0.83
Impact Factor
1.18
5-Years IF
12
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 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.29 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.32 | 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 | (%) | 0.19 | ||||||||||
| 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 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
| 2009 | 0.47 | 0 | 8 | 0 | 0 | (%) | 0.19 | |||||||||
| 2010 | 0.45 | 0 | 4 | 0 | 0 | (%) | 0.16 | |||||||||
| 2011 | 0.52 | 10 | 10 | 6 | 0.6 | 149 | 0 | 0 | (%) | 1 | 0.1 | 0.2 | ||||
| 2012 |  0.7 | 0.55 | 0.7 | 26 | 36 | 12 | 0.33 | 113 | 10 | 7 | 10 | 7 | (%) | 5 | 0.19 | 0.2 |
| 2013 |  0.5 | 0.62 | 0.5 | 25 | 61 | 37 | 0.61 | 151 | 36 | 18 | 36 | 18 | (%) | 16 | 0.64 | 0.22 |
| 2014 | 1.24 | 0.64 | 1.26 | 22 | 83 | 88 | 1.06 | 65 | 51 | 63 | 61 | 77 | 1 (1.5%) | 5 | 0.23 | 0.21 |
| 2015 | 1.57 | 0.69 | 1.69 | 19 | 102 | 148 | 1.45 | 34 | 47 | 74 | 83 | 140 | (%) | 4 | 0.21 | 0.22 |
| 2016 | 0.83 | 0.85 | 1.18 | 12 | 114 | 121 | 1.06 | 6 | 41 | 34 | 102 | 120 | (%) | 0.26 |
| 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 | 74 |
| 2 | 2011 | Shortâterm forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44. Full description at Econpapers || Download paper | 34 |
| 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 | 25 |
| 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 | 20 |
| 5 | 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 | 20 | |
| 6 | 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 | 19 |
| 7 | 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 | 17 |
| 8 | 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 | 16 |
| 9 | 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 | 15 |
| 10 | 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 | 15 |
| 11 | 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 | 13 |
| 12 | 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 |
| 13 | 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 | 11 |
| 14 | 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 | 11 |
| 15 | 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 | 11 |
| 16 | 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 |
| 17 | 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 |
| 18 | 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 | 10 |
| 19 | 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 | 9 |
| 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 | 8 |
| 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 | 8 |
| 22 | 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 | 7 |
| 23 | 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 | 7 |
| 24 | 2011 | A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24. Full description at Econpapers || Download paper | 7 |
| 25 | 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 |
| 26 | 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 | 6 |
| 27 | 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 | 6 |
| 28 | 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 | 6 |
| 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 | 6 |
| 30 | 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 | 6 |
| 31 | 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 | 6 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 | 5 |
| 35 | 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 |
| 36 | 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 | 4 |
| 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 | 4 |
| 38 | 2012 | Testing for common trends in semiâparametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100. Full description at Econpapers || Download paper | 4 |
| 39 | 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 | 4 |
| 40 | 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 | 4 |
| 41 | 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 | |
| 42 | 2015 | Maximization by parts in extremum estimation. (2015). Renault, Eric ; Fan, Yanqin ; Pastorello, Sergio. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:147-171. Full description at Econpapers || Download paper | 3 |
| 43 | 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 |
| 44 | 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 |
| 45 | 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 |
| 46 | 2015 | Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435. Full description at Econpapers || Download paper | 3 |
| 47 | 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 |
| 48 | 2015 | Identification and estimation of singleâindex models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362. Full description at Econpapers || Download paper | 3 |
| 49 | 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 | 3 |
| 50 | 2014 | Direct semiâparametric estimation of fixed effects panel data varying coefficient models. (2014). Soberon, Alexandra ; Juan M. RodriguezâPoo, . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:107-138. Full description at Econpapers || Download paper | 3 |
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 | 64 |
| 2 | 2011 | Shortâterm forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44. Full description at Econpapers || Download paper | 28 |
| 3 | 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 | 15 |
| 4 | 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 | 14 |
| 5 | 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 | 12 |
| 6 | 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 | 11 |
| 7 | 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 |
| 8 | 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 | 10 |
| 9 | 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 | 9 |
| 10 | 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 | 9 |
| 11 | 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 | 9 |
| 12 | 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 |
| 13 | 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 | 7 |
| 14 | 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 | 7 |
| 15 | 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 | 6 |
| 16 | 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 |
| 17 | 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 | 6 |
| 18 | 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 |
| 19 | 2011 | A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24. Full description at Econpapers || Download paper | 5 |
| 20 | 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 | 5 |
| 21 | 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 |
| 22 | 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 |
| 23 | 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 |
| 24 | 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 | 5 |
| 25 | 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 | 5 |
| 26 | 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 | 4 |
| 27 | 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 | 4 |
| 28 | 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 | 4 |
| 29 | 2012 | Testing for common trends in semiâparametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100. Full description at Econpapers || Download paper | 4 |
| 30 | 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 | 4 |
| 31 | 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 |
| 32 | 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 | 4 |
| 33 | 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 | 3 |
| 34 | 2014 | Direct semiâparametric estimation of fixed effects panel data varying coefficient models. (2014). Soberon, Alexandra ; Juan M. RodriguezâPoo, . In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:107-138. Full description at Econpapers || Download paper | 3 |
| 35 | 2015 | Identification and estimation of singleâindex models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362. Full description at Econpapers || Download paper | 3 |
| 36 | 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 |
| 37 | 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 |
| 38 | 2015 | Maximization by parts in extremum estimation. (2015). Renault, Eric ; Fan, Yanqin ; Pastorello, Sergio. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:147-171. Full description at Econpapers || Download paper | 3 |
| 39 | 2015 | Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435. Full description at Econpapers || Download paper | 3 |
| 40 | 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 | 3 |
| 41 | 2015 | More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66. Full description at Econpapers || Download paper | 2 |
| 42 | 2016 | Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60. Full description at Econpapers || Download paper | 2 |
| 43 | 2014 | Estimation of discrete games with correlated types. (2014). Xu, Haiqing. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:241-270. 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 | 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 |
| 46 | 2012 | Estimating and testing nonâaffine option pricing models with a large unbalanced panel of options. (2012). Ferriani, Fabrizio ; Pastorello, Sergio. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:171-203. Full description at Econpapers || Download paper | 2 |
| 47 | 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 | 2 |
| 48 | 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 | 2 |
| 49 | 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 | 2 |
| 50 | 2016 | Validity of Edgeworth expansions for realized volatility estimators. (2016). Veliyev, Bezirgen ; Hounyo, Ulrich . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:1-32. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 34:
| Year | Title | |
|---|---|---|
| 2016 | Detecting structural changes under nonstationary volatility. (2016). Wu, Jilin . In: Economics Letters. RePEc:eee:ecolet:v:146:y:2016:i:c:p:151-154. Full description at Econpapers || Download paper | |
| 2016 | Efficient Two-Step Estimation via Targeting. (2016). Renault, Eric ; Frazierz, David T. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-16. Full description at Econpapers || Download paper | |
| 2016 | Exchange rate forecasting with DSGE models. (2016). Rubaszek, MichaÅ ; Kolasa, Marcin ; Ca' Zorzi, Michele ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20161905. Full description at Econpapers || Download paper | |
| 2016 | Would DSGE Models have Predicted the Great Recession in Austria?. (2016). Breuss, Fritz . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2016:i:530. Full description at Econpapers || Download paper | |
| 2016 | The inflation process and expectations in Singapore. (2016). Meng, CHOY Keen. In: BIS Papers chapters. RePEc:bis:bisbpc:89-23. Full description at Econpapers || Download paper | |
| 2016 | Confidence Sets for the Break Date in Cointegrating Regressions. (2016). Skrobotov, Anton ; Kurozumi, Eiji . In: Discussion Papers. RePEc:hit:econdp:2016-07. Full description at Econpapers || Download paper | |
| 2016 | Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2016). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-01. Full description at Econpapers || Download paper | |
| 2016 | Measuring Polarization in High-Dimensional Data: Method and Application to Congressional Speech. (2016). Shapiro, Jesse ; Gentzkow, Matthew ; Taddy, Matt . In: NBER Working Papers. RePEc:nbr:nberwo:22423. Full description at Econpapers || Download paper | |
| 2016 | Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602. Full description at Econpapers || Download paper | |
| 2016 | Bond portfolio optimization using dynamic factor models. (2016). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo F. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:128-158. Full description at Econpapers || Download paper | |
| 2016 | Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417. Full description at Econpapers || Download paper | |
| 2016 | Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305. Full description at Econpapers || Download paper | |
| 2016 | Nowcasting Turkish GDP and news decomposition. (2016). Yazgan, Ege ; Modugno, Michele ; Soybilgen, Bari . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1369-1384. Full description at Econpapers || Download paper | |
| 2016 | The Dynamic Factor Network Model with an Application to Global Credit-Risk. (2016). Bräuning, Falk ; Koopman, Siem Jan ; Brauning, Falk . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160105. Full description at Econpapers || Download paper | |
| 2016 | Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper | |
| 2016 | The Real Effects of Bank-Driven Termination of Relationships: Evidence from Loan-level Matched Data. (2016). Nakashima, Kiyotaka ; Takahashi, Koji . In: MPRA Paper. RePEc:pra:mprapa:70668. Full description at Econpapers || Download paper | |
| 2016 | The effect of employee loyalty on wages. (2016). Masakure, Oliver . In: Journal of Economic Psychology. RePEc:eee:joepsy:v:56:y:2016:i:c:p:274-298. Full description at Econpapers || Download paper | |
| 2016 | Predicting Chinaâs SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models. (2016). Wang, Gang-Jin ; Xie, Chi ; Zhu, You ; Yan, Xin-Guo ; Sun, BO. In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:433-:d:69335. Full description at Econpapers || Download paper | |
| 2016 | Predicting Chinaââ¬â¢s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models. (2016). Sun, BO ; Yan, Xin-Guo ; Wang, Gang-Jin ; Zhu, You ; Xie, Chi. In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:5:p:433:d:69335. Full description at Econpapers || Download paper | |
| 2016 | Robust and efficient estimation with weighted composite quantile regression. (2016). Yan, Wanfeng ; Jiang, Xuejun ; Xia, Tian ; Li, Jingzhi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:413-423. Full description at Econpapers || Download paper | |
| 2016 | Estimation of linear composite quantile regression using EM algorithm. (2016). Zhu, Qianqian ; Tian, Maozai . In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:183-191. Full description at Econpapers || Download paper | |
| 2016 | A semiparametric factor model for CDO surfaces dynamics. (2016). Härdle, Wolfgang ; Okhrin, Ostap ; Hardle, Wolfgang Karl ; Choro-Tomczyk, Barbara . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:151-163. Full description at Econpapers || Download paper | |
| 2016 | An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han . In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32. Full description at Econpapers || Download paper | |
| 2016 | Estimation of heterogeneous panels with structural breaks. (2016). Feng, Qu ; Baltagi, Badi ; Kao, Chihwa . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:176-195. Full description at Econpapers || Download paper | |
| 2016 | Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso. (2016). Su, Liangjun ; Qian, Junhui . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:86-109. Full description at Econpapers || Download paper | |
| 2016 | Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects. (2016). Li, Rui ; You, Jinhong ; Alan, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:401-423. Full description at Econpapers || Download paper | |
| 2016 | Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions: Invariance and finite-sample distributional theory. (2016). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2016-01. Full description at Econpapers || Download paper | |
| 2016 | Inference in Partially Identified Heteroskedastic Simultaneous Equations Models. (2016). Yang, Minxian ; Lütkepohl, Helmut ; Lutkepohl, Helmut ; Milunivich, George . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1632. Full description at Econpapers || Download paper | |
| 2016 | Inference in Partially Identified Heteroskedastic Simultaneous Equations Models. (2016). Yang, Minxian ; Lütkepohl, Helmut ; Milunovich, George ; Lutkepohl, Helmut. In: Discussion Papers. RePEc:swe:wpaper:2016-19. Full description at Econpapers || Download paper | |
| 2016 | Spatial Econometrics: A Broad View. (2016). Arbia, Giuseppe . In: Foundations and Trends(R) in Econometrics. RePEc:now:fnteco:0800000030. Full description at Econpapers || Download paper | |
| 2016 | Variance targeting estimation of the BEKK-X model. (2016). Quyen, LE. In: MPRA Paper. RePEc:pra:mprapa:75572. Full description at Econpapers || Download paper | |
| 2016 | Equation by equation estimation of the semi-diagonal BEKK model with covariates. (2016). Quyen, LE. In: MPRA Paper. RePEc:pra:mprapa:75582. Full description at Econpapers || Download paper | |
| 2016 | Monitoring multivariate variance changes. (2016). Galeano, Pedro ; Pape, Katharina ; Wied, Dominik . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:54-68. Full description at Econpapers || Download paper | |
| 2016 | Multiplicative Conditional Correlation Models for Realized Covariance Matrices. (2016). Storti, Giuseppe ; Bauwens, Luc ; Braione, Manuela . In: CORE Discussion Papers. RePEc:cor:louvco:2016041. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2016
| Year | Citing document |
|---|
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 | The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models. (2015). Christensen, Bent Jesper ; Andreasen, Martin M.. In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:2:p:420-451. 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 | |
| 2015 | Likelihoodâratioâbased confidence sets for the timing of structural breaks. (2015). Morley, James ; Eo, Yunjong. In: Quantitative Economics. RePEc:wly:quante:v:6:y:2015:i:2:p:463-497. 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). Rossi, Francesca ; Phillips, Peter ; Kyriacou, Maria ; Phillips, Peter C. B., . 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 |
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, 1st 2017. Contact: CitEc Team