0.37
Impact Factor
1.04
5-Years IF
24
5-Years H index
0.37
Impact Factor
1.04
5-Years IF
24
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1994 | 0.14 | 2 | 2 | 1 | 0.5 | 17 | 0 | 0 | 1 (5.9%) | 0.06 | ||||||
1995 | 0.5 | 0.17 | 0.5 | 20 | 22 | 2 | 0.09 | 489 | 2 | 1 | 2 | 1 | 10 (2%) | 0.11 | ||
1996 | 0.14 | 0.22 | 0.14 | 27 | 49 | 15 | 0.31 | 362 | 22 | 3 | 22 | 3 | 3 (%) | 6 | 0.22 | 0.1 |
1997 | 0.38 | 0.22 | 0.41 | 13 | 62 | 26 | 0.42 | 32 | 47 | 18 | 49 | 20 | 7 (21.9%) | 1 | 0.08 | 0.09 |
1998 | 0.33 | 0.24 | 0.31 | 9 | 71 | 20 | 0.28 | 169 | 40 | 13 | 62 | 19 | 7 (4.1%) | 1 | 0.11 | 0.13 |
1999 | 0.5 | 0.3 | 0.54 | 17 | 88 | 51 | 0.58 | 413 | 22 | 11 | 71 | 38 | 2 (%) | 9 | 0.53 | 0.16 |
2000 | 1.08 | 0.37 | 0.83 | 10 | 98 | 84 | 0.86 | 24 | 26 | 28 | 86 | 71 | 1 (4.2%) | 2 | 0.2 | 0.14 |
2001 | 1.11 | 0.37 | 0.8 | 35 | 133 | 126 | 0.95 | 662 | 27 | 30 | 76 | 61 | 31 (4.7%) | 11 | 0.31 | 0.17 |
2002 | 0.51 | 0.37 | 0.82 | 18 | 151 | 172 | 1.14 | 107 | 45 | 23 | 84 | 69 | 18 (16.8%) | 11 | 0.61 | 0.18 |
2003 | 0.85 | 0.4 | 1.1 | 22 | 173 | 214 | 1.24 | 93 | 53 | 45 | 89 | 98 | 14 (15.1%) | 15 | 0.68 | 0.19 |
2004 | 0.6 | 0.41 | 1.12 | 30 | 203 | 288 | 1.42 | 438 | 40 | 24 | 102 | 114 | 11 (2.5%) | 12 | 0.4 | 0.18 |
2005 | 0.81 | 0.43 | 0.78 | 26 | 229 | 289 | 1.26 | 373 | 52 | 42 | 115 | 90 | 34 (9.1%) | 30 | 1.15 | 0.21 |
2006 | 1.34 | 0.44 | 1.09 | 12 | 241 | 331 | 1.37 | 78 | 56 | 75 | 131 | 143 | 6 (7.7%) | 11 | 0.92 | 0.19 |
2007 | 1.11 | 0.37 | 1.06 | 5 | 246 | 245 | 1 | 11 | 38 | 42 | 108 | 114 | 3 (27.3%) | 0.17 | ||
2008 | 1.88 | 0.39 | 1.18 | 11 | 257 | 239 | 0.93 | 70 | 17 | 32 | 95 | 112 | 2 (2.9%) | 5 | 0.45 | 0.17 |
2009 | 0.56 | 0.36 | 1.08 | 16 | 273 | 221 | 0.81 | 95 | 16 | 9 | 84 | 91 | 2 (2.1%) | 10 | 0.63 | 0.17 |
2010 | 0.44 | 0.34 | 0.49 | 6 | 279 | 157 | 0.56 | 2 | 27 | 12 | 70 | 34 | (%) | 0.15 | ||
2011 | 0.45 | 0.41 | 0.54 | 1 | 280 | 195 | 0.7 | 6 | 22 | 10 | 50 | 27 | 1 (16.7%) | 0.2 | ||
2012 | 0.57 | 0.45 | 0.41 | 13 | 293 | 124 | 0.42 | 120 | 7 | 4 | 39 | 16 | 2 (1.7%) | 7 | 0.54 | 0.21 |
2013 | 0.64 | 0.5 | 0.79 | 12 | 305 | 148 | 0.49 | 17 | 14 | 9 | 47 | 37 | 4 (23.5%) | 1 | 0.08 | 0.2 |
2014 | 1.32 | 0.55 | 0.9 | 7 | 312 | 162 | 0.52 | 12 | 25 | 33 | 48 | 43 | 2 (16.7%) | 1 | 0.14 | 0.25 |
2015 | 0.21 | 0.57 | 0.82 | 12 | 324 | 186 | 0.57 | 3 | 19 | 4 | 39 | 32 | (%) | 0.26 | ||
2016 | 0.37 | 0.66 | 1.04 | 10 | 334 | 195 | 0.58 | 5 | 19 | 7 | 45 | 47 | (%) | 1 | 0.1 | 0.34 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CCU: | Cumulative number of citations to papers published until year y |
CIF: | Cumulative impact factor |
CIT: | Number of citations to papers published in year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1995 | Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers || Download paper | 417 |
2 | 2001 | GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers || Download paper | 412 |
3 | 1999 | Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers || Download paper | 321 |
4 | 2004 | Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers || Download paper | 191 |
5 | 2005 | Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517. Full description at Econpapers || Download paper | 164 |
6 | 1996 | Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614. Full description at Econpapers || Download paper | 128 |
7 | Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers || Download paper | 108 | |
8 | 2004 | We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers || Download paper | 84 |
9 | 2012 | Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers || Download paper | 75 |
10 | 1996 | Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Shin, Hyun Song ; Morris, Stephen. In: Economics Papers. RePEc:nuf:econwp:126. Full description at Econpapers || Download paper | 73 |
11 | 2006 | Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603. Full description at Econpapers || Download paper | 56 |
12 | 2009 | Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers || Download paper | 52 |
13 | 1996 | An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604. Full description at Econpapers || Download paper | 50 |
14 | 2005 | Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers || Download paper | 48 |
15 | 1999 | Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3. Full description at Econpapers || Download paper | 43 |
16 | 2004 | Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048. Full description at Econpapers || Download paper | 39 |
17 | 2001 | Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104. Full description at Econpapers || Download paper | 35 |
18 | 1996 | Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125. Full description at Econpapers || Download paper | 34 |
19 | 2001 | Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113. Full description at Econpapers || Download paper | 33 |
20 | 2005 | Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507. Full description at Econpapers || Download paper | 30 |
21 | 1996 | Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625. Full description at Econpapers || Download paper | 29 |
22 | 2001 | How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116. Full description at Econpapers || Download paper | 26 |
23 | 2005 | Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524. Full description at Econpapers || Download paper | 24 |
24 | 2004 | A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: Economics Papers. RePEc:nuf:econwp:0429. Full description at Econpapers || Download paper | 24 |
25 | 2002 | Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216. Full description at Econpapers || Download paper | 24 |
26 | 2008 | Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810. Full description at Econpapers || Download paper | 23 |
27 | 2012 | Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers || Download paper | 22 |
28 | 2001 | Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110. Full description at Econpapers || Download paper | 22 |
29 | 1997 | Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713. Full description at Econpapers || Download paper | 21 |
30 | 1998 | Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1998). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:143. Full description at Econpapers || Download paper | 21 |
31 | 1995 | Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:0015. Full description at Econpapers || Download paper | 21 |
32 | 2005 | Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506. Full description at Econpapers || Download paper | 21 |
33 | 2001 | Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118. Full description at Econpapers || Download paper | 20 |
34 | 2002 | Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213. Full description at Econpapers || Download paper | 20 |
35 | 1998 | Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142. Full description at Econpapers || Download paper | 19 |
36 | 2005 | Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509. Full description at Econpapers || Download paper | 18 |
37 | 2004 | Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044. Full description at Econpapers || Download paper | 18 |
38 | 1995 | On the interactions of unit roots and exogeneity. (1995). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0007. Full description at Econpapers || Download paper | 17 |
39 | 2001 | Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102. Full description at Econpapers || Download paper | 17 |
40 | 2005 | Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel . In: Economics Papers. RePEc:nuf:econwp:0514. Full description at Econpapers || Download paper | 17 |
41 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0903. Full description at Econpapers || Download paper | 16 |
42 | 2001 | Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211. Full description at Econpapers || Download paper | 16 |
43 | 2005 | Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. (2005). Bowsher, Clive ; Tyson, Christopher J.. In: Economics Papers. RePEc:nuf:econwp:0526. Full description at Econpapers || Download paper | 16 |
44 | 2003 | Multimodality in the GARCH Regression Model. (2003). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0320. Full description at Econpapers || Download paper | 16 |
45 | 2005 | Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522. Full description at Econpapers || Download paper | 15 |
46 | 1999 | Income Inequality and Macroeconomic Volatility: an Empirical Investigation.. (1999). Garcia-Penalosa, Cecilia ; Breen, R.. In: Economics Papers. RePEc:nuf:econwp:1999-w20. Full description at Econpapers || Download paper | 15 |
47 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0428. Full description at Econpapers || Download paper | 15 |
48 | 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412. Full description at Econpapers || Download paper | 15 |
49 | 2003 | Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf. In: Economics Papers. RePEc:nuf:econwp:0313. Full description at Econpapers || Download paper | 14 |
50 | 2002 | Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models. (2002). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0222. Full description at Econpapers || Download paper | 13 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121. Full description at Econpapers || Download paper | 115 |
2 | 2012 | Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212. Full description at Econpapers || Download paper | 52 |
3 | 2004 | Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049. Full description at Econpapers || Download paper | 36 |
4 | 1999 | Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12. Full description at Econpapers || Download paper | 32 |
5 | 2009 | Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905. Full description at Econpapers || Download paper | 29 |
6 | 2004 | We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417. Full description at Econpapers || Download paper | 27 |
7 | 2005 | Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504. Full description at Econpapers || Download paper | 18 |
8 | 2012 | Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1203. Full description at Econpapers || Download paper | 14 |
9 | 2005 | Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517. Full description at Econpapers || Download paper | 9 |
10 | 2005 | Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel . In: Economics Papers. RePEc:nuf:econwp:0514. Full description at Econpapers || Download paper | 8 |
11 | 2012 | Efficient and feasible inference for the components of financial variation using blocked multipower variation. (2012). Sheppard, Kevin ; Shephard, Neil ; Mykland, Per A.. In: Economics Papers. RePEc:nuf:econwp:1202. Full description at Econpapers || Download paper | 6 |
12 | 2001 | Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110. Full description at Econpapers || Download paper | 6 |
13 | 2001 | Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106. Full description at Econpapers || Download paper | 5 |
14 | 1995 | On the interactions of unit roots and exogeneity. (1995). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0007. Full description at Econpapers || Download paper | 5 |
15 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0428. Full description at Econpapers || Download paper | 4 |
16 | 2008 | Forecasting with the age-period-cohort model and the extended chain-ladder model. (2008). Nielsen, Bent ; Kuang, D.. In: Economics Papers. RePEc:nuf:econwp:0809. Full description at Econpapers || Download paper | 4 |
17 | 2012 | Income Taxation in a Life Cycle Model with Human Capital. (2012). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1208. Full description at Econpapers || Download paper | 4 |
18 | 2014 | Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2014). Stavrunova, Olena ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1402. Full description at Econpapers || Download paper | 4 |
19 | 2005 | Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524. Full description at Econpapers || Download paper | 4 |
20 | 2001 | Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211. Full description at Econpapers || Download paper | 3 |
21 | 2014 | A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice. (2014). Keane, Michael ; Ching, Andrew ; Erdem, Tulin. In: Economics Papers. RePEc:nuf:econwp:1401. Full description at Econpapers || Download paper | 3 |
22 | 2013 | Market-Based Bank Capital Regulation. (2013). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:1312. Full description at Econpapers || Download paper | 3 |
23 | 1995 | Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104. Full description at Econpapers || Download paper | 3 |
24 | 2005 | Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0516. Full description at Econpapers || Download paper | 3 |
25 | 2004 | Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044. Full description at Econpapers || Download paper | 3 |
26 | 2005 | Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522. Full description at Econpapers || Download paper | 3 |
27 | 1998 | Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146. Full description at Econpapers || Download paper | 3 |
28 | 2001 | Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104. Full description at Econpapers || Download paper | 3 |
29 | 2008 | Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802. Full description at Econpapers || Download paper | 3 |
30 | 2009 | Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading. (2009). Frank, Nathaniel. In: Economics Papers. RePEc:nuf:econwp:0904. Full description at Econpapers || Download paper | 3 |
31 | 2004 | Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048. Full description at Econpapers || Download paper | 3 |
32 | 2012 | Estimation of Discrete Choice Models with Many Alternatives Using Random Subsets of the Full Choice Set: With an Application to Demand for Frozen Pizza. (2012). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1213. Full description at Econpapers || Download paper | 2 |
33 | 2003 | Regional Convergence and Catch-up in India between 1960 and 1992. (2003). Trivedi, Kamakshya . In: Economics Papers. RePEc:nuf:econwp:0301. Full description at Econpapers || Download paper | 2 |
34 | 2001 | Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113. Full description at Econpapers || Download paper | 2 |
35 | 2007 | Comparative Statics, Informativeness, and the Interval Dominance Order. (2007). Strulovici, Bruno ; Quah, John. In: Economics Papers. RePEc:nuf:econwp:0704. Full description at Econpapers || Download paper | 2 |
36 | 2004 | Likelihood based inference for diffusion driven models. (2004). Shephard, Neil ; Pitt, Michael K ; Chib, Siddhartha . In: Economics Papers. RePEc:nuf:econwp:0420. Full description at Econpapers || Download paper | 2 |
37 | 2014 | Asymptotic theory for cointegration analysis when the cointegration rank is deficient. (2014). Nielsen, Bent ; Bernstein, David. In: Economics Papers. RePEc:nuf:econwp:1406. Full description at Econpapers || Download paper | 2 |
38 | 2009 | Test for cointegration rank in general vector autoregressions. (2009). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0910. Full description at Econpapers || Download paper | 2 |
39 | 2002 | Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216. Full description at Econpapers || Download paper | 2 |
40 | 2004 | Estimating Equivalence Scales for Tax and Benefits Systems. (2004). van de Ven, Justin ; muellbauer, john ; vandeVen, Justin. In: Economics Papers. RePEc:nuf:econwp:046. Full description at Econpapers || Download paper | 2 |
41 | 2013 | Martingale unobserved component models. (2013). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:1301. Full description at Econpapers || Download paper | 2 |
42 | 2013 | Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307. Full description at Econpapers || Download paper | 2 |
43 | 2004 | Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange. (2004). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0421. Full description at Econpapers || Download paper | 2 |
44 | 2001 | Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102. Full description at Econpapers || Download paper | 2 |
45 | 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412. Full description at Econpapers || Download paper | 2 |
46 | 2014 | Estimation of Ergodic Agent-Based Models by Simulated Minimum Distance. (2014). Richiardi, Matteo ; Grazzini, Jakob. In: Economics Papers. RePEc:nuf:econwp:1407. Full description at Econpapers || Download paper | 2 |
47 | 2001 | Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models. (2001). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0127. Full description at Econpapers || Download paper | 2 |
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2016 | Immigration and the Reallocation of Work Health Risks. (2016). Vargas-Silva, Carlos ; Nicodemo, Catia ; Mazzonna, Fabrizio ; Giuntella, Osea. In: IZA Discussion Papers. RePEc:iza:izadps:dp10304. Full description at Econpapers || Download paper | |
2016 | Do consumers correctly expect price reductions? Testing dynamic behavior. (2016). Wilner, Lionel ; Fevrier, Philippe. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:44:y:2016:i:c:p:25-40. Full description at Econpapers || Download paper | |
2016 | Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing. (2016). Thorp, Susan ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1610. Full description at Econpapers || Download paper | |
2016 | Complex Decision Making. (2016). Keane, M P ; Thorp, S. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_661. Full description at Econpapers || Download paper | |
2016 | Utilization of healthcare services and renewal of health insurance membership: evidence of adverse selection in Ghana. (2016). Nketiah-Amponsah, Edward ; Arhinful, Daniel Kojo ; Asenso-Boadi, Francis ; Opoku, Stephen Kwasi . In: Health Economics Review. RePEc:spr:hecrev:v:6:y:2016:i:1:d:10.1186_s13561-016-0122-6. Full description at Econpapers || Download paper | |
2016 | Wage Determination in Social Occupations: the Role of Individual Social Capital. (2016). Hotchkiss, Julie ; Rupasingha, Anil . In: Working Papers. RePEc:cen:wpaper:16-46. Full description at Econpapers || Download paper | |
2016 | Wage Determination in Social Occupations: The Role of Individual Social Capital. (2016). Rupasingha, Anil ; Hotchkiss, Julie. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-12. Full description at Econpapers || Download paper |
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2016 | Taxation, Pensions, and Demographic Change. (2016). Woodland, A. In: Handbook of the Economics of Population Aging. RePEc:eee:hapoch:v1_713. Full description at Econpapers || Download paper |
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2014 | Asymptotic theory for cointegration analysis when the cointegration rank is deficient. (2014). Nielsen, Bent ; Bernstein, David. In: Economics Papers. RePEc:nuf:econwp:1406. Full description at Econpapers || Download paper |
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2013 | Panel data discrete choice models of consumer demand. (2013). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1308. Full description at Econpapers || Download paper |
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