1.49
Impact Factor
1.57
5-Years IF
10
5-Years H index
Econometrics Journal / Royal Economic Society
[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 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.12 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.4 | 0 | 1 | 0 | 0 | (%) | 0.15 | |||||||||
| 2002 | 0.42 | 0 | 2 | 0 | 0 | (%) | 0.18 | |||||||||
| 2003 | 0.44 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2004 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2005 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.44 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.47 | 0 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
| 2009 | 0.47 | 0 | 8 | 0 | 0 | (%) | 0.19 | |||||||||
| 2010 | 0.44 | 0 | 4 | 0 | 0 | (%) | 0.16 | |||||||||
| 2011 | 0.51 | 10 | 10 | 7 | 0.7 | 97 | 0 | 0 | (%) | 1 | 0.1 | 0.2 | ||||
| 2012 |  0.6 | 0.56 | 0.6 | 26 | 36 | 11 | 0.31 | 100 | 10 | 6 | 10 | 6 | (%) | 5 | 0.19 | 0.21 |
| 2013 |  0.44 | 0.66 | 0.44 | 25 | 61 | 35 | 0.57 | 122 | 36 | 16 | 36 | 16 | (%) | 16 | 0.64 | 0.23 |
| 2014 | 1.2 | 0.67 | 1.16 | 22 | 83 | 82 | 0.99 | 39 | 51 | 61 | 61 | 71 | (%) | 5 | 0.23 | 0.22 |
| 2015 | 1.49 | 0.82 | 1.57 | 19 | 102 | 136 | 1.33 | 14 | 47 | 70 | 83 | 130 | (%) | 2 | 0.11 | 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 | 2011 | Weak and strong crossâsection dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90. Full description at Econpapers || Download paper | 48 |
| 2 | 2011 | Shortâterm forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; CambaMendez, Gonzalo ; Runstler, Gerhard ; Angelini, Elena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44. Full description at Econpapers || Download paper | 22 |
| 3 | 2013 | Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23. Full description at Econpapers || Download paper | 20 |
| 4 | Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324. Full description at Econpapers || Download paper | 19 | |
| 5 | 2013 | Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134. Full description at Econpapers || Download paper | 17 |
| 6 | 2013 | Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59. Full description at Econpapers || Download paper | 15 |
| 7 | 2012 | Estimation of dynamic latent variable models using simulated nonâparametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515. Full description at Econpapers || Download paper | 14 |
| 8 | 2012 | Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124. Full description at Econpapers || Download paper | 12 |
| 9 | 2013 | A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26. Full description at Econpapers || Download paper | 11 |
| 10 | 2012 | Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53. Full description at Econpapers || Download paper | 11 |
| 11 | 2013 | Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221. Full description at Econpapers || Download paper | 10 |
| 12 | 2013 | Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102. Full description at Econpapers || Download paper | 10 |
| 13 | 2012 | Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254. Full description at Econpapers || Download paper | 10 |
| 14 | 2011 | The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76. Full description at Econpapers || Download paper | 9 |
| 15 | 2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249. Full description at Econpapers || Download paper | 9 |
| 16 | 2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339. Full description at Econpapers || Download paper | 8 |
| 17 | 2013 | Heteroscedasticityârobust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472. Full description at Econpapers || Download paper | 8 |
| 18 | 2012 | Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393. Full description at Econpapers || Download paper | 7 |
| 19 | 2011 | A hierarchical factor analysis of U.S. housing market dynamics. (2011). Moench, Emanuel ; Ng, Serena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24. Full description at Econpapers || Download paper | 6 |
| 20 | 2012 | Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30. Full description at Econpapers || Download paper | 6 |
| 21 | 2011 | Fully modified narrowâband least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120. Full description at Econpapers || Download paper | 6 |
| 22 | 2014 | Multivariate variance targeting in the BEKKâGARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55. Full description at Econpapers || Download paper | 6 |
| 23 | 2014 | Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164. Full description at Econpapers || Download paper | 5 |
| 24 | 2012 | Nonâparametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461. Full description at Econpapers || Download paper | 5 |
| 25 | 2014 | Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23. Full description at Econpapers || Download paper | 5 |
| 26 | 2015 | Likelihoodâbased dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21. Full description at Econpapers || Download paper | 5 |
| 27 | 2014 | A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240. Full description at Econpapers || Download paper | 5 |
| 28 | 2012 | Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55. Full description at Econpapers || Download paper | 5 |
| 29 | 2011 | Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47. Full description at Econpapers || Download paper | 5 |
| 30 | 2011 | Quantile regression models with factorâaugmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24. Full description at Econpapers || Download paper | 4 |
| 31 | 2012 | On the problem of inference for inequality measures for heavyâtailed distributions. (2012). Schluter, Christian. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:125-153. Full description at Econpapers || Download paper | 4 |
| 32 | 2014 | Identificationârobust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187. Full description at Econpapers || Download paper | 4 |
| 33 | 2014 | Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337. Full description at Econpapers || Download paper | 4 |
| 34 | Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Jun, Sung Jae ; Pinkse, Joris . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303. Full description at Econpapers || Download paper | 3 | |
| 35 | 2013 | Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399. Full description at Econpapers || Download paper | 3 |
| 36 | 2013 | The projection approach for unbalanced panel data. (2013). Abrevaya, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:161-178. Full description at Econpapers || Download paper | 3 |
| 37 | 2013 | Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72. Full description at Econpapers || Download paper | 3 |
| 38 | 2013 | Local NLLS estimation of semiâparametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160. Full description at Econpapers || Download paper | 3 |
| 39 | 2013 | Predictability of shapes of intraday price curves. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308. Full description at Econpapers || Download paper | 3 |
| 40 | 2012 | Estimating the effect of a variable in a highâdimensional linear model. (2012). Würtz, Allan ; Jensen, Peter ; Wurtz, Allan H.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:325-357. Full description at Econpapers || Download paper | 3 |
| 41 | 2014 | Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74. Full description at Econpapers || Download paper | 3 |
| 42 | 2015 | More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Burgess, Simon ; Allen, Rebecca . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers || Download paper | 2 |
| 43 | 2015 | Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41. Full description at Econpapers || Download paper | 2 |
| 44 | 2015 | On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146. Full description at Econpapers || Download paper | 2 |
| 45 | 2013 | Asymptotics for threshold regression under general conditions. (2013). Yu, Ping ; Zhao, Yongqiang . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:430-462. Full description at Econpapers || Download paper | 2 |
| 46 | 2012 | Break point estimators for a slope shift: levels versus first differences. (2012). Yang, Jingjing. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:154-169. Full description at Econpapers || Download paper | 2 |
| 47 | 2013 | Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429. Full description at Econpapers || Download paper | 2 |
| 48 | 2014 | Confidence sets based on inverting AndersonâRubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58. Full description at Econpapers || Download paper | 2 |
| 49 | 2014 | Maximum score estimation with nonparametrically generated regressors. (2014). Lee, Sokbae (Simon) ; Chen, Le-Yu ; Sung, Myung Jae . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:271-300. Full description at Econpapers || Download paper | 1 |
| 50 | 2014 | Generalized dynamic semiâparametric factor models for highâdimensional nonâstationary time series. (2014). Härdle, Wolfgang ; Song, Song ; Ritov, Ya'acov ; Hardle, Wolfgang K.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s101-s131. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Weak and strong crossâsection dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90. Full description at Econpapers || Download paper | 45 |
| 2 | 2013 | Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23. Full description at Econpapers || Download paper | 19 |
| 3 | 2011 | Shortâterm forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; CambaMendez, Gonzalo ; Runstler, Gerhard ; Angelini, Elena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44. Full description at Econpapers || Download paper | 18 |
| 4 | 2013 | Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59. Full description at Econpapers || Download paper | 14 |
| 5 | 2013 | Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134. Full description at Econpapers || Download paper | 14 |
| 6 | 2013 | A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26. Full description at Econpapers || Download paper | 9 |
| 7 | 2013 | A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339. Full description at Econpapers || Download paper | 8 |
| 8 | 2012 | Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254. Full description at Econpapers || Download paper | 8 |
| 9 | 2013 | Heteroscedasticityârobust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472. Full description at Econpapers || Download paper | 8 |
| 10 | 2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249. Full description at Econpapers || Download paper | 8 |
| 11 | 2011 | The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76. Full description at Econpapers || Download paper | 7 |
| 12 | 2013 | Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221. Full description at Econpapers || Download paper | 7 |
| 13 | 2012 | Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53. Full description at Econpapers || Download paper | 7 |
| 14 | 2011 | Fully modified narrowâband least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120. Full description at Econpapers || Download paper | 6 |
| 15 | 2013 | Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102. Full description at Econpapers || Download paper | 6 |
| 16 | 2012 | Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30. Full description at Econpapers || Download paper | 6 |
| 17 | 2014 | Multivariate variance targeting in the BEKKâGARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55. Full description at Econpapers || Download paper | 6 |
| 18 | 2015 | Likelihoodâbased dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21. Full description at Econpapers || Download paper | 5 |
| 19 | 2014 | Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164. Full description at Econpapers || Download paper | 5 |
| 20 | 2014 | A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240. Full description at Econpapers || Download paper | 5 |
| 21 | 2012 | Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393. Full description at Econpapers || Download paper | 5 |
| 22 | 2014 | Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23. Full description at Econpapers || Download paper | 5 |
| 23 | 2012 | Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55. Full description at Econpapers || Download paper | 5 |
| 24 | 2011 | A hierarchical factor analysis of U.S. housing market dynamics. (2011). Moench, Emanuel ; Ng, Serena . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24. Full description at Econpapers || Download paper | 5 |
| 25 | 2012 | Nonâparametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461. Full description at Econpapers || Download paper | 5 |
| 26 | 2012 | Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324. Full description at Econpapers || Download paper | 5 |
| 27 | 2011 | Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47. Full description at Econpapers || Download paper | 5 |
| 28 | 2014 | Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337. Full description at Econpapers || Download paper | 4 |
| 29 | 2014 | Identificationârobust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187. Full description at Econpapers || Download paper | 4 |
| 30 | 2012 | Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124. Full description at Econpapers || Download paper | 4 |
| 31 | 2012 | Estimating the effect of a variable in a highâdimensional linear model. (2012). Würtz, Allan ; Jensen, Peter ; Wurtz, Allan H.. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:325-357. Full description at Econpapers || Download paper | 3 |
| 32 | 2013 | Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72. Full description at Econpapers || Download paper | 3 |
| 33 | 2014 | Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74. Full description at Econpapers || Download paper | 3 |
| 34 | 2013 | The projection approach for unbalanced panel data. (2013). Abrevaya, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:161-178. Full description at Econpapers || Download paper | 3 |
| 35 | 2013 | Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399. Full description at Econpapers || Download paper | 3 |
| 36 | 2012 | Estimation of dynamic latent variable models using simulated nonâparametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515. Full description at Econpapers || Download paper | 3 |
| 37 | 2013 | Predictability of shapes of intraday price curves. (2013). Reimherr, Matthew ; Kokoszka, Piotr . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:285-308. Full description at Econpapers || Download paper | 3 |
| 38 | 2015 | Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41. Full description at Econpapers || Download paper | 2 |
| 39 | 2013 | Local NLLS estimation of semiâparametric binary choice models. (2013). Blevins, Jason ; Khan, Shakeeb . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160. Full description at Econpapers || Download paper | 2 |
| 40 | 2011 | Quantile regression models with factorâaugmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24. Full description at Econpapers || Download paper | 2 |
| 41 | 2013 | Asymptotics for threshold regression under general conditions. (2013). Yu, Ping ; Zhao, Yongqiang . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:430-462. Full description at Econpapers || Download paper | 2 |
| 42 | 2015 | More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Burgess, Simon ; Allen, Rebecca . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers || Download paper | 2 |
| 43 | 2015 | On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146. Full description at Econpapers || Download paper | 2 |
| 44 | 2014 | Confidence sets based on inverting AndersonâRubin tests. (2014). MacKinnon, James ; Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58. Full description at Econpapers || Download paper | 2 |
| 45 | 2012 | Discrete endogenous variables in weakly separable models. (2012). Xu, Haiqing ; Jun, Sung Jae ; Pinkse, Joris . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:288-303. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 70:
| Year | Title | |
|---|---|---|
| 2015 | Stochastic Spanning. (2015). Hallam, Mark ; Post, Thierry ; Arvanitis, Stelios . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1505. Full description at Econpapers || Download paper | |
| 2015 | Saddle-Type Functionals for Continuous Processes with Applications to Tests for Stochastic Spanning. (2015). Arvanitis, Stelios . In: Working Papers. RePEc:aeb:wpaper:201509:y:2015. Full description at Econpapers || Download paper | |
| 2015 | Stochastic Spanning. (2015). Topaloglou, Nikolas ; Hallam, Mark ; Arvanitis, Stelios ; Post, Thierry . In: Working Papers. RePEc:aeb:wpaper:201510:y:2015. Full description at Econpapers || Download paper | |
| 2015 | Refinements in maximum likelihood inference on spatial autocorrelation in panel data. (2015). Rossi, Francesca ; Robinson, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61432. Full description at Econpapers || Download paper | |
| 2015 | Improved inferences for spatial regression models. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:55-67. Full description at Econpapers || Download paper | |
| 2015 | Refinements in maximum likelihood inference on spatial autocorrelation in panel data. (2015). Robinson, Peter M ; Rossi, Francesca . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:447-456. Full description at Econpapers || Download paper | |
| 2015 | Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850. Full description at Econpapers || Download paper | |
| 2015 | Binary quantile regression with local polynomial smoothing. (2015). Chen, Song Nian ; Zhang, Hanghui . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:24-40. Full description at Econpapers || Download paper | |
| 2015 | Penalized regression across multiple quantiles under random censoring. (2015). Tang, Yanlin ; Wang, Huixia Judy . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:141:y:2015:i:c:p:132-146. Full description at Econpapers || Download paper | |
| 2015 | Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term. (2015). Kao, Chihwa ; Baltagi, Badi ; Liu, Long . In: Center for Policy Research Working Papers. RePEc:max:cprwps:178. Full description at Econpapers || Download paper | |
| 2015 | Estimation of Heterogeneous Panels with Structural Breaks. (2015). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:179. Full description at Econpapers || Download paper | |
| 2015 | On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions. (2015). Doko Tchatoka, Firmin ; Tchakota, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2015-01. Full description at Econpapers || Download paper | |
| 2015 | Network Structure and Education Outcomes: Evidence from a Field Experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin . In: IZA Discussion Papers. RePEc:iza:izadps:dp8872. Full description at Econpapers || Download paper | |
| 2015 | Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-35. Full description at Econpapers || Download paper | |
| 2015 | Teams, Organization and Education Outcomes: Evidence from a field experiment in Bangladesh. (2015). Zenou, Yves ; Patacchini, Eleonora ; Islam, Asadul ; Hahn, Youjin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10631. Full description at Econpapers || Download paper | |
| 2015 | Endogenous Social Interactions: Which Peers Matter?. (2015). Tatsi, Eirini . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113168. 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 | Point Optimal Testing: A Survey of the Post 1987 Literature. (2015). King, Maxwell ; Sriananthakumar, Sivagowry . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-5. 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 | Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting. (2015). Khrapov, Stanislav ; Anatolyev, Stanislav. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:610-632:d:53976. Full description at Econpapers || Download paper | |
| 2015 | Joint inference on market and estimation risks in dynamic portfolios. (2015). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:68100. Full description at Econpapers || Download paper | |
| 2015 | Inference and testing on the boundary in extended constant conditional correlation GARCH models. (2015). Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1510. Full description at Econpapers || Download paper | |
| 2015 | Should We Go One Step Further? Ã An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework. (2015). Sun, Yixiao ; Hwang, Jungbin . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt58r2z98m. Full description at Econpapers || Download paper | |
| 2015 | Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf. Full description at Econpapers || Download paper | |
| 2015 | Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion. (2015). Kaplan, David. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:20-32. Full description at Econpapers || Download paper | |
| 2015 | Autocorrelation robust inference using the Daniell kernel with fixed bandwidth. (2015). Hualde, Javier ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/14. Full description at Econpapers || Download paper | |
| 2015 | Comparing predictive accuracy in small samples. (2015). Coroneo, Laura ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/15. Full description at Econpapers || Download paper | |
| 2015 | Sieve semiparametric two-step GMM under weak dependence. (2015). Liao, Zhipeng ; Chen, Xiaohong . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:163-186. Full description at Econpapers || Download paper | |
| 2015 | Binary quantile regression with local polynomial smoothing. (2015). Chen, Song Nian ; Zhang, Hanghui . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:24-40. Full description at Econpapers || Download paper | |
| 2015 | LM tests of spatial dependence based on bootstrap critical values. (2015). Yang, Zhenlin. In: Journal of Econometrics. RePEc:eee:econom:v:185:y:2015:i:1:p:33-59. Full description at Econpapers || Download paper | |
| 2015 | Asymptotic Distribution and Finite Sample Bias Correction of QML Estimators for Spatial Error Dependence Model. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:376-411:d:49974. Full description at Econpapers || Download paper | |
| 2015 | Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:52:y:2015:i:c:p:50-70. 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 | Improved inferences for spatial regression models. (2015). Yang, Zhenlin ; Liu, Shew Fan . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:55-67. Full description at Econpapers || Download paper | |
| 2015 | Refined tests for spatial correlation. (2015). Robinson, Peter M ; Rossi, Francesca . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:64850. Full description at Econpapers || Download paper | |
| 2015 | Grouped Model Averaging for Finite Sample Size. (2015). Amanullah, ; Zhang, Xinyu . In: Working Papers. RePEc:ucr:wpaper:201501. Full description at Econpapers || Download paper | |
| 2015 | Consistency of model averaging estimators. (2015). Zhang, Xinyu . In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:120-123. 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 | Toward optimal model averaging in regression models with time series errors. (2015). Cheng, Tzu-Chang F ; Yu, Shu-Hui ; Ing, Ching-Kang . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:321-334. Full description at Econpapers || Download paper | |
| 2015 | Moment Conditions for AR(1) Panel Data Models with Missing Outcomes. (2015). Windmeijer, Frank ; Pacini, David . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/660. Full description at Econpapers || Download paper | |
| 2015 | Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction. (2015). Florax, Raymond ; Delgado, Michael S. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150091. Full description at Econpapers || Download paper | |
| 2015 | Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: IZA Discussion Papers. RePEc:iza:izadps:dp8896. Full description at Econpapers || Download paper | |
| 2015 | Some Challenges in the Empirics of the Effects of Networks. (2015). Fortin, Bernard ; Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:lacicr:1504. Full description at Econpapers || Download paper | |
| 2015 | Estimating direct and indirect effects of foreign direct investment on firm productivity in the presence of interactions between firms. (2015). Girma, Sourafel ; Gorg, Holger ; Gong, Yundan ; Lancheros, Sandra . In: Journal of International Economics. RePEc:eee:inecon:v:95:y:2015:i:1:p:157-169. Full description at Econpapers || Download paper | |
| 2015 | Testing information diffusion in the decentralized unsecured market for euro funds. (2015). Rainone, Edoardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1022_15. Full description at Econpapers || Download paper | |
| 2015 | The effect of seismic hazard risk information on property prices: Evidence from a spatial regression discontinuity design. (2015). Hoshino, Tadao ; Sugiura, Ayako ; Hidano, Noboru . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:53:y:2015:i:c:p:113-122. Full description at Econpapers || Download paper | |
| 2015 | the effect of longitudinal multiple subsidies on firm performance in the presence of neighbour interactions. (2015). Gabriele, Roberto ; Tundis, Enrico . In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa15p1368. Full description at Econpapers || Download paper | |
| 2015 | Identification of complete information games. (2015). Kline, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:117-131. Full description at Econpapers || Download paper | |
| 2015 | Spatial Methods. (2015). Gibbons, Steve ; Patacchini, Eleonora ; Overman, Henry G. In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-115. Full description at Econpapers || Download paper | |
| 2015 | Estimation of fixed effects panel regression models with separable and nonseparable spaceâtime filters. (2015). Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:174-192. Full description at Econpapers || Download paper | |
| 2015 | Of Donor Coordination, Free-Riding, Darlings, and Orphans: The dependence of bilateral aid on other bilateral giving. (2015). Klasen, Stephan ; Davies, Ronald. In: Courant Research Centre: Poverty, Equity and Growth - Discussion Papers. RePEc:got:gotcrc:168. Full description at Econpapers || Download paper | |
| 2015 | Centrality and pricing in spatially differentiated markets: The case of gasoline. (2015). Weiss, Christoph ; Pennerstorfer, Dieter ; Firgo, Matthias. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:40:y:2015:i:c:p:81-90. Full description at Econpapers || Download paper | |
| 2015 | Power transformations of absolute returns and long memory estimation. (2015). Dalla, Violetta . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:1-18. Full description at Econpapers || Download paper | |
| 2015 | Bias Correction of Persistence Measures in Fractionally Integrated Models. (2015). Poskitt, Donald ; Martin, Gael M ; Grose, Simone D ; Coakley, Jerry ; Osborn, Denise ; Kellard, Neil . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:36:y:2015:i:5:p:721-740. Full description at Econpapers || Download paper | |
| 2015 | PANICCA - PANIC on Cross-Section Averages. (2015). Westerlund, Joakim ; Reese, Simon . In: Working Papers. RePEc:hhs:lunewp:2015_003. 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 | ON THE ROLE OF PUBLIC POLICIES AND WAGE FORMATION FOR PRIVATE INVESTMENT IN R&D: A LONG-RUN PANEL ANALYSIS. (2015). Heylen, Freddy ; Buyse, Tim ; Schoonackers, Ruben . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:15/911. Full description at Econpapers || Download paper | |
| 2015 | Fiscal policy and TFP in the OECD: measuring direct and indirect effects. (2015). Heylen, Freddy ; Everaert, Gerdie ; Schoonackers, Ruben . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:2:p:605-640. Full description at Econpapers || Download paper | |
| 2015 | Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2015). Kiviet, Jan ; Pleus, Milan ; Poldermans, Rutger . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5189. Full description at Econpapers || Download paper | |
| 2015 | When is it really justifiable to ignore explanatory variable endogeneity in a regression model?. (2015). Kiviet, Jan. In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1505. Full description at Econpapers || Download paper | |
| 2015 | A common jump factor stochastic volatility model. (2015). Laurini, Márcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10. Full description at Econpapers || Download paper | |
| 2015 | Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147. Full description at Econpapers || Download paper | |
| 2015 | Forecasting in the presence of in and out of sample breaks. (2015). Perron, Pierre ; Xu, Jiawen . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-012. Full description at Econpapers || Download paper | |
| 2015 | Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns. (2015). Perron, Pierre ; Varneskov, Rasmus T. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-015. Full description at Econpapers || Download paper | |
| 2015 | Peer Effects, Fast Food Consumption and Adolescent Weight Gain. (2015). Yazbeck, Myra ; Fortin, Bernard. In: IZA Discussion Papers. RePEc:iza:izadps:dp9087. Full description at Econpapers || Download paper | |
| 2015 | Peer effects, fast food consumption and adolescent weight gain. (2015). Yazbeck, Myra ; Fortin, Bernard. In: Journal of Health Economics. RePEc:eee:jhecon:v:42:y:2015:i:c:p:125-138. Full description at Econpapers || Download paper | |
| 2015 | A Comparison of Alternative Methods to Construct Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2015). Perron, Pierre ; Chang, Seong Yeon . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2015-010. Full description at Econpapers || Download paper | |
| 2015 | P. Secchi, S. Vantini and V. Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan. (2015). Kokoszka, Piotr . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:24:y:2015:i:2:p:305-306. Full description at Econpapers || Download paper | |
| 2015 | Regression discontinuity designs with unknown discontinuity points: Testing and estimation. (2015). Porter, Jack ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:132-147. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions. (2015). Doko Tchatoka, Firmin ; Tchakota, Firmin Doko . In: School of Economics Working Papers. RePEc:adl:wpaper:2015-01. Full description at Econpapers || Download paper | |
| 2015 | Ethnic Residential Segregation: A Multilevel, Multigroup, Multiscale Approach Exemplified by London in 2011. (2015). Johnston, Ron ; Charlton, Chris ; Jones, Kelvyn ; Manley, David ; Owen, Dewi . In: Demography. RePEc:spr:demogr:v:52:y:2015:i:6:p:1995-2019. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Specification Tests with Weak and Invalid Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-05. Full description at Econpapers || Download paper | |
| 2014 | On Bootstrap Validity for Specification Tests with Weak Instruments. (2014). Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2014-06. Full description at Econpapers || Download paper | |
| 2014 | Targeting estimation of CCC-Garch models with infinite fourth moments. (2014). Pedersen, Rasmus. In: Discussion Papers. RePEc:kud:kuiedp:1404. Full description at Econpapers || Download paper | |
| 2014 | Variance targeting estimation of multivariate GARCH models. (2014). Zakoian, Jean-Michel ; Horvath, Lajos ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:57794. Full description at Econpapers || Download paper | |
| 2014 | Indirect inference in spatial autoregression. (2014). Phillips, Peter ; Rossi, Francesca ; Phillips, Peter C. B., ; Kyriacou, Maria . In: Discussion Paper Series In Economics And Econometrics. RePEc:stn:sotoec:1418. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | Dynamic Panel Data Models. (2013). Sarafidis, Vasilis ; Bun, Maurice ; Maurice J. G. Bun, . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1301. Full description at Econpapers || Download paper | |
| 2013 | A Comparison of Alternative Methods to Construct to Confidence Intervals for the Estimate of a Break Date in Linear Regression Models. (2013). Perron, Pierre ; Chang, Seong Yeon . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2013-023. Full description at Econpapers || Download paper | |
| 2013 | Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64x4z265. Full description at Econpapers || Download paper | |
| 2013 | The Allocation of Time in Sleep: a Social Network Model with Sampled Data. (2013). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9752. Full description at Econpapers || Download paper | |
| 2013 | Good countries or good projects? Macro and micro correlates of World Bank project performance. (2013). Kraay, Aart ; Kaufmann, Daniel ; Denizer, Cevdet . In: Journal of Development Economics. RePEc:eee:deveco:v:105:y:2013:i:c:p:288-302. Full description at Econpapers || Download paper | |
| 2013 | A note on bounding average treatment effects. (2013). Laffers, Luka . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:424-428. Full description at Econpapers || Download paper | |
| 2013 | On a general class of long run variance estimators. (2013). Shao, Xiaofeng ; Zhang, Xianyang . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:437-441. Full description at Econpapers || Download paper | |
| 2013 | Accounting for unobserved management in renewable energy & growth. (2013). Menegaki, Angeliki N.. In: Energy. RePEc:eee:energy:v:63:y:2013:i:c:p:345-355. Full description at Econpapers || Download paper | |
| 2013 | Estimation of spatial panel data models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:3:p:521-538. Full description at Econpapers || Download paper | |
| 2013 | Heteroskedasticity and non-normality robust LM tests for spatial dependence. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:43:y:2013:i:5:p:725-739. Full description at Econpapers || Download paper | |
| 2013 | Dynamic Panel Data Models with Irregular Spacing: With Applications to Early Childhood Development. (2013). Millimet, Daniel ; McDonough, Ian. In: IZA Discussion Papers. RePEc:iza:izadps:dp7359. Full description at Econpapers || Download paper | |
| 2013 | Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence. (2013). Karaman ÃÂrsal, Deniz ; Arsova, Antonia ; Deniz Dilan Karaman Oersal, . In: Working Paper Series in Economics. RePEc:lue:wpaper:280. Full description at Econpapers || Download paper | |
| 2013 | Heteroskedasticity and Non-normality Robust LM Tests for Spatial Dependence. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:156. Full description at Econpapers || Download paper | |
| 2013 | The Allocation of Time in Sleep: A Social Network Model with Sampled Data. (2013). Patacchini, Eleonora ; Liu, Xiaodong ; Rainone, Edoardo . In: Center for Policy Research Working Papers. RePEc:max:cprwps:162. Full description at Econpapers || Download paper | |
| 2013 | LM Tests of Spatial Dependence Based on Bootstrap Critical Values. (2013). Yang, Zhen Lin. In: Working Papers. RePEc:siu:wpaper:03-2013. Full description at Econpapers || Download paper | |
| 2013 | Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models. (2013). Lei, Jinghua. In: Discussion Paper. RePEc:tiu:tiucen:d63bf400-7ff2-4a1c-8067-1c3262f1c576. Full description at Econpapers || Download paper |
Recent citations received in 2012
| Year | Citing document | |
|---|---|---|
| 2012 | Nonparametric Estimation of Semiparametric Transformation Models. (2012). Sokullu, Senay. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:12/625. Full description at Econpapers || Download paper | |
| 2012 | Local Identification of Nonparametric and Semiparametric Models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1795r. Full description at Econpapers || Download paper | |
| 2012 | Local identification of nonparametric and semiparametric models. (2012). Newey, Whitney ; Lee, Sokbae (Simon) ; Chernozhukov, Victor. In: CeMMAP working papers. RePEc:ifs:cemmap:37/12. Full description at Econpapers || Download paper | |
| 2012 | On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis. In: MPRA Paper. RePEc:pra:mprapa:43131. Full description at Econpapers || Download paper | |
| 2012 | Transmission of Government Default Risk in the Eurozone. (2012). Kohonen, Anssi. In: MPRA Paper. RePEc:pra:mprapa:43823. Full description at Econpapers || Download paper |
10 most frequent citing series
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team