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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics

0.2

Impact Factor

0.14

5-Years IF

14

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
19940.12131340003 (7.5%)0.06
19950.150.160.15203320.067013213227 (38.6%)0.1
19960.090.20.09195230.06973333331 (1%)0.09
19970.130.210.15146680.1293955281 (11.1%)0.09
19980.090.220.05188430.04593336638 (13.6%)0.13
19990.060.280.131498110.113332284112 (6.1%)0.16
20000.250.370.2411109250.235132885207 (13.7%)20.180.14
20010.120.360.1711120210.1848253761310 (20.8%)10.090.17
20020.320.370.2221141370.263422768159 (26.5%)20.10.18
20030.060.40.1222163230.14693227593 (4.3%)30.140.19
20040.190.420.2427190460.245743879198 (14%)60.220.19
20050.220.430.2726216560.26974911922512 (12.4%)70.270.21
20060.280.450.2722238580.247653151072917 (22.4%)30.140.2
20070.310.390.3314252670.274948151183912 (24.5%)20.140.17
20080.110.390.239261430.1633364111252 (6.1%)40.440.17
20090.260.370.2717278520.194923698266 (12.2%)10.060.18
20100.350.330.2723301540.183526988247 (20%)20.090.15
20110.280.410.426327720.22334011853414 (42.4%)50.190.2
20120.220.460.2520347710.223491189229 (39.1%)60.30.21
20130.370.50.45293761620.43194617954311 (57.9%)40.140.21
20140.180.540.3330406840.2116499115384 (25%)40.130.26
20150.20.60.1421427460.1165912128182 (33.3%)30.140.3
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
11995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, Keith ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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54
21996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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36
32003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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35
41996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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23
51996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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23
61998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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23
71994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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22
82005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

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21
92001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
102005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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18
112006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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18
121999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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16
132007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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15
142009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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14
152000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

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13
161998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

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12
172009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

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12
182008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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11
192006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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10
202009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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10
212006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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10
222004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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10
232000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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10
242002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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10
252005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
261996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Lee, Xin ; Harris, Mark ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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9
272006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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8
282008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

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8
291998Lead Time demand for Simple Exponential Smoothing.. (1998). Snyder, Ralph ; Ord, Keith ; Koehler, A. B. ; Sunder, R. D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

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8
302001Strategy Similarity and Coordination.. (2001). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

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8
312004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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8
322005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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8
332003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine ; Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

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7
342007Optimal combination forecasts for hierarchical time series. (2007). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

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7
352007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

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7
362000A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods.. (2000). Snyder, Ralph ; Hyndman, Rob ; Koehler, A. B. ; Grose, S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-9.

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7
372007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

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7
382006Stochastic population forecasts using functional data models for mortality, fertility and migration. (2006). Hyndman, Rob ; Booth, Heather . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-14.

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7
392000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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7
402002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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7
412008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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6
422006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-22.

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6
432006A Complete VARMA Modelling Methodology Based on Scalar Components. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-2.

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6
442005Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects. (2005). Kim, Jae ; Doucouliagos, Chris. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-22.

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6
452010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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6
462004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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5
472007A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-11.

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5
481995Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances.. (1995). King, Maxwell ; Ara, I.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-12.

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5
491999Predicting how People Play Games: a Simple Dynamic Model of Choice.. (1999). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-12.

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5
501997The Kuznets U-Curve Hypothesis: Some Panel Data Evidence.. (1997). Matyas, Laszlo ; Konya, Laszlo ; Macquarie, L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1997-7.

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5

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

#YearTitleCited
12009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

Full description at Econpapers || Download paper

5
22005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

Full description at Econpapers || Download paper

5
32009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

Full description at Econpapers || Download paper

4
41995The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors.. (1995). King, Maxwell ; Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-6.

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4
52012VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors. (2012). Yao, Wenying ; Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-11.

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4
62007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

Full description at Econpapers || Download paper

4
72008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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4
82015Common Shocks in panels with Endogenous Regressors. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-8.

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4
92010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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4
102011Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-14.

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3
112005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

Full description at Econpapers || Download paper

3
121996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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3
132014Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2014). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-10.

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3
142014Fast computation of reconciled forecasts for hierarchical and grouped time series. (2014). Hyndman, Rob ; Lee, Alan ; Wang, Earo . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-17.

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3
152013Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2013). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-25.

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3
162002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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3
172009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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3
182013Gaussian kernel GARCH models. (2013). Zhang, Xibin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-19.

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3
192011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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2
202004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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2
212011Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-12.

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2
222014A Class of Demand Systems Satisfying Global Regularity and Having Complete Rank Flexibility. (2014). McLaren, Keith ; Yang, OU. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-6.

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2
231994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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2
242010A Primal Divisia Technical Change Index Based on the Output Distance Function. (2010). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-7.

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2
252014Specification Testing in Structural Nonparametric Cointegration. (2014). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-2.

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2
262011A New Procedure For Multiple Testing Of Econometric Models. (2011). Zhang, Xibin ; King, Maxwell ; Akram, Muhammad . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-7.

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2
272013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-16.

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2
282005Competitor-oriented Objectives: The Myth of Market Share. (2005). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-17.

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2
292013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors. (2013). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-13.

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2
302009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form. (2009). Vahid, Farshid ; Poskitt, Donald ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-10.

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2
312006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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2
322011Semiparametric Trending Panel Data Models with Cross-Sectional Dependence. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-15.

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2
332014Boosting multi-step autoregressive forecasts. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-13.

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2

Citing documents used to compute impact factor 12:

YearTitle
2015Semiparametric single-index panel data models with cross-sectional dependence. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:301-312.

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2015Orthogonal 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.

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2015STR: A Seasonal-Trend Decomposition Procedure Based on Regression. (2015). Hyndman, Rob ; Dokumentov, Alexander . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-13.

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2015Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates. (2015). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1511.

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2015Higher-order improvements of the sieve bootstrap for fractionally integrated processes. (2015). Poskitt, Donald ; Martin, Gael M ; Grose, Simone D. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:94-110.

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2015Bias Correction of Persistence Measures in Fractionally Integrated Models. (2015). Poskitt, Donald ; Martin, Gael M ; Grose, Simone D ; Coakley, Jerry ; Osborn, Denise ; Kellard, Neil . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:721-740.

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2015Cross-sectional Independence Test for a Class of Parametric Panel Data Models. (2015). GAO, Jiti ; Pan, Guangming ; Guo, Meihui ; Yang, Yanrong . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-17.

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2015Efficient approximate Bayesian inference for models with intractable likelihoods. (2015). Dahlin, Johan ; Schon, Thomas B. ; Villani, Mattias . In: Papers. RePEc:arx:papers:1506.06975.

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2015Specification and structural break tests for additive models with applications to realized variance data. (2015). Fengler, Matthias ; Vogt, M ; Mammen, E. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:196-218.

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2015Residential emissions reductions through variable timing of electricity consumption. (2015). Harris, A R ; Wang, Caisheng ; McElmurry, Shawn P ; Miller, Carol J ; Rogers, Michelle Marinich . In: Applied Energy. RePEc:eee:appene:v:158:y:2015:i:c:p:484-489.

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2015Bias Correction of Persistence Measures in Fractionally Integrated Models. (2015). Poskitt, Donald ; Martin, Gael M ; Grose, Simone D ; Coakley, Jerry ; Osborn, Denise ; Kellard, Neil . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:721-740.

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2015STR: A Seasonal-Trend Decomposition Procedure Based on Regression. (2015). Hyndman, Rob ; Dokumentov, Alexander . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-13.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-14.

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2015Forecasting hierarchical and grouped time series through trace minimization. (2015). Hyndman, Rob ; Wickramasuriya, Shanika L ; Athanasopoulos, George . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-15.

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2015Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin . In: School of Economics Discussion Papers. RePEc:sur:surrec:0315.

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Recent citations received in 2014
YearCiting document
2014Intrahousehold distribution in migrant-sending families. (2014). Piccoli, Luca ; Perali, Federico ; Mangiavacchi, Lucia. In: Working Papers. RePEc:inq:inqwps:ecineq2014-344.

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2014Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420.

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2014Bias Correction of Persistence Measures in Fractionally Integrated Models. (2014). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-19.

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2014Intrahousehold distribution in migrant-sending families. (2014). Piccoli, Luca ; Perali, Federico ; Mangiavacchi, Lucia. In: DEA Working Papers. RePEc:ubi:deawps:63.

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Recent citations received in 2013
YearCiting document
2013Uniform 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.

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2013Estimating Smooth Structural Change in Cointegration Models. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-22.

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2013Uniform 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.

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2013Bias Correction of Persistence Measures in Fractionally Integrated Models. (2013). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-29.

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Recent citations received in 2012
YearCiting document
2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: Econometric Institute Research Papers. RePEc:ems:eureir:32527.

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2012Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: KIER Working Papers. RePEc:kyo:wpaper:816.

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2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). GAO, Jiti ; Saart, Patrick . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-21.

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2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2012). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-8.

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2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2012). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-9.

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2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1208.

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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