0.21
Impact Factor
0.82
5-Years IF
23
5-Years H index
0.21
Impact Factor
0.82
5-Years IF
23
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1992 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1993 | 0.14 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1994 | 0.12 | 2 | 2 | 1 | 0.5 | 16 | 0 | 0 | 1 (6.3%) | 0.06 | ||||||
1995 | 0.5 | 0.16 | 0.5 | 20 | 22 | 2 | 0.09 | 487 | 2 | 1 | 2 | 1 | 10 (2.1%) | 0.1 | ||
1996 | 0.18 | 0.2 | 0.18 | 27 | 49 | 14 | 0.29 | 359 | 22 | 4 | 22 | 4 | 3 (%) | 4 | 0.15 | 0.09 |
1997 | 0.32 | 0.21 | 0.33 | 13 | 62 | 21 | 0.34 | 30 | 47 | 15 | 49 | 16 | 7 (23.3%) | 1 | 0.08 | 0.09 |
1998 | 0.28 | 0.22 | 0.27 | 9 | 71 | 18 | 0.25 | 156 | 40 | 11 | 62 | 17 | 7 (4.5%) | 1 | 0.11 | 0.13 |
1999 | 0.41 | 0.28 | 0.48 | 17 | 88 | 47 | 0.53 | 391 | 22 | 9 | 71 | 34 | 2 (%) | 9 | 0.53 | 0.16 |
2000 | 1 | 0.37 | 0.79 | 10 | 98 | 81 | 0.83 | 23 | 26 | 26 | 86 | 68 | 1 (4.3%) | 2 | 0.2 | 0.14 |
2001 | 0.96 | 0.36 | 0.76 | 35 | 133 | 122 | 0.92 | 592 | 27 | 26 | 76 | 58 | 31 (5.2%) | 11 | 0.31 | 0.17 |
2002 | 0.51 | 0.37 | 0.82 | 18 | 151 | 172 | 1.14 | 105 | 45 | 23 | 84 | 69 | 18 (17.1%) | 11 | 0.61 | 0.18 |
2003 | 0.85 | 0.4 | 1.07 | 22 | 173 | 212 | 1.23 | 92 | 53 | 45 | 89 | 95 | 14 (15.2%) | 15 | 0.68 | 0.19 |
2004 | 0.6 | 0.42 | 1.11 | 30 | 203 | 287 | 1.41 | 400 | 40 | 24 | 102 | 113 | 11 (2.8%) | 12 | 0.4 | 0.19 |
2005 | 0.77 | 0.43 | 0.77 | 26 | 229 | 285 | 1.24 | 351 | 52 | 40 | 115 | 88 | 33 (9.4%) | 30 | 1.15 | 0.21 |
2006 | 1.32 | 0.45 | 1.06 | 12 | 241 | 324 | 1.34 | 76 | 56 | 74 | 131 | 139 | 6 (7.9%) | 10 | 0.83 | 0.2 |
2007 | 1.08 | 0.39 | 1.03 | 5 | 246 | 239 | 0.97 | 11 | 38 | 41 | 108 | 111 | 3 (27.3%) | 0.17 | ||
2008 | 1.82 | 0.39 | 1.14 | 11 | 257 | 234 | 0.91 | 63 | 17 | 31 | 95 | 108 | 2 (3.2%) | 5 | 0.45 | 0.17 |
2009 | 0.56 | 0.37 | 1.01 | 16 | 273 | 211 | 0.77 | 81 | 16 | 9 | 84 | 85 | 2 (2.5%) | 10 | 0.63 | 0.18 |
2010 | 0.44 | 0.33 | 0.5 | 6 | 279 | 156 | 0.56 | 2 | 27 | 12 | 70 | 35 | (%) | 0.15 | ||
2011 | 0.45 | 0.41 | 0.54 | 1 | 280 | 191 | 0.68 | 6 | 22 | 10 | 50 | 27 | 1 (16.7%) | 0.2 | ||
2012 | 0.57 | 0.46 | 0.41 | 13 | 293 | 115 | 0.39 | 91 | 7 | 4 | 39 | 16 | 2 (2.2%) | 4 | 0.31 | 0.21 |
2013 | 0.5 | 0.5 | 0.74 | 12 | 305 | 141 | 0.46 | 15 | 14 | 7 | 47 | 35 | 4 (26.7%) | 1 | 0.08 | 0.21 |
2014 | 1.32 | 0.54 | 0.88 | 7 | 312 | 155 | 0.5 | 7 | 25 | 33 | 48 | 42 | 2 (28.6%) | 1 | 0.14 | 0.26 |
2015 | 0.21 | 0.6 | 0.82 | 12 | 324 | 171 | 0.53 | 19 | 4 | 39 | 32 | (%) | 0.3 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CCU: | Cumulative number of citations to papers published until year y |
CIF: | Cumulative impact factor |
CIT: | Number of citations to papers published in year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1995 | Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers || Download paper | 419 |
2 | 2001 | GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers || Download paper | 356 |
3 | 1999 | Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers || Download paper | 302 |
4 | 2004 | Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers || Download paper | 174 |
5 | 2005 | Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517. Full description at Econpapers || Download paper | 163 |
6 | 1996 | Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614. Full description at Econpapers || Download paper | 124 |
7 | Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers || Download paper | 96 | |
8 | 1996 | Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Shin, Hyun Song ; Morris, Stephen. In: Economics Papers. RePEc:nuf:econwp:126. Full description at Econpapers || Download paper | 76 |
9 | 2004 | We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers || Download paper | 74 |
10 | 2006 | Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603. Full description at Econpapers || Download paper | 57 |
11 | 2012 | Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers || Download paper | 57 |
12 | 1996 | An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604. Full description at Econpapers || Download paper | 52 |
13 | 1999 | Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3. Full description at Econpapers || Download paper | 41 |
14 | 2009 | Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers || Download paper | 41 |
15 | 2005 | Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers || Download paper | 40 |
16 | 2004 | Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048. Full description at Econpapers || Download paper | 37 |
17 | 2001 | Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104. Full description at Econpapers || Download paper | 35 |
18 | 1996 | Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125. Full description at Econpapers || Download paper | 35 |
19 | 2005 | Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507. Full description at Econpapers || Download paper | 30 |
20 | 2001 | Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113. Full description at Econpapers || Download paper | 30 |
21 | 1996 | Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625. Full description at Econpapers || Download paper | 27 |
22 | 2001 | How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116. Full description at Econpapers || Download paper | 26 |
23 | 2004 | A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: Economics Papers. RePEc:nuf:econwp:0429. Full description at Econpapers || Download paper | 23 |
24 | 2005 | Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524. Full description at Econpapers || Download paper | 22 |
25 | 2008 | Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810. Full description at Econpapers || Download paper | 22 |
26 | 1995 | Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:0015. Full description at Econpapers || Download paper | 21 |
27 | 2005 | Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506. Full description at Econpapers || Download paper | 21 |
28 | 1998 | Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1998). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:143. Full description at Econpapers || Download paper | 21 |
29 | 2002 | Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216. Full description at Econpapers || Download paper | 21 |
30 | 2001 | Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110. Full description at Econpapers || Download paper | 20 |
31 | 1997 | Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713. Full description at Econpapers || Download paper | 20 |
32 | 2002 | Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213. Full description at Econpapers || Download paper | 20 |
33 | 2001 | Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118. Full description at Econpapers || Download paper | 19 |
34 | 1998 | Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142. Full description at Econpapers || Download paper | 19 |
35 | 2012 | Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers || Download paper | 17 |
36 | 2001 | Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211. Full description at Econpapers || Download paper | 16 |
37 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0903. Full description at Econpapers || Download paper | 16 |
38 | 2005 | Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. (2005). Bowsher, Clive ; Tyson, Christopher J.. In: Economics Papers. RePEc:nuf:econwp:0526. Full description at Econpapers || Download paper | 16 |
39 | 2003 | Multimodality in the GARCH Regression Model. (2003). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0320. Full description at Econpapers || Download paper | 16 |
40 | 2005 | Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509. Full description at Econpapers || Download paper | 15 |
41 | 1995 | On the interactions of unit roots and exogeneity. (1995). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0007. Full description at Econpapers || Download paper | 15 |
42 | 2004 | Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044. Full description at Econpapers || Download paper | 15 |
43 | 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412. Full description at Econpapers || Download paper | 15 |
44 | 2003 | Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf. In: Economics Papers. RePEc:nuf:econwp:0313. Full description at Econpapers || Download paper | 14 |
45 | 1999 | Income Inequality and Macroeconomic Volatility: an Empirical Investigation.. (1999). Garcia-Penalosa, Cecilia ; Breen, R.. In: Economics Papers. RePEc:nuf:econwp:1999-w20. Full description at Econpapers || Download paper | 14 |
46 | 2005 | Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel . In: Economics Papers. RePEc:nuf:econwp:0514. Full description at Econpapers || Download paper | 14 |
47 | 2002 | Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models. (2002). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0222. Full description at Econpapers || Download paper | 13 |
48 | 2001 | The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses. (2001). Klemperer, Paul ; Binmore, Ken . In: Economics Papers. RePEc:nuf:econwp:0204. Full description at Econpapers || Download paper | 13 |
49 | 2001 | Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102. Full description at Econpapers || Download paper | 13 |
50 | 2005 | Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522. Full description at Econpapers || Download paper | 12 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers || Download paper | 104 |
2 | 2012 | Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers || Download paper | 54 |
3 | 1999 | Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers || Download paper | 40 |
4 | 2004 | Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers || Download paper | 35 |
5 | 2009 | Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers || Download paper | 24 |
6 | 2004 | We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers || Download paper | 22 |
7 | 2005 | Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers || Download paper | 12 |
8 | 2012 | Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers || Download paper | 11 |
9 | 2005 | Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel . In: Economics Papers. RePEc:nuf:econwp:0514. Full description at Econpapers || Download paper | 9 |
10 | 2005 | Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517. Full description at Econpapers || Download paper | 9 |
11 | 2005 | Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524. Full description at Econpapers || Download paper | 8 |
12 | 1995 | On the interactions of unit roots and exogeneity. (1995). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0007. Full description at Econpapers || Download paper | 7 |
13 | 2001 | Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models. (2001). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0127. Full description at Econpapers || Download paper | 5 |
14 | 2012 | Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Papers. RePEc:nuf:econwp:1202. Full description at Econpapers || Download paper | 5 |
15 | 2012 | Income Taxation in a Life Cycle Model with Human Capital. (2012). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1208. Full description at Econpapers || Download paper | 4 |
16 | 2001 | Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110. Full description at Econpapers || Download paper | 4 |
17 | 2013 | Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307. Full description at Econpapers || Download paper | 4 |
18 | 2004 | Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048. Full description at Econpapers || Download paper | 4 |
19 | 2005 | Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522. Full description at Econpapers || Download paper | 3 |
20 | 1995 | Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers || Download paper | 3 |
21 | 2013 | Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1312. Full description at Econpapers || Download paper | 3 |
22 | 2014 | Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2014). Stavrunova, Olena ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1402. Full description at Econpapers || Download paper | 3 |
23 | 2003 | Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf. In: Economics Papers. RePEc:nuf:econwp:0313. Full description at Econpapers || Download paper | 3 |
24 | 2012 | How the Allocation of Childrenâs Time Affects Cognitive and Non-Cognitive Development. (2012). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1209. Full description at Econpapers || Download paper | 3 |
25 | 2008 | Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben. In: Economics Papers. RePEc:nuf:econwp:0804. Full description at Econpapers || Download paper | 3 |
26 | 2001 | Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106. Full description at Econpapers || Download paper | 3 |
27 | 2012 | Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices. (2012). Shephard, Neil ; Xiu, Dacheng . In: Economics Papers. RePEc:nuf:econwp:1204. Full description at Econpapers || Download paper | 3 |
28 | 2001 | Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104. Full description at Econpapers || Download paper | 3 |
29 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0428. Full description at Econpapers || Download paper | 3 |
30 | 2002 | Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models. (2002). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0222. Full description at Econpapers || Download paper | 3 |
31 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0903. Full description at Econpapers || Download paper | 3 |
32 | 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412. Full description at Econpapers || Download paper | 3 |
33 | 2012 | Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1201. Full description at Econpapers || Download paper | 2 |
34 | 2003 | Regional Convergence and Catch-up in India between 1960 and 1992. (2003). Trivedi, Kamakshya . In: Economics Papers. RePEc:nuf:econwp:0301. Full description at Econpapers || Download paper | 2 |
35 | 2007 | Comparative Statics, Informativeness, and the Interval Dominance Order. (2007). Strulovici, Bruno ; Quah, John. In: Economics Papers. RePEc:nuf:econwp:0704. Full description at Econpapers || Download paper | 2 |
36 | 2014 | A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice. (2014). Keane, Michael ; Ching, Andrew ; Erdem, Tulin . In: Economics Papers. RePEc:nuf:econwp:1401. Full description at Econpapers || Download paper | 2 |
37 | 2001 | Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211. Full description at Econpapers || Download paper | 2 |
38 | 2009 | Monetary Policy in a Currency Union with Heterogeneous Limited Asset Markets Participation. (2009). Eser, Fabian. In: Economics Papers. RePEc:nuf:econwp:0916. Full description at Econpapers || Download paper | 2 |
39 | 2004 | Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange. (2004). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0421. Full description at Econpapers || Download paper | 2 |
40 | 2008 | Forecasting with the age-period-cohort model and the extended chain-ladder model. (2008). Nielsen, Bent ; Kuang, D.. In: Economics Papers. RePEc:nuf:econwp:0809. Full description at Econpapers || Download paper | 2 |
41 | 2004 | Estimating Equivalence Scales for Tax and Benefits Systems. (2004). van de Ven, Justin ; muellbauer, john ; vandeVen, Justin. In: Economics Papers. RePEc:nuf:econwp:046. Full description at Econpapers || Download paper | 2 |
42 | 2006 | Co-ordination and Lock-in: Competition with Switching Costs and Network Effects. (2006). Klemperer, Paul ; Farrell, Joseph. In: Economics Papers. RePEc:nuf:econwp:0607. Full description at Econpapers || Download paper | 2 |
43 | 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts. (2001). Mizon, Grayham ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0212. Full description at Econpapers || Download paper | 2 |
44 | 2013 | Martingale unobserved component models. (2013). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:1301. Full description at Econpapers || Download paper | 2 |
45 | 2008 | Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802. Full description at Econpapers || Download paper | 2 |
46 | 2008 | Learning while voting: determinants of collective experimentation. (2008). Strulovici, Bruno. In: Economics Papers. RePEc:nuf:econwp:0808. Full description at Econpapers || Download paper | 2 |
47 | 2009 | Test for cointegration rank in general vector autoregressions. (2009). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0910. Full description at Econpapers || Download paper | 2 |
48 | 2012 | Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza. (2012). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1213. Full description at Econpapers || Download paper | 2 |
49 | 1998 | Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers || Download paper | 2 |
50 | 2009 | Chain-Ladder as Maximum Likelihood Revisited. (2009). Nielsen, Bent ; Kuang, D.. In: Economics Papers. RePEc:nuf:econwp:0908. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2015 | An Information Theoretic Criterion for Empirical Validation of Time Series Models. (2015). Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2015/02. Full description at Econpapers || Download paper | |
2015 | Consumer learning and evolution of consumer brand preferences. (2015). Che, Hai ; Oncu, T ; Erdem, Tulin . In: Quantitative Marketing and Economics (QME). RePEc:kap:qmktec:v:13:y:2015:i:3:p:173-202. Full description at Econpapers || Download paper | |
2015 | Price-level uncertainty and instability in the United Kingdom. (2015). Surico, Paolo ; Sargent, Thomas ; Cogley, Timothy ; ThomasJ. Sargent, . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:52:y:2015:i:c:p:1-16. Full description at Econpapers || Download paper | |
2015 | Labour Supply models. (2015). Colombino, Ugo ; Aaberge, Rolf. In: Discussion Papers. RePEc:ssb:dispap:807. Full description at Econpapers || Download paper |
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2014 | Asymptotic theory for cointegration analysis when the cointegration rank is deficient. (2014). Nielsen, Bent ; Bernstein, David . In: Economics Papers. RePEc:nuf:econwp:1406. Full description at Econpapers || Download paper |
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2013 | Panel data discrete choice models of consumer demand. (2013). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1308. Full description at Econpapers || Download paper |
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2012 | Optimal Pricing of Public Lotteries and Comparison of Competing Mechanisms. (2012). Ling, Chen ; Scrogin, David . In: Working Papers. RePEc:cfl:wpaper:2012-05. Full description at Econpapers || Download paper | |
2012 | Ad-valorem platform fees and efficient price discrimination. (2012). Wright, Julian ; Wang, Zhu. In: Working Paper. RePEc:fip:fedrwp:12-08. Full description at Econpapers || Download paper | |
2012 | Housing Market Spillovers: Evidence from the End of Rent Control in Cambridge Massachusetts. (2012). Pathak, Parag ; Autor, David ; Palmer, Christopher J.. In: NBER Working Papers. RePEc:nbr:nberwo:18125. Full description at Econpapers || Download paper | |
2012 | News about Aggregate Demand and the Business Cycle. (2012). Weder, Mark ; Guo, Jang-Ting ; Sirbu, Anca-Ioana . In: Working Papers. RePEc:wvu:wpaper:12-02. Full description at Econpapers || Download paper |
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