	0.4	0.73	46	711	499	0.7	871	77	61	331	243	2 (%)	12	0.26	0.15
2001	0.69	0.4	0.69	43	754	554	0.73	581	83	57	277	192	1 (%)	13	0.3	0.15
2002	0.64	0.42	0.81	62	816	567	0.69	1151	89	57	240	194	5 (%)	27	0.44	0.18
2003	0.77	0.44	0.9	74	890	738	0.83	845	105	81	228	205	3 (%)	21	0.28	0.18
2004	0.68	0.49	0.88	63	953	869	0.91	1440	136	93	262	231	2 (%)	15	0.24	0.2
2005	0.66	0.53	0.82	61	1014	940	0.93	1117	137	91	288	237	1 (%)	39	0.64	0.21
2006	1.02	0.51	0.93	57	1071	1155	1.08	464	124	126	303	281	(%)	23	0.4	0.2
2007	0.74	0.44	0.92	53	1124	1033	0.92	316	118	87	317	292	2 (%)	19	0.36	0.18
2008	0.75	0.47	1.23	69	1193	1305	1.09	814	110	82	308	379	2 (%)	54	0.78	0.2
2009	0.9	0.47	1.33	81	1274	1469	1.15	736	122	110	303	403	1 (%)	38	0.47	0.19
2010	0.87	0.44	0.91	67	1341	1307	0.97	669	150	130	321	292	2 (%)	25	0.37	0.16
2011	1.03	0.51	0.92	50	1391	1543	1.11	308	148	153	327	300	1 (%)	26	0.52	0.2
2012	1.24	0.56	1.24	53	1444	1761	1.22	229	117	145	320	398	(%)	20	0.38	0.21
2013	0.94	0.66	1.34	45	1489	1793	1.2	153	103	97	320	428	(%)	15	0.33	0.23
2014	1.01	0.67	1.23	43	1532	1715	1.12	69	98	99	296	364	(%)	10	0.23	0.22
2015	0.94	0.82	1.24	51	1583	1735	1.1	42	88	83	258	321	(%)	17	0.33	0.27

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:

#	Year	Title	Cited
1	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	1107
2	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	788
3	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	437
4	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	373
5	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	370
6	2005	AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05. Full description at Econpapers \|\| Download paper	324
7	1990	Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00. Full description at Econpapers \|\| Download paper	238
8	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	224
9	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	217
10	1998	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14. Full description at Econpapers \|\| Download paper	203
11	1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00. Full description at Econpapers \|\| Download paper	200
12	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	194
13	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	191
14	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Carrasco, Marine ; Chen, Xiaohong . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	175
15	1996	Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Greenberg, Edward ; Chib, Siddhartha . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00. Full description at Econpapers \|\| Download paper	167
16	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	157
17	1997	Econometric Analysis of Panel Data Badi H. Baltagi Wiley, 1995. (1997). Baltagi, Badi ; Boozer, Michael A.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:05:p:747-754_00. Full description at Econpapers \|\| Download paper	149
18	1988	Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01. Full description at Econpapers \|\| Download paper	143
19	1995	Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00. Full description at Econpapers \|\| Download paper	142
20	1986	Asymptotic Theory for ARCH Models: Estimation and Testing. (1986). Weiss, Andrew A.. In: Econometric Theory. RePEc:cup:etheor:v:2:y:1986:i:01:p:107-131_01. Full description at Econpapers \|\| Download paper	134
21	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	134
22	1999	ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1999). Phillips, Peter ; Park, Joon. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15. Full description at Econpapers \|\| Download paper	132
23	1997	Optimal Prediction Under Asymmetric Loss. (1997). Diebold, Francis ; Christoffersen, Peter. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00. Full description at Econpapers \|\| Download paper	131
24	1992	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01. Full description at Econpapers \|\| Download paper	129
25	1998	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). White, Halbert ; Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14. Full description at Econpapers \|\| Download paper	128
26	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	126
27	2002	NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS. (2002). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18. Full description at Econpapers \|\| Download paper	124
28	2002	TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME. (2002). Saikkonen, Pentti ; tkepohl, Helmut L ; Ltkepohl, Helmut . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18. Full description at Econpapers \|\| Download paper	124
29	1995	Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00. Full description at Econpapers \|\| Download paper	121
30	1998	A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Kneip, Alois ; Park, Byeong U.. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14. Full description at Econpapers \|\| Download paper	115
31	2008	GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION. (2008). McAleer, Michael ; Chan, Felix ; Lieberman, Offer ; Hoti, Suhejla . In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08. Full description at Econpapers \|\| Download paper	111
32	1995	Causality in the Long Run. (1995). Lin, Jin-Lung ; Clive, W. J.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00. Full description at Econpapers \|\| Download paper	111
33	1989	Statistical Inference in Regressions with Integrated Processes: Part 2. (1989). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:01:p:95-131_01. Full description at Econpapers \|\| Download paper	110
34	1988	Maximum Likelihood Estimation of Generalized ItÃ´ Processes with Discretely Sampled Data. (1988). Lo, Andrew. In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:02:p:231-247_01. Full description at Econpapers \|\| Download paper	110
35	1989	Testing for Unit Roots in Time Series Data. (1989). Pantula, Sastry G.. In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:256-271_01. Full description at Econpapers \|\| Download paper	109
36	2000	TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT. (2000). Saikkonen, Pentti ; tkepohl, Helmut L ; Ltkepohl, Helmut . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:03:p:373-406_16. Full description at Econpapers \|\| Download paper	104
37	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	104
38			103
39	1989	Partially Identified Econometric Models. (1989). Phillips, Peter ; Phillips, P. C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:181-240_01. Full description at Econpapers \|\| Download paper	103
40	1990	A Unified Approach to Robust, Regression-Based Specification Tests. (1990). Wooldridge, Jeffrey. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:01:p:17-43_00. Full description at Econpapers \|\| Download paper	99
41	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	98
42	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	95
43	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	95
44			95
45	1995	Testing for Cointegration When Some of the Cointegrating Vectors are Prespecified. (1995). Watson, Mark ; Horvath, Michael T. K., . In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:984-1014_00. Full description at Econpapers \|\| Download paper	93
46	2002	CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS. (2002). Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:252-277_18. Full description at Econpapers \|\| Download paper	93
47	1995	Nonparametric Kernel Estimation for Semiparametric Models. (1995). Andrews, Donald. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:560-586_00. Full description at Econpapers \|\| Download paper	92
48	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	90
49	1999	THE SIZE DISTORTION OF BOOTSTRAP TESTS. (1999). MacKinnon, James ; Davidson, Russell. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15. Full description at Econpapers \|\| Download paper	89
50	1999	THE NONSTATIONARY FRACTIONAL UNIT ROOT. (1999). Tanaka, Katsuto . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:04:p:549-582_15. Full description at Econpapers \|\| Download paper	88

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

#	Year	Title	Cited
1	1995	Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00. Full description at Econpapers \|\| Download paper	279
2	2004	PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20. Full description at Econpapers \|\| Download paper	269
3	2003	ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19. Full description at Econpapers \|\| Download paper	97
4	1991	Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00. Full description at Econpapers \|\| Download paper	72
5	1997	Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00. Full description at Econpapers \|\| Download paper	54
6	2009	OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09. Full description at Econpapers \|\| Download paper	54
7	1998	STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14. Full description at Econpapers \|\| Download paper	53
8	1993	Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00. Full description at Econpapers \|\| Download paper	49
9	2005	AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05. Full description at Econpapers \|\| Download paper	48
10	2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20. Full description at Econpapers \|\| Download paper	43
11	1999	UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15. Full description at Econpapers \|\| Download paper	40
12	2008	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08. Full description at Econpapers \|\| Download paper	36
13	2009	GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99. Full description at Econpapers \|\| Download paper	34
14	2005	A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05. Full description at Econpapers \|\| Download paper	33
15	2008	GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION. (2008). McAleer, Michael ; Chan, Felix ; Lieberman, Offer ; Hoti, Suhejla . In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08. Full description at Econpapers \|\| Download paper	32
16	1990	Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00. Full description at Econpapers \|\| Download paper	31
17	2005	ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION. (2005). Pesaran, M ; hsiao, cheng ; Binder, Michael . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:04:p:795-837_05. Full description at Econpapers \|\| Download paper	31
18	2008	ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois . In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08. Full description at Econpapers \|\| Download paper	30
19	2009	VALIDITY OF SUBSAMPLING AND âPLUG-IN ASYMPTOTICâ INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES. (2009). Andrews, Donald ; Guggenberger, Patrik . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:03:p:669-709_09. Full description at Econpapers \|\| Download paper	30
20	2000	TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT. (2000). Saikkonen, Pentti ; tkepohl, Helmut L ; Ltkepohl, Helmut . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:03:p:373-406_16. Full description at Econpapers \|\| Download paper	29
21	2005	MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). PÃÂ¶tscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05. Full description at Econpapers \|\| Download paper	29
22	2008	A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08. Full description at Econpapers \|\| Download paper	29
23	1996	Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00. Full description at Econpapers \|\| Download paper	28
24	2001	THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17. Full description at Econpapers \|\| Download paper	27
25	2010	GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY. (2010). Phillips, Peter ; Han, Chirok ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:01:p:119-151_09. Full description at Econpapers \|\| Download paper	26
26	2005	NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05. Full description at Econpapers \|\| Download paper	26
27	2010	EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES. (2010). Liu, Xiaodong ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:01:p:187-230_09. Full description at Econpapers \|\| Download paper	26
28	1991	Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00. Full description at Econpapers \|\| Download paper	25
29	2002	CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS. (2002). Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:252-277_18. Full description at Econpapers \|\| Download paper	25
30	1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00. Full description at Econpapers \|\| Download paper	25
31	1998	CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). White, Halbert ; Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14. Full description at Econpapers \|\| Download paper	24
32	2002	TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME. (2002). Saikkonen, Pentti ; tkepohl, Helmut L ; Ltkepohl, Helmut . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18. Full description at Econpapers \|\| Download paper	24
33	2010	EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND. (2010). Shimotsu, Katsumi. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10. Full description at Econpapers \|\| Download paper	24
34	2002	MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Carrasco, Marine ; Chen, Xiaohong . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18. Full description at Econpapers \|\| Download paper	23
35	1992	Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01. Full description at Econpapers \|\| Download paper	23
36	1992	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01. Full description at Econpapers \|\| Download paper	22
37	2011	BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong . In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00. Full description at Econpapers \|\| Download paper	22
38	1997	Multiplicative Panel Data Models Without the Strict Exogeneity Assumption. (1997). Wooldridge, Jeffrey. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:05:p:667-678_00. Full description at Econpapers \|\| Download paper	22
39	2010	UNIT ROOT TESTS WITH WAVELETS. (2010). Gencay, Ramazan ; Genay, Ramazan ; Fan, Yanqin . In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:05:p:1305-1331_99. Full description at Econpapers \|\| Download paper	20
40	2010	TIME-VARYING COINTEGRATION. (2010). Martins, Luis ; Bierens, Herman. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:05:p:1453-1490_99. Full description at Econpapers \|\| Download paper	20
41	1994	A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00. Full description at Econpapers \|\| Download paper	20
42	1995	Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00. Full description at Econpapers \|\| Download paper	19
43	1998	A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Kneip, Alois ; Park, Byeong U.. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14. Full description at Econpapers \|\| Download paper	19
44	1995	Causality in the Long Run. (1995). Lin, Jin-Lung ; Clive, W. J.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00. Full description at Econpapers \|\| Download paper	19
45	1987	Asymptotic Results for Generalized Wald Tests. (1987). Andrews, Donald. In: Econometric Theory. RePEc:cup:etheor:v:3:y:1987:i:03:p:348-358_01. Full description at Econpapers \|\| Download paper	18
46	2010	A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10. Full description at Econpapers \|\| Download paper	18
47	2002	HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE. (2002). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:06:p:1350-1366_18. Full description at Econpapers \|\| Download paper	17
48	1988	Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables. (1988). Andrews, Donald ; Andrews, Donald W. K., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:458-467_01. Full description at Econpapers \|\| Download paper	17
49	2004	ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH. (2004). Rahbek, Anders ; Jensen, S ren Tolver, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:06:p:1203-1226_20. Full description at Econpapers \|\| Download paper	17
50	1997	Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00. Full description at Econpapers \|\| Download paper	17

Citing documents used to compute impact factor 83:

Year	Title
2015	Restoring monotonic power in Wald/LM-type tests. (2015). Wu, Jilin . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:13-17. Full description at Econpapers \|\| Download paper
2015	Asymptotic theory for linear diffusions under alternative sampling schemes. (2015). Yu, Jun ; Zhou, Qiankun . In: Economics Letters. RePEc:eee:ecolet:v:128:y:2015:i:c:p:1-5. Full description at Econpapers \|\| Download paper
2015	Asymptotics for a class of dependent random variables. (2015). Zhang, Li-Xin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:105:y:2015:i:c:p:47-56. Full description at Econpapers \|\| Download paper
2015	Integrated ARCH, FIGARCH and AR Models: Origins of Long Memory. (2015). Surgailis, Donatas ; Giraitis, Liudas ; Karnulis, Andrius . In: Working Papers. RePEc:qmw:qmwecw:wp766. Full description at Econpapers \|\| Download paper
2015	Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models. (2015). Giraitis, Liudas ; Kapetanios, George ; Yates, Tony . In: Working Papers. RePEc:qmw:qmwecw:wp767. Full description at Econpapers \|\| Download paper
2015	Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices. (2015). Rambaldi, Alicia ; McAllister, Ryan ; Fletcher, Cameron S. In: Discussion Papers Series. RePEc:qld:uq2004:549. Full description at Econpapers \|\| Download paper
2015	Functional stable limit theorems for quasi-efficient spectral covolatility estimators. (2015). Altmeyer, Randolf ; Bibinger, Markus . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:12:p:4556-4600. Full description at Econpapers \|\| Download paper
2015	Microstructure noise in the continuous case: Approximate efficiency of the adaptive pre-averaging method. (2015). Jacod, Jean ; Mykland, Per A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:8:p:2910-2936. Full description at Econpapers \|\| Download paper
2015	Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montec:13-2015. Full description at Econpapers \|\| Download paper
2015	Inference for nonparametric high-frequency estimators with an application to time variation in betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montde:2015-08. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Bayesian regression with nonparametric heteroskedasticity. (2015). Norets, Andriy . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:409-419. Full description at Econpapers \|\| Download paper
2015	Exploiting the Errors: A Simple Approach for Improved Volatility Forecasting. (2015). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim. In: CREATES Research Papers. RePEc:aah:create:2015-14. Full description at Econpapers \|\| Download paper
2015	Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes. (2015). Patton, Andrew ; Liu, Lily Y. ; Sheppard, Kevin . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:293-311. Full description at Econpapers \|\| Download paper
2015	Linear programming-based estimators in nonnegative autoregression. (2015). Preve, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s225-s234. Full description at Econpapers \|\| Download paper
2015	Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2015). Perron, Pierre ; Varneskov, Rasmus T. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-015. Full description at Econpapers \|\| Download paper
2015	Nonlinear regressions with nonstationary time series. (2015). Chan, Nigel ; Wang, Qiying . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:182-195. Full description at Econpapers \|\| Download paper
2015	Nonparametric predictive regression. (2015). Phillips, Peter ; Andreou, Elena ; Phillips, Peter C. B., ; Kasparis, Ioannis . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:468-494. Full description at Econpapers \|\| Download paper
2015	Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference. (2015). Jun, Sung Jae ; Wan, Yuanyuan ; Pinkse, Joris . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:201-216. Full description at Econpapers \|\| Download paper
2015	Robust inference on average treatment effects with possibly more covariates than observations. (2015). Farrell, Max H. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:1-23. Full description at Econpapers \|\| Download paper
2015	Confidence Sets for the Break Date Based on Optimal Tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji. In: Discussion Papers. RePEc:hit:econdp:2015-01. Full description at Econpapers \|\| Download paper
2015	Modeling and testing smooth structural changes with endogenous regressors. (2015). Chen, Bin . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:196-215. Full description at Econpapers \|\| Download paper
2015	A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2015). Perron, Pierre ; Chang, Seong Yeon . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-010. Full description at Econpapers \|\| Download paper
2015	Model selection in the presence of incidental parameters. (2015). Phillips, Peter ; Lee, Yoonseok ; PEter, . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:474-489. Full description at Econpapers \|\| Download paper
2015	Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models. (2015). Cizek, Pavel ; Aquaro, M.. In: Discussion Paper. RePEc:tiu:tiucen:39d0f613-007f-4d21-b1e2-b6dc51149fe4. Full description at Econpapers \|\| Download paper
2015	Horizontal and Vertical Firm Networks, Corporate Performance and Product Market Competition. (2015). Bischoff, Oliver ; Buchwald, Achim . In: MPRA Paper. RePEc:pra:mprapa:63413. Full description at Econpapers \|\| Download paper
2015	Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity. (2015). Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:111-134. Full description at Econpapers \|\| Download paper
2015	Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach. (2015). Abonazel, Mohamed ; Youssef, Ahmed . In: MPRA Paper. RePEc:pra:mprapa:68674. Full description at Econpapers \|\| Download paper
2015	Robust inference in nonlinear models with mixed identification strength. (2015). Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:207-228. Full description at Econpapers \|\| Download paper
2015	Binary quantile regression with local polynomial smoothing. (2015). Chen, Song Nian ; Zhang, Hanghui . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:24-40. Full description at Econpapers \|\| Download paper
2015	An improved and efficient estimation method for varying-coefficient model with missing covariates. (2015). Sun, Jing . In: Statistics & Probability Letters. RePEc:eee:stapro:v:107:y:2015:i:c:p:296-303. Full description at Econpapers \|\| Download paper
2015	Orthogonal Series Estimation in Nonlinear Cointegrating Models with Endogeneity. (2015). GAO, Jiti ; Cai, Biqing ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-18. Full description at Econpapers \|\| Download paper
2015	Regularized LIML for many instruments. (2015). Tchuente, Guy ; Carrasco, Marine. In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:2:p:427-442. Full description at Econpapers \|\| Download paper
2015	Regression discontinuity designs with unknown discontinuity points: Testing and estimation. (2015). Porter, Jack ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:132-147. Full description at Econpapers \|\| Download paper
2015	Adaptive estimation of the threshold point in threshold regression. (2015). Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:83-100. Full description at Econpapers \|\| Download paper
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	A data-driven smooth test of symmetry. (2015). Li, Qi ; Zhang, Daiqiang ; Wu, Ximing . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:490-501. Full description at Econpapers \|\| Download paper
2015	Nonparametric rank tests for non-stationary panels. (2015). Westerlund, Joakim ; Wagner, Martin ; Vogelsang, Timothy ; Pedroni, Peter. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:378-391. Full description at Econpapers \|\| Download paper
2015	A test of the null of integer integration against the alternative of fractional integration. (2015). Cho, Cheol-Keun ; Schmidt, Peter ; Amsler, Christine . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:217-237. Full description at Econpapers \|\| Download paper
2015	A noisy principal component analysis for forward rate curves. (2015). Laurini, MÃÂ¡rcio ; Ohashi, Alberto . In: European Journal of Operational Research. RePEc:eee:ejores:v:246:y:2015:i:1:p:140-153. Full description at Econpapers \|\| Download paper
2015	Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility. (2015). Kruse, Robinson ; Hanck, Christoph ; Demetrescu, Matei . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112916. Full description at Econpapers \|\| Download paper
2015	Testing heteroskedastic time series for normality. (2015). Kruse, Robinson ; Demetrescu, Matei . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113221. Full description at Econpapers \|\| Download paper
2015	Weather and SAD related mood effects on the financial market. (2015). Fruhwirth, Manfred ; Sogner, Leopold . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:11-31. Full description at Econpapers \|\| Download paper
2015	Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui . In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:1:p:222-244. Full description at Econpapers \|\| Download paper
2015	Nonlinear dynamic interrelationships between real activity and stock returns. (2015). Nyberg, Henri ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-36. Full description at Econpapers \|\| Download paper
2015	A simulation algorithm for non-causal VARMA processes. (2015). Giurcanu, Mihai C.. In: Statistics & Probability Letters. RePEc:eee:stapro:v:98:y:2015:i:c:p:65-72. Full description at Econpapers \|\| Download paper
2015	Specification tests for lattice processes. (2015). Hidalgo, Javier ; Seo, Myung Hwan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66104. Full description at Econpapers \|\| Download paper
2015	Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, SÃÂ©bastien ; Hurlin, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-00877279. Full description at Econpapers \|\| Download paper
2015	Bias in the estimation of mean reversion in continuous-time LÃ©vy processes. (2015). Yu, Jun ; Bao, Yong ; Wang, Yun ; Ullah, Aman ; Amanullah, . In: Economics Letters. RePEc:eee:ecolet:v:134:y:2015:i:c:p:16-19. Full description at Econpapers \|\| Download paper
2015	Adjusted quasi-maximum likelihood estimator for mixed regressive, spatial autoregressive model and its small sample bias. (2015). Ding, Chang ; Bai, Peng ; Yu, Dalei . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:87:y:2015:i:c:p:116-135. Full description at Econpapers \|\| Download paper
2015	A general method for third-order bias and variance corrections on a nonlinear estimator. (2015). Yang, Zhenlin. In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:1:p:178-200. Full description at Econpapers \|\| Download paper
2015	Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974. Full description at Econpapers \|\| Download paper
2015	Improved inferences for spatial regression models. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:55-67. Full description at Econpapers \|\| Download paper
2015	Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850. Full description at Econpapers \|\| Download paper
2015	Financial time series modeling using the Hurst exponent. (2015). Anagnostopoulos, Christoforos ; Tzouras, Spilios ; McCoy, Emma . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:425:y:2015:i:c:p:50-68. Full description at Econpapers \|\| Download paper
2015	A modified test against spurious long memory. (2015). Kruse, Robinson. In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:34-38. Full description at Econpapers \|\| Download paper
2015	Penalized Indirect Inference. (2015). Blasques, Francisco ; Duplinskiy, Artem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150009. Full description at Econpapers \|\| Download paper
2015	GMM and Indirect Inference: An appraisal of their connections and new results on their properties under second order identification. (2015). Hall, Alastair R. ; Donovon, Prosper . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1505. Full description at Econpapers \|\| Download paper
2015	Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection. (2015). Lee, Yoonseok ; Han, Xu ; Caner, Mehmet. In: Center for Policy Research Working Papers. RePEc:max:cprwps:177. Full description at Econpapers \|\| Download paper
2015	Select the valid and relevant moments: An information-based LASSO for GMM with many moments. (2015). Liao, Zhipeng ; Cheng, XU. In: Journal of Econometrics. RePEc:eee:econom:v:186:y:2015:i:2:p:443-464. Full description at Econpapers \|\| Download paper
2015	Econometricians Have Their Moments: GMM at 32. (2015). Dungey, Mardi ; Hall, Alastair R. In: The Economic Record. RePEc:bla:ecorec:v:91:y:2015:i::p:1-24. Full description at Econpapers \|\| Download paper
2015	Modeling and testing smooth structural changes with endogenous regressors. (2015). Chen, Bin . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:196-215. Full description at Econpapers \|\| Download paper
2015	Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence. (2015). Hidalgo, Javier ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:/2015/583. Full description at Econpapers \|\| Download paper
2015	Asymptotic inference in multiple-threshold double autoregressive models. (2015). Zakoian, Jean-Michel ; Ling, Shiqing . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:415-427. Full description at Econpapers \|\| Download paper
2015	Likelihood Ratio Test for Change in Persistence. (2015). Skrobotov, Anton. In: Published Papers. RePEc:rnp:ppaper:skr001. Full description at Econpapers \|\| Download paper
2015	Centurial evidence of breaks in the persistence of unemployment. (2015). Ghoshray, Atanu ; Stamatogiannis, Michalis P.. In: Economics Letters. RePEc:eee:ecolet:v:129:y:2015:i:c:p:74-76. Full description at Econpapers \|\| Download paper
2015	Nonparametric test for a constant beta between ItÃ´ semi-martingales based on high-frequency data. (2015). Rei, Markus ; Tauchen, George ; Todorov, Viktor . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:8:p:2955-2988. Full description at Econpapers \|\| Download paper
2015	A Jackknife Correction to a Test for Cointegration Rank. (2015). Chambers, Marcus. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:355-375:d:49830. Full description at Econpapers \|\| Download paper
2015	An approximation to the null distribution of a class of CramÃ©râvon Mises statistics. (2015). Jimenez-Gamero, M D ; Barranco-Chamorro, I ; Jodra, P ; Alba-Fernandez, M V. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:118:y:2015:i:c:p:258-272. Full description at Econpapers \|\| Download paper
2015	Tests for sphericity in multivariate garch models. (2015). Francq, Christian ; Meintanis, Simos ; Jimenez, Maria Dolores . In: MPRA Paper. RePEc:pra:mprapa:67411. Full description at Econpapers \|\| Download paper
2015	Testing constancy of unconditional variance in volatility models by misspecification and specification tests. (2015). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina. In: CREATES Research Papers. RePEc:aah:create:2015-47. Full description at Econpapers \|\| Download paper
2015	Testing constancy of unconditional variance in volatility models by misspecification and specification tests. (2015). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_06. Full description at Econpapers \|\| Download paper
2015	An improved bootstrap test of density ratio ordering. (2015). Beare, Brendan ; Shi, Xiaoxia . In: MPRA Paper. RePEc:pra:mprapa:74772. Full description at Econpapers \|\| Download paper
2015	Nonparametric Regression Estimation for Multivariate Null Recurrent Processes. (2015). Cai, Biqing ; Tjostheim, Dag . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:265-288:d:48167. Full description at Econpapers \|\| Download paper
2015	On the Measurement of Economic Tail Risk. (2015). Kou, Steven ; Peng, Xianhua . In: Papers. RePEc:arx:papers:1401.4787. Full description at Econpapers \|\| Download paper
2015	Functional generalized autoregressive conditional heteroskedasticity. (2015). Horvath, Lajos ; Aue, Alexander ; Pellatt, Daniel . In: MPRA Paper. RePEc:pra:mprapa:67702. Full description at Econpapers \|\| Download paper
2015	Evaluating panel data forecasts under independent realization. (2015). Greenaway-McGrevy, Ryan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:136:y:2015:i:c:p:108-125. Full description at Econpapers \|\| Download paper
2015	Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects. (2015). Su, Liangjun ; Liangjun, Su ; Lu, Xun . In: Working Papers. RePEc:siu:wpaper:02-2015. Full description at Econpapers \|\| Download paper
2015	Relative Price Variability and Inflation: New evidence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege ; Baglan, Deniz . In: Working Papers. RePEc:fiu:wpaper:1502. Full description at Econpapers \|\| Download paper
2015	Nonparametric testing for anomaly effects in empirical asset pricing models. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:1:p:9-36. Full description at Econpapers \|\| Download paper
2015	A simple new test for slope homogeneity in panel data models with interactive effects. (2015). Bai, Jushan ; Ando, Tomohiro. In: Economics Letters. RePEc:eee:ecolet:v:136:y:2015:i:c:p:112-117. Full description at Econpapers \|\| Download paper
2015	Saddlepoint expansions for GEL estimators. (2015). Rilstone, Paul ; Kundhi, Gubhinder . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:1:p:1-24. Full description at Econpapers \|\| Download paper
2015	Nonparametric Estimation in case of Endogenous Selection. (2015). Simoni, Anna ; Mammen, Enno ; Breunig, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-050. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach. (2015). Kanaya, Shin. In: CREATES Research Papers. RePEc:aah:create:2015-50. Full description at Econpapers \|\| Download paper
2015	Misspeciï¬cation Testing in GARCH-MIDAS Models. (2015). Schienle, Melanie ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0597. Full description at Econpapers \|\| Download paper
2015	Nonparametric Euler Equation Identification andEstimation. (2015). LINTON, OLIVER ; Lewbel, Arthur ; hoderlein, stefan ; Escanciano, Juan Carlos ; Srisuma, Sorawoot . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1560. Full description at Econpapers \|\| Download paper
2015	Estimating the common break date in large factor models. (2015). Chen, Liang . In: Economics Letters. RePEc:eee:ecolet:v:131:y:2015:i:c:p:70-74. Full description at Econpapers \|\| Download paper
2015	New tools for understanding the local asymptotic power of panel unit root tests. (2015). Westerlund, Joakim ; Larsson, Rolf . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:59-93. Full description at Econpapers \|\| Download paper
2015	Carbon dioxide emission standards for U.S. power plants: An efficiency analysis perspective. (2015). Hampf, Benjamin ; Rodseth, Kenneth Lovold . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:140-153. Full description at Econpapers \|\| Download paper
2015	Efficiency of wind power production and its determinants. (2015). Ritter, Matthias ; Pieralli, Simone . In: Energy. RePEc:eee:energy:v:90:y:2015:i:p1:p:429-438. Full description at Econpapers \|\| Download paper
2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2-:d:61252. Full description at Econpapers \|\| Download paper
2015	Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification. (2015). Lee, Ying-Ying . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2015:i:1:p:2:d:61252. Full description at Econpapers \|\| Download paper
2015	Eliciting GDP Forecasts from the FOMCâs Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003. Full description at Econpapers \|\| Download paper
2015	Estimation of stochastic volatility models by nonparametric filtering. (2015). Kristensen, Dennis ; Kanaya, Shin. In: CeMMAP working papers. RePEc:ifs:cemmap:09/15. Full description at Econpapers \|\| Download paper
2015	Nonparametric Euler equation identification and estimation. (2015). Srisuma, Sorawoot ; LINTON, OLIVER ; Lewbel, Arthur ; hoderlein, stefan ; Escanciano, Juan Carlos. In: CeMMAP working papers. RePEc:ifs:cemmap:61/15. Full description at Econpapers \|\| Download paper
2015	Profits encourage investment, investment dampens profits, government spending does not prime the pump â A DAG investigation of business-cycle dynamics. (2015). Tapia, Jose. In: MPRA Paper. RePEc:pra:mprapa:64698. Full description at Econpapers \|\| Download paper
2015	Profits encourage investment, investment dampens profits, government spending does not prime the pump â A DAG investigation of business-cycle dynamics. (2015). Tapia, Jose. In: MPRA Paper. RePEc:pra:mprapa:64985. Full description at Econpapers \|\| Download paper
2015	A Note on Consistent Conditional Moment Tests. (2015). Wang, Xuexin. In: MPRA Paper. RePEc:pra:mprapa:69005. Full description at Econpapers \|\| Download paper
2015	An improved bootstrap test of density ratio ordering. (2015). Beare, Brendan ; Shi, Xiaoxia . In: MPRA Paper. RePEc:pra:mprapa:74772. Full description at Econpapers \|\| Download paper
2015	Changes in the Factor Structure of the U.S. Economy: Permanent Breaks or Business Cycle Regimes?. (2015). Hartigan, Luke . In: Discussion Papers. RePEc:swe:wpaper:2015-17. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Indirect inference with time series observed with error. (2014). Rossi, Eduardo. In: CREATES Research Papers. RePEc:aah:create:2014-57. Full description at Econpapers \|\| Download paper
2014	Estimating the Spot Covariation of Asset Prices â Statistical Theory and Empirical Evidence. (2014). Malec, Peter ; Hautsch, Nikolaus ; Reiss, Markus ; Bibinger, Markus . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1464. Full description at Econpapers \|\| Download paper
2014	Weak Convergence to Stochastic Integrals for Econometric Applications. (2014). Phillips, Peter ; Wang, Hanchao ; Peter C. B. Phillips, ; Liang, Hanying . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1971. Full description at Econpapers \|\| Download paper
2014	On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Yilmaz, Kamil ; Diebold, Francis ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134. Full description at Econpapers \|\| Download paper
2014	Sieve M inference on irregular parameters. (2014). Liao, Zhipeng ; Chen, Xiaohong . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:70-86. Full description at Econpapers \|\| Download paper
2014	Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. (2014). Gallo, Giampiero ; Brownlees, Christian ; Barigozzi, Matteo ; Veredas, David . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:364-384. Full description at Econpapers \|\| Download paper
2014	Minimum Distance Estimation of Dynamic Models with Errors-In-Variables. (2014). Ng, Serena ; Komunjer, Ivana ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-11. Full description at Econpapers \|\| Download paper
2014	Small Sample Properties of Bayesian Estimators of Labor Income Processes. (2014). Tonetti, Christopher ; Nakata, Taisuke. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-25. Full description at Econpapers \|\| Download paper
2014	Empirical Likelihood Confidence Intervals for Nonparametric Nonlinear Nonstationary Regression Models. (2014). Yabe, Ryota . In: Discussion Papers. RePEc:hit:econdp:2014-20. Full description at Econpapers \|\| Download paper
2014	Asymptotically efficient estimation of weighted average derivatives with an interval censored variable. (2014). Kaido, Hiroaki. In: CeMMAP working papers. RePEc:ifs:cemmap:03/14. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2013-35. Full description at Econpapers \|\| Download paper
2013	Oracle Inequalities for Convex Loss Functions with Non-Linear Targets. (2013). Kock, Anders ; Caner, Mehmet. In: CREATES Research Papers. RePEc:aah:create:2013-51. Full description at Econpapers \|\| Download paper
2013	Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:bof:bofrdp:2013_026. Full description at Econpapers \|\| Download paper
2013	News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9624. Full description at Econpapers \|\| Download paper
2013	Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models. (2013). Zakoian, Jean-Michel ; Ling, Shiqing. In: Working Papers. RePEc:crs:wpaper:2013-51. Full description at Econpapers \|\| Download paper
2013	New Goodness-of-fit Diagnostics for Conditional Discrete Response Models. (2013). Velasco, Carlos ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1924. Full description at Econpapers \|\| Download paper
2013	Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1929. Full description at Econpapers \|\| Download paper
2013	Inference on an extended Roy model, with an application to schooling decisions in France. (2013). Maurel, Arnaud ; D'Haultfoeuille, Xavier. In: Journal of Econometrics. RePEc:eee:econom:v:174:y:2013:i:2:p:95-106. Full description at Econpapers \|\| Download paper
2013	Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers \|\| Download paper
2013	A unified framework for testing in the linear regression model under unknown order of fractional integration. (2013). Sibbertsen, Philipp ; Kruse, Robinson ; Christensen, Bent Jesper. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-519. Full description at Econpapers \|\| Download paper
2013	Testing for a unit root in noncausal autoregressive models. (2013). Saikkonen, Pentti ; Sandberg, Rickard . In: Research Discussion Papers. RePEc:hhs:bofrdp:2013_026. Full description at Econpapers \|\| Download paper
2013	Properties of the maximum likelihood estimator in spatial autoregressive models. (2013). Martellosio, Federico ; Hillier, Grant . In: CeMMAP working papers. RePEc:ifs:cemmap:44/13. Full description at Econpapers \|\| Download paper
2013	Parameter Identification in the Logistic STAR Model. (2013). Ekner, Line ; Nejstgaard, Emil . In: Discussion Papers. RePEc:kud:kuiedp:1307. Full description at Econpapers \|\| Download paper
2013	Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-27. Full description at Econpapers \|\| Download paper
2013	News Driven Business Cycles: Insights and Challenges. (2013). Portier, Franck ; Beaudry, Paul. In: NBER Working Papers. RePEc:nbr:nberwo:19411. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Alternative Asymptotics and the Partially Linear Model with Many Regressors. (2012). Newey, Whitney ; Jansson, Michael ; Cattaneo, Matias. In: CREATES Research Papers. RePEc:aah:create:2012-02. Full description at Econpapers \|\| Download paper
2012	Globalisation and Technological Convergence in the EU. (2012). shin, yongcheol ; Serlenga, Laura. In: SERIES. RePEc:bai:series:economia-series41. Full description at Econpapers \|\| Download paper
2012	An Overview of the Special Regressor Method. (2012). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:810. Full description at Econpapers \|\| Download paper
2012	Time irreversible copula-based Markov Models. (2012). Beare, Brendan K. ; Seo, Juwon . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt31f8500p. Full description at Econpapers \|\| Download paper
2012	A note on the relation between local power and robustness to misspecification. (2012). Guggenberger, Patrik . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:2:p:133-135. Full description at Econpapers \|\| Download paper
2012	A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters. (2012). Guggenberger, Patrik . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:3:p:901-904. Full description at Econpapers \|\| Download paper
2012	Regression towards the mode. (2012). Santos Silva, JoÃÂ£o ; Kemp, Gordon C. R., ; Santos Silva, J. M. C., . In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:1:p:92-101. Full description at Econpapers \|\| Download paper
2012	Underidentification?. (2012). Sentana, Enrique ; Hansen, Lars ; Arellano, Manuel. In: Journal of Econometrics. RePEc:eee:econom:v:170:y:2012:i:2:p:256-280. Full description at Econpapers \|\| Download paper
2012	Detecting changes in functional linear models. (2012). Horvath, Lajos ; Reeder, Ron . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:111:y:2012:i:c:p:310-334. Full description at Econpapers \|\| Download paper
2012	Independence Test for High Dimensional Random Vectors. (2012). gao, jassduke ; Pan, G. ; Yang, Y. ; Guo, M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-1. Full description at Econpapers \|\| Download paper
2012	Nonlinear Regression with Harris Recurrent Markov Chains. (2012). Li, Degui ; GAO, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-14. Full description at Econpapers \|\| Download paper
2012	Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments. (2012). Liao, Zhipeng ; Cheng, Xu. In: PIER Working Paper Archive. RePEc:pen:papers:12-045. Full description at Econpapers \|\| Download paper
2012	Subset hypotheses testing and instrument exclusion in the linear IV regression. (2012). Doko Tchatoka, Firmin. In: MPRA Paper. RePEc:pra:mprapa:29611. Full description at Econpapers \|\| Download paper
2012	Identification and estimation of dynamic factor models. (2012). Bai, Jushan ; Wang, Peng . In: MPRA Paper. RePEc:pra:mprapa:38434. Full description at Econpapers \|\| Download paper
2012	Specification Tests with Weak and Invalid Instruments. (2012). Doko Tchatoka, Firmin ; Doko Tchatoka, Firmin Sabro, . In: MPRA Paper. RePEc:pra:mprapa:40185. Full description at Econpapers \|\| Download paper
2012	Efficient Estimation of Approximate Factor Models. (2012). Liao, Yuan ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:41558. Full description at Econpapers \|\| Download paper
2012	Theory and methods of panel data models with interactive effects. (2012). Li, kunpeng ; Bai, Jushan. In: MPRA Paper. RePEc:pra:mprapa:43441. Full description at Econpapers \|\| Download paper
2012	A State-Space Stochastic Frontier Panel Data Model. (2012). Rambaldi, Alicia ; Peyrache, A.. In: CEPA Working Papers Series. RePEc:qld:uqcepa:77. Full description at Econpapers \|\| Download paper
2012	Forecasting Korean inflation. (2012). Choi, In ; Hwang, Seong Jin . In: Working Papers. RePEc:sgo:wpaper:1202. Full description at Econpapers \|\| Download paper
2012	A new fluctuation test for constant variances with applications to finance. (2012). Wied, Dominik ; Ziggel, Daniel ; Arnold, Matthias . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:75:y:2012:i:8:p:1111-1127. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	386
2	MPRA Paper / University Library of Munich, Germany	120
3	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	87
4	Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University	75
5	Computational Statistics & Data Analysis / Elsevier	75
6	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	61
7	Journal of Multivariate Analysis / Elsevier	59
8	Economic Modelling / Elsevier	50
9	Economics Letters / Elsevier	49
10	Empirical Economics / Springer	43
11	Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics	43

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.