Citation analysis for Econometric Reviews / Taylor & Francis Journals

Econometric Reviews / Taylor & Francis Journals

1.44

Impact Factor

1.14

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		0.1		14	14				20		80		(%)			0.04
1991		0.09		15	29			3	30		70		(%)			0.04
1992		0.1		27	56				29		65		(%)			0.04
1993		0.11		14	70				42		76		(%)			0.05
1994		0.12		20	90			2	41		86		(%)			0.05
1995		0.19		28	118	1	0.01		34		90		(%)			0.07
1996		0.22		24	142	2	0.01		48		104		(%)			0.09
1997		0.27		23	165	2	0.01	140	52		113		1 (%)	1	0.04	0.09
1998	0.04	0.27	0.03	33	198	9	0.05	244	47	2	109	3	2 (%)	2	0.06	0.1
1999	0.34	0.31	0.15	24	222	32	0.14	342	56	19	128	19	2 (%)	6	0.25	0.13
2000	0.21	0.4	0.16	22	244	38	0.16	883	57	12	132	21	2 (%)	5	0.23	0.15
2001	0.43	0.4	0.27	23	267	44	0.16	148	46	20	126	34	(%)	2	0.09	0.15
2002	0.73	0.42	0.52	21	288	75	0.26	605	45	33	125	65	(%)	6	0.29	0.18
2003	0.8	0.44	0.67	26	314	98	0.31	276	44	35	123	82	1 (%)	4	0.15	0.18
2004	0.68	0.49	0.8	8	322	119	0.37	235	47	32	116	93	(%)	4	0.5	0.2
2005	0.47	0.53	1.05	29	351	166	0.47	442	34	16	100	105	(%)	11	0.38	0.21
2006	1.16	0.51	1.14	21	372	264	0.71	477	37	43	107	122	1 (%)	19	0.9	0.2
2007	0.94	0.44	1.2	34	406	279	0.69	766	50	47	105	126	(%)	20	0.59	0.18
2008	1.8	0.47	1.5	41	447	399	0.89	354	55	99	118	177	(%)	13	0.32	0.2
2009	1.33	0.47	1.54	50	497	484	0.97	328	75	100	133	205	(%)	33	0.66	0.19
2010	0.66	0.44	1.05	35	532	431	0.81	195	91	60	175	183	(%)	6	0.17	0.16
2011	0.62	0.51	1.23	27	559	532	0.95	68	85	53	181	223	1 (1.5%)	5	0.19	0.2
2012	0.58	0.56	0.97	6	565	560	0.99	83	62	36	187	182	(%)	5	0.83	0.21
2013	1.12	0.66	1.01	33	598	775	1.3	238	33	37	159	161	(%)	34	1.03	0.23
2014	1.92	0.67	1.11	40	638	762	1.19	100	39	75	151	167	(%)	15	0.38	0.22
2015	1.44	0.82	1.14	45	683	786	1.15	106	73	105	141	161	(%)	45	1	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	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	510
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	370
3	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	321
4	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	308
5	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	210
6	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	150
7	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	140
8	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	133
9	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	116
10	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	110
11	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	109
12	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	97
13	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	91
14	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	89
15	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	88
16	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	88
17	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	86
18	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	83
19	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	76
20	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	71
21	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	71
22	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	69
23	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	61
24	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	60
25	2002	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers \|\| Download paper	60
26	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	56
27	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	55
28	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	55
29	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	48
30	2008	Moving Average-Based Estimators of Integrated Variance. (2008). Lunde, Asger ; Large, Jeremy ; Hansen, Peter. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111. Full description at Econpapers \|\| Download paper	46
31	1998	Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29. Full description at Econpapers \|\| Download paper	44
32	2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	43
33	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	43
34	2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	42
35	2005	Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292. Full description at Econpapers \|\| Download paper	42
36	2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	41
37	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	40
38	2005	Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332. Full description at Econpapers \|\| Download paper	35
39	2005	RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Windmeijer, Frank ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37. Full description at Econpapers \|\| Download paper	35
40	2009	A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers \|\| Download paper	34
41	2009	Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521. Full description at Econpapers \|\| Download paper	33
42	2008	Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday DataâBut Which Frequency to Use?. (2008). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229. Full description at Econpapers \|\| Download paper	31
43	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	31
44	2006	Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models. (2006). Richard, Jean-Francois ; Liesenfeld, Roman . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:335-360. Full description at Econpapers \|\| Download paper	31
45	2007	Testing for the Null Hypothesis of Cointegration with a Structural Break. (2007). Kurozumi, Eiji ; Arai, Yoichi. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:6:p:705-739. Full description at Econpapers \|\| Download paper	28
46	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	28
47	2006	Multivariate Stochastic Volatility: An Overview. (2006). McAleer, Michael ; Maasoumi, Esfandiar. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:139-144. Full description at Econpapers \|\| Download paper	28
48	1999	An introduction to hypergeometric functions for economists. (1999). Abadir, Karim. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:3:p:287-330. Full description at Econpapers \|\| Download paper	28
49	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	26
50	2004	Empirical Characteristic Function Estimation and Its Applications. (2004). Yu, Jun. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:93-123. Full description at Econpapers \|\| Download paper	26

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

#	Year	Title	Cited
1	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	132
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	132
3	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	125
4	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	91
5	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	75
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	72
7	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Chan, Felix ; Hoti, Suhejla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	50
8	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	44
9	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	38
10	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	37
11	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	36
12	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	36
13	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	35
14	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	32
15	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	29
16	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	28
17	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	28
18	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	27
19	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	27
20	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	23
21	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; HART, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	23
22	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	22
23	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	21
24	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	20
25	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	19
26	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	18
27	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	17
28	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	17
29	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	17
30	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Pesaran, M ; Chudik, Alexander. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	17
31	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	16
32	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	15
33	2010	Inferences from Cross-Sectional, Stochastic Frontier Models. (2010). Wilson, Paul ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:1:p:62-98. Full description at Econpapers \|\| Download paper	14
34	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	14
35	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	13
36	2006	Factor Multivariate Stochastic Volatility via Wishart Processes. (2006). Philipov, Alexander ; Glickman, Mark . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:311-334. Full description at Econpapers \|\| Download paper	13
37	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	13
38	2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	13
39	2010	Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling. (2010). Urbain, Jean-Pierre ; Palm, Franz ; Gengenbach, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:111-145. Full description at Econpapers \|\| Download paper	13
40	2009	Correction to âAutomatic Block-Length Selection for the Dependent Bootstrapâ by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	13
41	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	13
42	2010	To Combine Forecasts or to Combine Information?. (2010). Lee, Tae Hwy ; Huang, Huiyu . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:534-570. Full description at Econpapers \|\| Download paper	13
43	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	12
44	2014	DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171. Full description at Econpapers \|\| Download paper	12
45	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	12
46	2009	Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521. Full description at Econpapers \|\| Download paper	11
47	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	11
48	2013	A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers \|\| Download paper	11
49	2008	Using High-Frequency Data in Dynamic Portfolio Choice. (2008). Bandi, Federico ; Zhu, Yinghua ; Russell, Jeffrey . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:163-198. Full description at Econpapers \|\| Download paper	11
50	2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Hall, Alastair ; Peixe, Fernanda . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	11

Citing documents used to compute impact factor 105:

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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	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	Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets. (2015). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Taylor, A. M. Robert, . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:557-579. Full description at Econpapers \|\| Download paper
2015	Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-16. Full description at Econpapers \|\| Download paper
2015	Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54. Full description at Econpapers \|\| Download paper
2015	Forecasting with VAR models: fat tails and stochastic volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0528. Full description at Econpapers \|\| Download paper
2015	Disaster risk and preference shifts in a New Keynesian model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: MPRA Paper. RePEc:pra:mprapa:65643. Full description at Econpapers \|\| Download paper
2015	Disaster Risk and Preference Shifts in a New Keynesian Model. (2015). Szczerbowicz, Urszula ; IsorÃÂ©, MarlÃÂ¨ne. In: Working Papers. RePEc:cii:cepidt:2015-16. Full description at Econpapers \|\| Download paper
2015	Rare Shocks vs. Non-linearities: What Drives Extreme Events in the Economy? Some Empirical Evidence. (2015). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2015/04. Full description at Econpapers \|\| Download paper
2015	Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315. Full description at Econpapers \|\| Download paper
2015	Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2015). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5468. Full description at Econpapers \|\| Download paper
2015	Efficient information based goodness-of-fit tests for vine copula models with fixed margins: A comprehensive review. (2015). Schepsmeier, Ulf . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:138:y:2015:i:c:p:34-52. Full description at Econpapers \|\| Download paper
2015	Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels. (2015). Peng, Cheng ; You, Wan-Hai ; Yu, Keming ; Zhu, Hui-Ming . In: World Development. RePEc:eee:wdevel:v:66:y:2015:i:c:p:189-207. Full description at Econpapers \|\| Download paper
2015	Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach. (2015). Montolio, Daniel ; Leon-Gonzalez, Roberto. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-16. Full description at Econpapers \|\| Download paper
2015	Bayesian Model Averaging and Jointness Measures for gretl. (2015). BÅaÅ¼ejowski, Marcin ; Kwiatkowski, Jacek ; Blazejowski, Marcin . In: gretl working papers. RePEc:anc:wgretl:2. Full description at Econpapers \|\| Download paper
2015	Endogeneity and panel data in growth regressions: A Bayesian model averaging approach. (2015). Montolio, Daniel ; Leon-Gonzalez, Roberto. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:23-39. Full description at Econpapers \|\| Download paper
2015	Probabilistic aspects of risk management (Probabilistyczne aspekty zarzÂ¹dzania ryzykiem). (2015). Szreder, Mirosaw . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:47-55. Full description at Econpapers \|\| Download paper
2015	BAD BANK AND OTHER POSSIBLE BANKSâ RESCUING MODELS â THE CASE OF SLOVENIA. (2015). TOMEC, MATEJ ; Markovic-Hribernik, Tanja . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2015:v:1i:p:128-141. Full description at Econpapers \|\| Download paper
2015	Jackknife model averaging for quantile regressions. (2015). Su, Liangjun ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:40-58. Full description at Econpapers \|\| Download paper
2015	Bootstrap-based Selection for Instrumental Variables Model. (2015). LIU, QINGFENG ; Wang, Wenjie . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00384. Full description at Econpapers \|\| Download paper
2015	Are all firms inefficient?. (2015). Rho, Seunghwa ; Schmidt, Peter . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:43:y:2015:i:3:p:327-349. Full description at Econpapers \|\| Download paper
2015	Its all about volatility of volatility: Evidence from a two-factor stochastic volatility model. (2015). Grassi, Stefano. In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:62-78. 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	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	Measuring the frequency dynamics of financial and macroeconomic connectedness. (2015). Krehlik, Tomas ; BarunÃÂk, Jozef. In: Papers. RePEc:arx:papers:1507.01729. Full description at Econpapers \|\| Download paper
2015	The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. (2015). van Dijk, Herman ; Grassi, Stefano ; Opschoor, Anne ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150042. Full description at Econpapers \|\| Download paper
2015	What is really puzzling about the âdistance puzzleâ. (2015). Bosquet, Clement ; Boulhol, Herve . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:151:y:2015:i:1:p:1-21. Full description at Econpapers \|\| Download paper
2015	Pushed by Poverty or by Institutions? Determinants of Global Migration Flows. (2015). Nilsson, Therese ; Mirkina, Irina ; Bergh, Andreas. In: Working Paper Series. RePEc:hhs:iuiwop:1077. Full description at Econpapers \|\| Download paper
2015	Which import restrictions matter for trade in services ?. (2015). Gooris, Julien ; Mitaritonna, Cristina . In: Working Papers. RePEc:cii:cepidt:2015-33. Full description at Econpapers \|\| Download paper
2015	The Impact of Free Trade Agreements on International Agricultural Trade: A Gravity Application on the Dairy Product Trade and the ASEAN-China-FTA. (2015). Schaak, Henning . In: 55th Annual Conference, Giessen, Germany, September 23-25, 2015. RePEc:ags:gewi15:211619. Full description at Econpapers \|\| Download paper
2015	Working Paper 225 - Measuring the Impact of Micro-Health Insurance on Healthcare Utilization: A Bayesian Potential Outcomes Approach. (2015). Woldemichael, Andinet ; Abebe, Abebe. In: Working Paper Series. RePEc:adb:adbwps:2166. Full description at Econpapers \|\| Download paper
2015	Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates. (2015). Kessler, Lawrence ; Munkin, Murat . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:1:p:81-114. Full description at Econpapers \|\| Download paper
2015	Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761. Full description at Econpapers \|\| Download paper
2015	A Simple Econometric Approach for Modeling Stress Event Intensities. (2015). Scheule, Harald ; Rosch, Daniel ; Jobst, Rainer ; Schmelzle, Martin . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:4:p:300-320. 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	The effect of recursive detrending on panel unit root tests. (2015). Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:453-467. Full description at Econpapers \|\| Download paper
2015	The power of PANIC. (2015). Westerlund, Joakim. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:2:p:495-509. Full description at Econpapers \|\| Download paper
2015	Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100. Full description at Econpapers \|\| Download paper
2015	The non-linear effect of population growth and linear effect of age structure on per capita income: A threshold dynamic panel structural model. (2015). Hajamini, Mehdi . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:46:y:2015:i:c:p:43-58. 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	Statistical Methods for Distributional Analysis. (2015). Flachaire, Emmanuel ; Cowell, Frank. In: AMSE Working Papers. RePEc:aim:wpaimx:1507. Full description at Econpapers \|\| Download paper
2015	Empirical Likelihood for Robust Poverty Comparisons. (2015). Tabri, Rami Victor . In: Working Papers. RePEc:syd:wpaper:2015-02. Full description at Econpapers \|\| Download paper
2015	Can a poverty-reducing and progressive tax and transfer system hurt the poor?. (2015). Lustig, Nora ; Higgins, Sean. In: Working Papers. RePEc:inq:inqwps:ecineq2015-363. Full description at Econpapers \|\| Download paper
2015	An Improved Bootstrap Test for Restricted Stochastic Dominance. (2015). Lok, Thomas M. ; Tabri, Rami V.. In: Working Papers. RePEc:syd:wpaper:2015-15. Full description at Econpapers \|\| Download paper
2015	Can Poverty-Reducing and Progressive Tax and Transfer System Hurt the Poor?. (2015). Lustig, Nora ; Higgins, Sean . In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:1333. 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	Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates. (2015). Wolter, James . In: Economics Series Working Papers. RePEc:oxf:wpaper:761. Full description at Econpapers \|\| Download paper
2015	Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model. (2015). Georgiadis, Georgios. In: European Economic Review. RePEc:eee:eecrev:v:75:y:2015:i:c:p:195-215. Full description at Econpapers \|\| Download paper
2015	Trilemma, not dilemma: financial globalisation and Monetary policy effectiveness. (2015). Mehl, Arnaud ; Georgiadis, Georgios. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:222. Full description at Econpapers \|\| Download paper
2015	German Wage Moderation and European Imbalances: Feeding the Global VAR with Theory. (2015). Leon-Ledesma, Miguel ; Bettendorf, Timo. In: Studies in Economics. RePEc:ukc:ukcedp:1510. Full description at Econpapers \|\| Download paper
2015	Fair weather or foul? the macroeconomic effects of El NiÃ±o. (2015). Raissi, Mehdi ; Mohaddes, Kamiar ; Cashin, Paul. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:239. Full description at Econpapers \|\| Download paper
2015	Fair Weather or Foul? The Macroeconomic Effects of El NiÃÂ±o. (2015). Mohaddes, Kamiar ; Cashin, Paul ; Raissi, Mehdi . In: IMF Working Papers. RePEc:imf:imfwpa:15/89. Full description at Econpapers \|\| Download paper
2015	Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M. In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:393-420. Full description at Econpapers \|\| Download paper
2015	Economic slowdown in China: Current assessment and global implications. (2015). Gern, Klaus-Jurgen ; Potjagailo, Galina ; Hauber, Philipp . In: Kiel Policy Brief. RePEc:zbw:ifwkpb:94. Full description at Econpapers \|\| Download paper
2015	System estimation of GVAR with two dominants and network theory: Evidence for BRICs. (2015). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Minou, Chrysanthi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:604-616. Full description at Econpapers \|\| Download paper
2015	GMM estimation of SAR models with endogenous regressors. (2015). Saraiva, Paulo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:68-79. Full description at Econpapers \|\| Download paper
2015	THE SLX MODEL. (2015). Elhorst, J.Paul ; Vega, Solmaria Halleck . In: Journal of Regional Science. RePEc:bla:jregsc:v:55:y:2015:i:3:p:339-363. Full description at Econpapers \|\| Download paper
2015	An information theory based framework for the measurement of population health. (2015). Robinson, Joshua ; Nesson, Erik. In: Economics & Human Biology. RePEc:eee:ehbiol:v:17:y:2015:i:c:p:86-103. Full description at Econpapers \|\| Download paper
2015	Human development and data envelopment analysis: A structured literature review. (2015). Mariano, Enzo Barberio ; Sobreiro, Vinicius Amorim ; Rebelatto, Daisy Aparecida do Nascimento, . In: Omega. RePEc:eee:jomega:v:54:y:2015:i:c:p:33-49. Full description at Econpapers \|\| Download paper
2015	Multidimensional welfare rankings under weight imprecision: a social choice perspective. (2015). Athanasoglou, Stergios ; Athanassoglou, Stergios . In: Social Choice and Welfare. RePEc:spr:sochwe:v:44:y:2015:i:4:p:719-744. Full description at Econpapers \|\| Download paper
2015	Measuring Young Graduatesâ Job Quality Through a Composite Indicator. (2015). Gianecchini, Martina ; Boccuzzo, Giovanna . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:122:y:2015:i:2:p:453-478. Full description at Econpapers \|\| Download paper
2015	The relationship between income and housing deprivation: A longitudinal analysis. (2015). Fusco, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:137-143. Full description at Econpapers \|\| Download paper
2015	Policy Evaluation via Composite Indexes: Qualitative Lessons from International Transparency Policy Indexes. (2015). Michener, Gregory . In: World Development. RePEc:eee:wdevel:v:74:y:2015:i:c:p:184-196. Full description at Econpapers \|\| Download paper
2015	Regional Perspectives to the Multidimensional Poverty Index. (2015). Pasha, Atika . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:188. Full description at Econpapers \|\| Download paper
2015	Construction of a responsible investment composite index for renewable energy industry. (2015). Lee, Cheuk Wing ; Zhong, Jin . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:51:y:2015:i:c:p:288-303. Full description at Econpapers \|\| Download paper
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2015	Measuring multidimensional inequality in the OECD Member Countries with a distribution-sensitive Better Life Index. (2015). Decancq, Koen. In: Working Papers. RePEc:inq:inqwps:ecineq2015-386. Full description at Econpapers \|\| Download paper
2015	Differences in needs and multidimensional deprivation measurement. (2015). DÃÂaz, Yadira ; Diaz, Yadira . In: Working Papers. RePEc:inq:inqwps:ecineq2015-387. Full description at Econpapers \|\| Download paper
2015	Nicaragua: EvoluciÃ³n de la Pobreza Multidimensional, 2001-2009. (2015). LÃÂ³pez-Laborda, Julio ; Espinoza-Delgado, JosÃÂ© ; Lopez-Laborda, Julio . In: MPRA Paper. RePEc:pra:mprapa:68971. Full description at Econpapers \|\| Download paper
2015	The many dimensions of child poverty: Evidence from the UK Millennium Cohort Study. (2015). Popli, Gurleen ; Dickerson, Andrew. In: Working Papers. RePEc:shf:wpaper:2015009. Full description at Econpapers \|\| Download paper
2015	Assessing sufficient capability: A new approach to economic evaluation. (2015). Mitchell, Paul Mark ; Coast, Joanna ; Barton, Pelham M ; Roberts, Tracy E. In: Social Science & Medicine. RePEc:eee:socmed:v:139:y:2015:i:c:p:71-79. Full description at Econpapers \|\| Download paper
2015	Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors. (2015). Song, Suyong . In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:95-109. Full description at Econpapers \|\| Download paper
2015	Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020. Full description at Econpapers \|\| Download paper
2015	Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Boston College Working Papers in Economics. RePEc:boc:bocoec:874. Full description at Econpapers \|\| Download paper
2015	Does the Greenspan era provide evidence on leadership in the FOMC?. (2015). Jung, Alexander ; El-Shagi, Makram. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:43:y:2015:i:c:p:173-190. Full description at Econpapers \|\| Download paper
2015	Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?. (2015). Strasser, Georg ; Scotti, Chiara ; Vega, Clara . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-46. Full description at Econpapers \|\| Download paper
2015	Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; GuÃÂ©rin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711. Full description at Econpapers \|\| Download paper
2015	Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-3. Full description at Econpapers \|\| Download paper
2015	Nonstationary-volatility robust panel unit root tests and the great moderation. (2015). Czudaj, Robert ; Hanck, Christoph . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:99:y:2015:i:2:p:161-187. Full description at Econpapers \|\| Download paper
2015	Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?. (2015). Norkute, Milda . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:4:p:1191-1216. Full description at Econpapers \|\| Download paper
2015	Dimensions of the welfare state and economic performance: a comparative analysis. (2015). Simoes, Marta ; Andrade, Joo Sousa ; Duarte, Adelaide . In: Investigaciones de EconomÃa de la EducaciÃ³n volume 10. RePEc:aec:ieed10:10-41. Full description at Econpapers \|\| Download paper
2015	Multidimensional Poverty Reduction in India between 1999 and 2006: Where and How?. (2015). Seth, Suman ; Alkire, Sabina. In: World Development. RePEc:eee:wdevel:v:72:y:2015:i:c:p:93-108. Full description at Econpapers \|\| Download paper
2015	Fuzzy ranking of human development: A proposal. (2015). Zheng, Buhong . In: Mathematical Social Sciences. RePEc:eee:matsoc:v:78:y:2015:i:c:p:39-47. Full description at Econpapers \|\| Download paper
2015	Unbalanced Regressions and the Predictive Equation. (2015). Ventosa-SantaulÃÂ ria, Daniel ; Vera-ValdÃÂ©s, J ; Osterrieder, Daniela ; Vera-Valdes, Eduardo J. ; Ventosa-Santaularia, Daniel . In: CREATES Research Papers. RePEc:aah:create:2015-09. Full description at Econpapers \|\| Download paper
2015	The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393. Full description at Econpapers \|\| Download paper
2015	Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with a Moving Average Disturbance Term. (2015). Doan, Osman . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:101-127:d:46162. Full description at Econpapers \|\| Download paper
2015	EconometrÃa espacial usando Stata. Breve guÃa aplicada para datos de corte transversal. (2015). Herrera, Marcos. In: Working Papers. RePEc:slt:wpaper:13. Full description at Econpapers \|\| Download paper
2015	Econometrics of network models. (2015). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:52/15. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54. Full description at Econpapers \|\| Download paper
2015	Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315. Full description at Econpapers \|\| Download paper
2015	Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models. (2015). Mutschler, Willi. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113138. Full description at Econpapers \|\| Download paper
2015	Evaluating reliability of some symmetric and asymmetric univariate filters. (2015). , Anusha . In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2015-030. Full description at Econpapers \|\| Download paper
2015	QML estimation of dynamic panel data models with spatial errors. (2015). Yang, Zhenlin ; Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:230-258. Full description at Econpapers \|\| Download paper
2015	Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables. (2015). He, Ming ; Lin, Kuan-Pin . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:761-796:d:58512. Full description at Econpapers \|\| Download paper
2015	Testing spatial effects and random effects in a nested panel data model. (2015). He, Ming ; Lin, Kuan-Pin . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:85-91. Full description at Econpapers \|\| Download paper
2015	Spatial Concentration of Milk Production in Norway: The Flow of Quotas. (2015). Marton, Tibor . In: 150th Seminar, October 22-23, 2015, Edinburgh, Scotland. RePEc:ags:eaa150:212657. Full description at Econpapers \|\| Download paper
2015	Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Lagunoff, Roger ; Harrison, Rodrigo . In: Working Papers. RePEc:geo:guwopa:gueconwpa~15-15-01. Full description at Econpapers \|\| Download paper
2015	Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Lagunoff, Roger ; Harrison, Rodrigo . In: Levine's Working Paper Archive. RePEc:cla:levarc:786969000000001019. Full description at Econpapers \|\| Download paper
2015	Tipping Points and Business-as-Usual in a Global Carbon Commons. (2015). Harrison, Rodrigo ; Lagunoff, Roger . In: Documentos de Trabajo. RePEc:ioe:doctra:458. Full description at Econpapers \|\| Download paper
2015	Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity. (2015). GAO, Jiti ; Peng, Bin ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-7. Full description at Econpapers \|\| Download paper
2015	Semiparametric 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. Full description at Econpapers \|\| Download paper
2015	A semiparametric model for heterogeneous panel data with fixed effects. (2015). LINTON, OLIVER ; Koerber, Lena ; Boneva, Lena . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:327-345. Full description at Econpapers \|\| Download paper
2015	Revisiting sulfur Kuznets curves with endogenous breaks modeling: Substantial evidence of inverted-Us/Vs for individual OECD countries. (2015). Messinis, George ; liddle, brantley. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:278-285. Full description at Econpapers \|\| Download paper
2015	Changes in the relationship between short-term interest rate, inflation and growth: Evidence from the UK, 1820-2014. (2015). Wohar, Mark ; Bataa, Erdenebat. In: MPRA Paper. RePEc:pra:mprapa:72422. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2015-30. Full description at Econpapers \|\| Download paper
2015	Gold, currencies and market efficiency. (2015). KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1510.08615. 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	Is there a Debt-Threshold Effect on Output Growth?. (2015). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5434. Full description at Econpapers \|\| Download paper
2015	Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Li, Jianan ; Bernhofen, Daniel M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5580. Full description at Econpapers \|\| Download paper
2015	Democracy and Income: taking parameter heterogeneity and cross-country dependency into account. (2015). Sequeira, Tiago. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2015_10. Full description at Econpapers \|\| Download paper
2015	Adding Flexibility to Markov Switching Models. (2015). Otranto, Edoardo. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509. 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	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r2. Full description at Econpapers \|\| Download paper
2015	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r3. Full description at Econpapers \|\| Download paper
2015	Education and regional mobility in Europe. (2015). Weiss, Christoph T. In: Economics of Education Review. RePEc:eee:ecoedu:v:49:y:2015:i:c:p:129-141. 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	Half-lives of currencies and aggregation bias. (2015). MacDonald, Ronald ; Kunkler, Michael . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:58-60. Full description at Econpapers \|\| Download paper
2015	The multivariate BeveridgeâNelson decomposition with I(1) and I(2) series. (2015). Murasawa, Yasutomo. In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:157-162. Full description at Econpapers \|\| Download paper
2015	Binary response correlated random coefficient panel data models. (2015). Liang, Zhongwen ; Gao, Yichen . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:421-434. Full description at Econpapers \|\| Download paper
2015	Identification and estimation of games with incomplete information using excluded regressors. (2015). Lewbel, Arthur ; Tang, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:229-244. Full description at Econpapers \|\| Download paper
2015	A misspecification test for multiplicative error models of non-negative time series processes. (2015). GAO, Jiti ; Saart, Patrick W ; Kim, Namhyun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:346-359. Full description at Econpapers \|\| Download paper
2015	A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies. (2015). Chen, Zhongfei ; Borges, Maria ; Barros, Carlos Pestana . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:136-144. Full description at Econpapers \|\| Download paper
2015	Carbon dioxide emissions reduction in Chinas transport sector: A dynamic VAR (vector autoregression) approach. (2015). Xu, Bin ; Lin, Boqiang . In: Energy. RePEc:eee:energy:v:83:y:2015:i:c:p:486-495. Full description at Econpapers \|\| Download paper
2015	Higher order comoments of multifactor models and asset allocation. (2015). Boudt, Kris ; Peeters, Benedict ; Lu, Wanbo . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:225-233. Full description at Econpapers \|\| Download paper
2015	Third-country effects on the exchange rate. (2015). Mark, Nelson ; Berg, Kimberly. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:2:p:227-243. Full description at Econpapers \|\| Download paper
2015	The impact of commercial sweeping on the demand for monetary assets during the Great Recession. (2015). Jones, Barry ; Fleissig, Adrian R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:412-422. Full description at Econpapers \|\| Download paper
2015	Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-20. Full description at Econpapers \|\| Download paper
2015	A Bayesian model comparison for trend-cycle decompositions of output. (2015). Grant, Angelia ; Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-31. Full description at Econpapers \|\| Download paper
2015	Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130. Full description at Econpapers \|\| Download paper
2015	Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-06. Full description at Econpapers \|\| Download paper
2015	Is there a debt-threshold effect on output growth?. (2015). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:245. Full description at Econpapers \|\| Download paper
2015	Cost-benefit framework for policy action to navigate food price spikes. FOODSECURE Working Paper No 33.. (2015). Kalkuhl, Matthias ; Haile, Mekbib ; Kozicka, Marta ; Kornher, Lukas . In: FOODSECURE Working papers. RePEc:fsc:fspubl:33. Full description at Econpapers \|\| Download paper
2015	A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: Working Papers. RePEc:hka:wpaper:2015-017. Full description at Econpapers \|\| Download paper
2015	Is There a Debt-threshold Effect on Output Growth?. (2015). Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M. In: IMF Working Papers. RePEc:imf:imfwpa:15/197. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: IZA Discussion Papers. RePEc:iza:izadps:dp9476. Full description at Econpapers \|\| Download paper
2015	Welfare Consequences of Information Aggregation and Optimal Market Size. (2015). Hajargasht, Gholamreza ; Griffiths, William E. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1190. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Hojman, Andres ; Garcia, Jorge Luis ; Elango, Sneha . In: NBER Working Papers. RePEc:nbr:nberwo:21766. Full description at Econpapers \|\| Download paper
2015	Globalization and Its (Dis-)Content: Trade Shocks and Voting Behavior. (2015). Heblich, Stephan ; Gold, Robert ; Dippel, Christian . In: NBER Working Papers. RePEc:nbr:nberwo:21812. Full description at Econpapers \|\| Download paper
2015	Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Li, Jianan ; Bernhofen, Daniel . In: Discussion Papers. RePEc:not:notgep:15/12. Full description at Econpapers \|\| Download paper
2015	The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?. (2015). Wang, Ben ; Sheen, Jeffrey ; Ponomareva, Natalia. In: MPRA Paper. RePEc:pra:mprapa:68966. 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	Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07. Full description at Econpapers \|\| Download paper
2015	Effect of health on labor supply of elderly. (2015). Roshchin, Sergey ; Lyashok, Victor . In: Applied Econometrics. RePEc:ris:apltrx:0275. Full description at Econpapers \|\| Download paper
2015	Visa waivers, multilateral resistance and international tourism: some evidence from Israel. (2015). Rubin, Ziv ; Beenstock, Michael ; Felsenstein, Daniel . In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:8:y:2015:i:3:p:357-371. Full description at Econpapers \|\| Download paper
2015	Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide ; Santucci, Paolo . In: Studies in Economics. RePEc:ukc:ukcedp:1511. Full description at Econpapers \|\| Download paper
2015	The Role of Spatial and Temporal Structure for Residential Rent Predictions. (2015). FÃÂ¼ss, Roland ; Koller, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:23. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2014). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: CREATES Research Papers. RePEc:aah:create:2014-22. Full description at Econpapers \|\| Download paper
2014	Forecasting with DSGE models with financial frictions. (2014). Rubaszek, MichaÅ ; Kolasa, Marcin. In: Dynare Working Papers. RePEc:cpm:dynare:040. Full description at Econpapers \|\| Download paper
2014	Gravity Equations: Workhorse,Toolkit, and Cookbook. (2014). Head, Keith ; Mayer, Thierry . In: Handbook of International Economics. RePEc:eee:intchp:4-131. Full description at Econpapers \|\| Download paper
2014	Comparison, utility, and partition of dependence under absolutely continuous and singular distributions. (2014). Soofi, Ehsan S. ; Jalali, Nima Y. ; Ebrahimi, Nader . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:32-50. Full description at Econpapers \|\| Download paper
2014	Changing statistical significance with the amount of information: The adaptive Î± significance level. (2014). Pericchi, Luis Raul ; Perez, Maria-Eglee. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:20-24. Full description at Econpapers \|\| Download paper
2014	Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France. (2014). JÃÂ©gourel, Yves ; Chiappini, RaphaÃÂ«l ; Jegourel, Yves . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-34. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Halla, Martin ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia ; Pruckner, Gerald J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8024. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Pruckner, Gerald ; Halla, Martin ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia . In: CDL Aging, Health, Labor working papers. RePEc:jku:cdlwps:wp1501. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Pruckner, Gerald ; Halla, Martin ; Posekany, Alexandra ; Schober, Thomas ; Fruhwirth-Schnatter, Sylvia . In: Economics working papers. RePEc:jku:econwp:2014_03. Full description at Econpapers \|\| Download paper
2014	Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident. (2014). Pruckner, Gerald ; Halla, Martin ; Schober, Thomas ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia . In: NRN working papers. RePEc:jku:nrnwps:2014_02. Full description at Econpapers \|\| Download paper
2014	Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. (2014). Wagner, Helga ; Fruhwirth-Schnatter, Sylvia ; Jacobi, Liana . In: NRN working papers. RePEc:jku:nrnwps:2014_12. Full description at Econpapers \|\| Download paper
2014	Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N.. In: Working Papers. RePEc:mnh:wpaper:36668. Full description at Econpapers \|\| Download paper
2014	Robust linear static panel data models using epsilon-contamination. (2014). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: MPRA Paper. RePEc:pra:mprapa:59896. Full description at Econpapers \|\| Download paper
2014	Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon. In: Working Papers. RePEc:qmw:qmwecw:wp714. Full description at Econpapers \|\| Download paper
2014	On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; ÃakmaklÄ±, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140085. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	A Spatial Analysis of Agricultural Land Prices in Bavaria. (2013). Salhofer, Klaus ; Feichtinger, Paul . In: Working Papers. RePEc:ags:famawp:160741. Full description at Econpapers \|\| Download paper
2013	. Full description at Econpapers \|\| Download paper
2013	Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-13020. Full description at Econpapers \|\| Download paper
2013	Durable goods, access to services and the derivation of an asset index: Comparing two methodologies and three countries. (2013). Silber, Jacques ; Berenger, Valerie ; Deutsch, Joseph . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:881-891. Full description at Econpapers \|\| Download paper
2013	Locally adjusted LM test for spatial dependence in fixed effects panel data models. (2013). Lin, Kuan-Pin ; He, Ming . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:59-63. Full description at Econpapers \|\| Download paper
2013	GMM estimation of spatial autoregressive models with moving average disturbances. (2013). Dogan, Osman ; Doan, Osman ; Tapnar, Suleyman . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:6:p:903-926. Full description at Econpapers \|\| Download paper
2013	Robust Multidimensional Welfare Comparisons: One Vector of Weights, One Vote. (2013). Athanasoglou, Stergios ; Athanassoglou, Stergios . In: Working Papers. RePEc:fem:femwpa:2013.40. Full description at Econpapers \|\| Download paper
2013	Covariates and causal effects: the problem of context. (2013). Aliprantis, Dionissi. In: Working Paper. RePEc:fip:fedcwp:1310. Full description at Econpapers \|\| Download paper
2013	Forecasting with Mixed Frequency Samples: The Case of Common Trends. (2013). Fuleky, Peter ; Bonham, Carl. In: Working Papers. RePEc:hai:wpaper:201316. Full description at Econpapers \|\| Download paper
2013	Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume . In: Post-Print. RePEc:hal:journl:hal-00914830. Full description at Econpapers \|\| Download paper
2013	Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming. (2013). Chevillon, Guillaume. In: Working Papers. RePEc:hal:wpaper:hal-00914830. Full description at Econpapers \|\| Download paper
2013	Country-Specific Conditions for Work and Family Reconciliation: An Attempt at Quantification. (2013). Matysiak, Anna ; Weziak-Biaowolska, Dorota . In: Working Papers. RePEc:isd:wpaper:67. Full description at Econpapers \|\| Download paper
2013	Postawy wzglÃªdem euro i ich determinantyâ przeglÂ¹d badaÃ± i literatury przedmiotu. (2013). Osiska, Joanna . In: Working Papers. RePEc:isd:wpaper:70. Full description at Econpapers \|\| Download paper
2013	Multidimensional Targeting and Evaluation: A General Framework with an Application to a Poverty Program in Bangladesh. (2013). Smith, Stephen ; Robano, Virginia . In: IZA Discussion Papers. RePEc:iza:izadps:dp7593. Full description at Econpapers \|\| Download paper
2013	Multidimensional indices of deprivation: the introduction of reference groups weights. (2013). Bellani, Luna. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:11:y:2013:i:4:p:495-515. Full description at Econpapers \|\| Download paper
2013	Non- and Semi-Parametric Panel Data Models: A Selective Review. (2013). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-18. Full description at Econpapers \|\| Download paper
2013	Multidimensional welfare rankings. (2013). Athanasoglou, Stergios. In: MPRA Paper. RePEc:pra:mprapa:51642. Full description at Econpapers \|\| Download paper
2013	A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:201303. Full description at Econpapers \|\| Download paper
2013	Comparing Implementations of Estimation Methods for Spatial Econometrics. (2013). Piras, Gianfranco ; Bivand, Roger . In: Working Papers. RePEc:rri:wpaper:2013wp01. Full description at Econpapers \|\| Download paper
2013	A J-Test for Panel Models with Fixed Effects, Spatial and Time. (2013). Piras, Gianfranco ; Kelejian, Harry H.. In: Working Papers. RePEc:rri:wpaper:2013wp03. Full description at Econpapers \|\| Download paper
2013	. Full description at Econpapers \|\| Download paper
2013	Performance of unit root tests in unbalanced panels: experimental evidence. (2013). Werkmann, Verena . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:97:y:2013:i:3:p:271-285. Full description at Econpapers \|\| Download paper
2013	Tracking Poverty Reduction in Bhutan: Income Deprivation Alongside Deprivation in Other Sources of Happiness. (2013). Santos, Maria . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:259-290. Full description at Econpapers \|\| Download paper
2013	Multidimensional Poverty in China: Findings Based on the CHNS. (2013). Yu, Jiantuo . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:315-336. Full description at Econpapers \|\| Download paper
2013	Multidimensional Targeting: Identifying Beneficiaries of Conditional Cash Transfer Programs. (2013). Robles, Marcos ; Azevedo, Viviane . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:112:y:2013:i:2:p:447-475. Full description at Econpapers \|\| Download paper
2013	Asymptotically UMP Panel Unit Root Tests. (2013). Drost, Feike C. ; Becheri, I. G. ; van den Akker, R.. In: Discussion Paper. RePEc:tiu:tiucen:e34b7d23-8e53-4cea-ba69-55481af16647. Full description at Econpapers \|\| Download paper
2013	LA CROISSANCE A-T-ELLE ETE Â« PRO-PAUVRES Â» EN TERMES DE NIVEAU DE VIE ET DâEDUCATION EN EGYPTE ENTRE 2000 ET 2008 ?. (2013). Berenger, Valerie . In: Region et Developpement. RePEc:tou:journl:v:37:y:2013:p:119-148. Full description at Econpapers \|\| Download paper
2013	Maximum likelihood and generalized spatial two-stage least-squares estimators for a spatial-autoregressive model with spatial-autoregressive disturbances. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M.. In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:221-241. Full description at Econpapers \|\| Download paper
2013	Creating and managing spatial-weighting matrices with the spmat command. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M. ; Peng, Hua . In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:242-286. Full description at Econpapers \|\| Download paper
2013	A command for estimating spatial-autoregressive models with spatial-autoregressive disturbances and additional endogenous variables. (2013). Raciborski, Rafal ; Prucha, Ingmar ; Drukker, David M.. In: Stata Journal. RePEc:tsj:stataj:y:13:y:2013:i:2:p:287-301. Full description at Econpapers \|\| Download paper
2013	A Spatial Dynamic Panel Analysis of Corruption. (2013). Malin, Eric ; Jeanty, P. Wilner ; Donfouet, Hermann ; Hermann Pythagore Pierre Donfouet, . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:201324. Full description at Econpapers \|\| Download paper
2013	Gender inequality in multidimensional welfare deprivation in west Africa : the case of Burkina Faso and Togo. (2013). Batana, Yele ; Agbodji, Akoete Ega ; Ouedraogo, Denis . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6522. Full description at Econpapers \|\| Download paper
2013	Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Czudaj, Robert ; Hanck, Christoph . In: Ruhr Economic Papers. RePEc:zbw:rwirep:434. Full description at Econpapers \|\| Download paper
2013	Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. (2013). Czudaj, Robert ; Hanck, Christoph . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79734. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	The effect of ESCOs on energy use. (2012). Miller, Stephen ; Yeh, Chih-Chuan ; Fang, WenShwo . In: Energy Policy. RePEc:eee:enepol:v:51:y:2012:i:c:p:558-568. Full description at Econpapers \|\| Download paper
2012	A review of copula models for economic time series. (2012). Patton, Andrew J. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:110:y:2012:i:c:p:4-18. Full description at Econpapers \|\| Download paper
2012	Instant Trend-Seasonal Decomposition of Time Series with Splines. (2012). . In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:131. Full description at Econpapers \|\| Download paper
2012	Natural hedging of exchange rate risk: The role of imported input prices. (2012). Shingal, Anirudh ; Fauceglia, Dario ; Wermelinger, Martin . In: MPRA Paper. RePEc:pra:mprapa:39438. Full description at Econpapers \|\| Download paper
2012	The effect of ECSOs on energy use. (2012). Miller, Stephen ; Fang, WenShwo ; Yeh, Chih-Chuan . In: Working papers. RePEc:uct:uconnp:2012-13. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	117
2	MPRA Paper / University Library of Munich, Germany	88
3	Economic Modelling / Elsevier	53
4	Tinbergen Institute Discussion Papers / Tinbergen Institute	53
5	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	50
6	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	50
7	Computational Statistics & Data Analysis / Elsevier	44
8	International Journal of Forecasting / Elsevier	41
9	Journal of Economic Dynamics and Control / Elsevier	37
10	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	36
11	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	31

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.