0.37
Impact Factor
0.31
5-Years IF
4
5-Years H index
0.37
Impact Factor
0.31
5-Years IF
4
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1995 | 0.17 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.24 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
1999 | 0.3 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
2001 | 0.36 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2003 | 0.39 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2004 | 0.4 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2005 | 0.42 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2006 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2007 | 0.38 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2008 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2009 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
2010 | 0.34 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2011 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2012 | 0.44 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2013 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
2014 | 0.52 | 31 | 31 | 4 | 0.13 | 25 | 0 | 0 | (%) | 4 | 0.13 | 0.23 | ||||
2015 | 0.16 | 0.54 | 0.16 | 31 | 5 | 0.16 | 31 | 5 | 31 | 5 | (%) | 0.24 | ||||
2016 | 0.13 | 0.6 | 0.13 | 46 | 77 | 12 | 0.16 | 39 | 31 | 4 | 31 | 4 | (%) | 5 | 0.11 | 0.27 |
2017 | 0.37 | 0.64 | 0.31 | 12 | 89 | 27 | 0.3 | 11 | 46 | 17 | 77 | 24 | (%) | 3 | 0.25 | 0.28 |
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 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 7 |
2 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 7 |
3 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 6 |
4 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 4 |
5 | 2014 | Demand Estimation with High-Dimensional Product Characteristics. (2014). Gillen, Benjamin J ; Moon, Hyungsik Roger ; Shum, Matthew. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034020. Full description at Econpapers || Download paper | 4 |
6 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 4 |
7 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 3 |
8 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 3 |
9 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 3 |
10 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 3 |
11 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 2 |
12 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 2 |
13 | 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events. (2016). Calabrese, Raffaella ; Elkink, Johan A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037012. Full description at Econpapers || Download paper | 2 |
14 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 2 |
15 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 2 |
16 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 2 |
17 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 2 |
18 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 2 |
19 | 2016 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 1 |
20 | 2014 | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk. (2014). Hansen, Bruce E. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033001. Full description at Econpapers || Download paper | 1 |
21 | 2014 | Copula Analysis of Correlated Counts. (2014). Lee, Esther Hee . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034021. Full description at Econpapers || Download paper | 1 |
22 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 1 |
23 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 1 |
24 | 2017 | Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 1 |
25 | 2016 | A Likelihood-Free Reverse Sampler of the Posterior Distribution. (2016). Forneron, Jean-Jacques ; Ng, Serena. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036020. Full description at Econpapers || Download paper | 1 |
26 | 2014 | Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison. (2014). Burda, Martin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034008. Full description at Econpapers || Download paper | 1 |
27 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 1 |
28 | 2016 | Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples. (2016). Pace, Kelley R ; Lesage, James P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037008. Full description at Econpapers || Download paper | 1 |
29 | 2016 | Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case. (2016). Koelbl, Lukas ; Deistler, Manfred ; Felsenstein, Elisabeth ; Braumann, Alexander . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035002. Full description at Econpapers || Download paper | 1 |
30 | 2016 | A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions. (2016). Mynbaev, Kairat ; Aipenova, Aziza ; Martins-Filho, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036026. Full description at Econpapers || Download paper | 1 |
31 | 2014 | Testing for Cointegration in Markov Switching Error Correction Models. (2014). Hu, Liang ; Shin, Yongcheol. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033005. Full description at Econpapers || Download paper | 1 |
32 | 2017 | Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs: *. (2017). Bartalotti, Otavio ; He, Yang ; Calhoun, Gray . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018. Full description at Econpapers || Download paper | 1 |
33 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 1 |
34 | 2016 | Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation. (2016). Fiorentini, Gabriele ; Sentana, Enrique ; Galesi, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035006. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 7 |
2 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 6 |
3 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 4 |
4 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 4 |
5 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 4 |
6 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 3 |
7 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 3 |
8 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 3 |
9 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 3 |
10 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 2 |
11 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 2 |
12 | 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events. (2016). Calabrese, Raffaella ; Elkink, Johan A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037012. Full description at Econpapers || Download paper | 2 |
13 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 2 |
14 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 2 |
15 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 2 |
16 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2017 | On estimating long-run effects in models with lagged dependent variables. (2017). Reed, W. ; Zhu, Min. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:302-311. Full description at Econpapers || Download paper | |
2017 | Oil prices and the global economy: Is it different this time around?. (2017). Pesaran, M ; Mohaddes, Kamiar. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:315-325. Full description at Econpapers || Download paper | |
2017 | Can Italy grow out of its NPL overhang? A panel threshold analysis. (2017). Weber, Anke ; Raissi, Mehdi ; Mohaddes, Kamiar. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:185-189. Full description at Econpapers || Download paper | |
2017 | The Knotty Interplay Between Credit and Housing. (2017). Lastauskas, Povilas ; Constantinescu, Mihnea. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:45. Full description at Econpapers || Download paper | |
2017 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper | |
2017 | Measuring bank contagion in Europe using binary spatial regression models. (2017). Giudici, Paolo ; Calabrese, Raffaella ; Elkink, Johan A. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0189-4. Full description at Econpapers || Download paper | |
2017 | Simple Tests for Social Interaction Models with Network Structures. (2017). Dogan, Osman ; Bera, Anil K ; Taspinar, Suleyman . In: MPRA Paper. RePEc:pra:mprapa:82828. Full description at Econpapers || Download paper | |
2017 | Specifying Social Weight Matrices of Researcher Networks: The Case of Academic Economists. (2017). Zigova, Katarina. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1710. Full description at Econpapers || Download paper | |
2017 | The Inversion of the Spatial Lag Operator in Binary Choice Models: Fast Computation and a Closed Formula Approximation. (2017). Santos, Luis Silveira ; Proena, Isabel . In: Working Papers REM. RePEc:ise:remwps:wp0112017. Full description at Econpapers || Download paper | |
2017 | International Inflation Spillovers Through Input Linkages. (2017). Sauré, Philip ; Levchenko, Andrei ; Auer, Raphael ; Saure, Philip. In: 2017 Meeting Papers. RePEc:red:sed017:1208. Full description at Econpapers || Download paper | |
2017 | Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974. Full description at Econpapers || Download paper | |
2017 | Non-identifiability of VMA and VARMA systems in the mixed frequency case. (2017). Koelbl, Lukas ; Brian, ; Deistler, Manfred. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:31-38. Full description at Econpapers || Download paper | |
2017 | Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366. Full description at Econpapers || Download paper | |
2017 | Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106. Full description at Econpapers || Download paper | |
2017 | Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614. Full description at Econpapers || Download paper | |
2017 | Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830. Full description at Econpapers || Download paper | |
2017 | Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893. Full description at Econpapers || Download paper |
Year | Citing document | |
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2017 | Lowering the minimum age of criminal responsibility: Consequences for juvenile crime and education. (2017). Nielsen, Helena ; Simonsen, Marianne ; Larsen, Britt Ostergaard ; Damm, Anna Piil . In: Economics Working Papers. RePEc:aah:aarhec:2017-10. Full description at Econpapers || Download paper | |
2017 | Optimal bandwidth selection for local linear estimation of discontinuity in density. (2017). Jales, Hugo ; Yu, Zhengfei ; Ma, Jun. In: Economics Letters. RePEc:eee:ecolet:v:153:y:2017:i:c:p:23-27. Full description at Econpapers || Download paper | |
2017 | Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers || Download paper | |
2016 | Measuring the effect of the zero lower bound on monetary policy. (2016). Nechio, Fernanda ; Hsu, Eric ; Carvalho, Carlos. In: Working Paper Series. RePEc:fip:fedfwp:2016-06. Full description at Econpapers || Download paper | |
2016 | Quantitative Easing: An Underappreciated Success. (2016). Gagnon, Joseph. In: Policy Briefs. RePEc:iie:pbrief:pb16-4. Full description at Econpapers || Download paper | |
2016 | Measuring the Effect of the Zero Lower Bound on Monetary Policy. (2016). Hsu, Eric ; Carvalho, Carlos ; de Carvalho, Carlos Viana. In: Textos para discussão. RePEc:rio:texdis:649. Full description at Econpapers || Download paper | |
2016 | Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. (2016). Hong, Yongmiao ; Yang, Wei ; Wang, Shouyang ; Han, AI. In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:12:p:1917-1928. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | An empirical Bayesian approach to stein-optimal covariance matrix estimation. (2014). Gillen, Benjamin J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:402-420. 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 | Sparse Graphical Vector Autoregression: A Bayesian Approach. (2014). Casarin, Roberto ; Billio, Monica ; Ahelegbey, Daniel Felix. In: Working Papers. RePEc:ven:wpaper:2014:29. Full description at Econpapers || Download paper |
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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, 2th 2018. Contact: CitEc Team