Citation analysis for Econometric Reviews / Taylor & Francis Journals

Econometric Reviews / Taylor & Francis Journals

0.86

Impact Factor

1.08

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1		14	14				20		80		(%)			0.04
1991		0.1		15	29			3	30		70		(%)			0.04
1992		0.09		27	56				29		65		(%)			0.04
1993		0.11		14	70				42		76		(%)			0.05
1994		0.12		20	90			2	41		86		(%)			0.04
1995		0.19		28	118	1	0.01		34		90		(%)			0.07
1996		0.23		24	142	2	0.01		48		104		(%)			0.09
1997		0.26		23	165	3	0.02	155	52		113		2 (1.3%)	2	0.09	0.09
1998	0.04	0.28	0.03	33	198	9	0.05	306	47	2	109	3	8 (2.6%)	2	0.06	0.1
1999	0.38	0.32	0.16	24	222	35	0.16	461	56	21	128	21	6 (1.3%)	7	0.29	0.13
2000	0.3	0.39	0.19	22	244	47	0.19	1180	57	17	132	25	5 (%)	8	0.36	0.15
2001	0.43	0.39	0.29	23	267	47	0.18	170	46	20	126	36	(%)	2	0.09	0.14
2002	0.76	0.4	0.55	21	288	83	0.29	741	45	34	125	69	(%)	10	0.48	0.17
2003	0.84	0.43	0.72	26	314	106	0.34	354	44	37	123	89	6 (1.7%)	4	0.15	0.18
2004	0.7	0.48	0.95	8	322	137	0.43	346	47	33	116	110	3 (%)	4	0.5	0.19
2005	0.47	0.52	1.11	29	351	174	0.5	581	34	16	100	111	5 (%)	11	0.38	0.2
2006	1.32	0.51	1.28	21	372	296	0.8	622	37	49	107	137	6 (1%)	21	1	0.2
2007	1.04	0.45	1.35	34	406	305	0.75	1029	50	52	105	142	1 (%)	21	0.62	0.18
2008	1.89	0.48	1.63	41	447	439	0.98	452	55	104	118	192	3 (%)	13	0.32	0.2
2009	1.45	0.49	1.72	50	497	557	1.12	448	75	109	133	229	4 (%)	36	0.72	0.19
2010	0.71	0.46	1.18	36	533	495	0.93	277	91	65	175	207	1 (%)	7	0.19	0.17
2011	0.66	0.49	1.28	27	560	560	1	107	86	57	182	233	5 (4.7%)	6	0.22	0.19
2012	0.6	0.52	1.02	23	583	607	1.04	148	63	38	188	192	3 (2%)	6	0.26	0.19
2013	0.9	0.58	0.99	33	616	874	1.42	419	50	45	177	176	2 (%)	51	1.55	0.2
2014	1.48	0.6	1.11	40	656	860	1.31	176	56	83	169	187	(%)	16	0.4	0.2
2015	1.63	0.61	1.18	46	702	905	1.29	260	73	119	159	188	(%)	46	1	0.19
2016	1.23	0.68	1.3	65	767	1014	1.32	113	86	106	169	219	2 (1.8%)	16	0.25	0.2
2017	0.86	0.73	1.08	58	825	899	1.09	52	111	96	207	223	(%)	12	0.21	0.22

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	674
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	509
3	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	447
4	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	412
5	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	300
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	204
7	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	177
8	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	172
9	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	151
10	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	139
11	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	139
12	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	136
13	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	133
14	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	124
15	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	122
16	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	117
17	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	116
18	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	110
19	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	106
20	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	101
21	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	97
22	2002	LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers \|\| Download paper	94
23	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	88
24	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	81
25	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	76
26	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	74
27	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	74
28	2002	ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers \|\| Download paper	70
29	2001	A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÂ¼tkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers \|\| Download paper	56
30	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	56
31	2003	A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers \|\| Download paper	54
32	2008	Moving Average-Based Estimators of Integrated Variance. (2008). Lunde, Asger ; Large, Jeremy ; Hansen, Peter. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:79-111. Full description at Econpapers \|\| Download paper	51
33	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	50
34	2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	50
35	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	50
36	2006	Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers \|\| Download paper	50
37	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	49
38	1998	Confidence intervals for impulse responses under departures from normality. (1998). Kilian, Lutz. In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:1-29. Full description at Econpapers \|\| Download paper	49
39	2006	Asymmetric Multivariate Stochastic Volatility. (2006). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:453-473. Full description at Econpapers \|\| Download paper	48
40	2005	Unit Root Tests under Time-Varying Variances. (2005). Cavaliere, Giuseppe. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:3:p:259-292. Full description at Econpapers \|\| Download paper	46
41	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	45
42	2009	Pairwise Tests of Purchasing Power Parity. (2009). Yamagata, Takashi ; Smith, Ronald ; Pesaran, M ; Hvozdyk, Lyudmyla . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521. Full description at Econpapers \|\| Download paper	44
43	2005	New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers \|\| Download paper	43
44	2005	RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS. (2005). Windmeijer, Frank ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:1:p:1-37. Full description at Econpapers \|\| Download paper	41
45	2009	A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers \|\| Download paper	41
46	2005	Dynamic Asymmetric Leverage in Stochastic Volatility Models. (2005). McAleer, Michael ; Asai, Manabu. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332. Full description at Econpapers \|\| Download paper	41
47	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	38
48	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	38
49	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	37
50	2008	Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday DataâBut Which Frequency to Use?. (2008). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:199-229. Full description at Econpapers \|\| Download paper	37

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

#	Year	Title	Cited
1	2007	Bayesian Analysis of DSGE ModelsâRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers \|\| Download paper	155
2	2007	Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers \|\| Download paper	155
3	2000	GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers \|\| Download paper	147
4	2002	SMOOTH TRANSITION AUTOREGRESSIVE MODELS â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers \|\| Download paper	86
5	1999	Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers \|\| Download paper	78
6	2007	MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers \|\| Download paper	76
7	2009	Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers \|\| Download paper	67
8	2013	Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers \|\| Download paper	59
9	2004	Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers \|\| Download paper	47
10	2004	Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers \|\| Download paper	44
11	2015	Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers \|\| Download paper	42
12	2012	Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers \|\| Download paper	39
13	2006	On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers \|\| Download paper	39
14	2006	Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers \|\| Download paper	35
15	2005	A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers \|\| Download paper	33
16	2015	Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers \|\| Download paper	32
17	2006	The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers \|\| Download paper	31
18	2008	The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers \|\| Download paper	31
19	2003	Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers \|\| Download paper	30
20	2005	Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers \|\| Download paper	27
21	1998	A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers \|\| Download paper	25
22	2008	Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers \|\| Download paper	24
23	2009	Correction to âAutomatic Block-Length Selection for the Dependent Bootstrapâ by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers \|\| Download paper	23
24	2012	A Survey on Time-Varying Copulas: Specification, Simulations, and Application. (2012). Manner, Hans ; Reznikova, Olga . In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:6:p:654-687. Full description at Econpapers \|\| Download paper	23
25	2005	In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers \|\| Download paper	21
26	2007	Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; LindÃÂ©, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers \|\| Download paper	20
27	2015	A Simple Estimator for Binary Choice Models with Endogenous Regressors. (2015). Lewbel, Arthur ; Dong, Yingying. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:82-105. Full description at Econpapers \|\| Download paper	19
28	2013	Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers \|\| Download paper	19
29	2010	The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers \|\| Download paper	19
30	2000	Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers \|\| Download paper	18
31	2000	Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers \|\| Download paper	17
32	2013	On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers \|\| Download paper	17
33	2000	Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers \|\| Download paper	16
34	2015	Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126. Full description at Econpapers \|\| Download paper	16
35	2013	A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers \|\| Download paper	15
36	2006	Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers \|\| Download paper	15
37	2013	Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers \|\| Download paper	15
38	2013	State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie . In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers \|\| Download paper	15
39	2008	Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512. Full description at Econpapers \|\| Download paper	15
40	2010	To Combine Forecasts or to Combine Information?. (2010). Lee, Tae Hwy ; Huang, Huiyu . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:534-570. Full description at Econpapers \|\| Download paper	14
41	2000	Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers \|\| Download paper	13
42	2010	An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers \|\| Download paper	13
43	2004	Empirical Characteristic Function Estimation and Its Applications. (2004). Yu, Jun. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:93-123. Full description at Econpapers \|\| Download paper	12
44	2013	Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, JÃÂ¶rg. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:547-591. Full description at Econpapers \|\| Download paper	12
45	2016	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2016). Strachan, Rodney ; Eisenstat, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1638-1665. Full description at Econpapers \|\| Download paper	12
46	2007	Normalization in Econometrics. (2007). Zha, Tao ; Waggoner, Daniel ; Hamilton, James. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:221-252. Full description at Econpapers \|\| Download paper	12
47	2006	Factor Multivariate Stochastic Volatility via Wishart Processes. (2006). Philipov, Alexander ; Glickman, Mark . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:311-334. Full description at Econpapers \|\| Download paper	12
48	2015	Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach. (2015). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:174-197. Full description at Econpapers \|\| Download paper	11
49	2014	DSGE Models with Student- t Errors. (2014). Ramamurthy, Srikanth ; Chib, Siddhartha . In: Econometric Reviews. RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:152-171. Full description at Econpapers \|\| Download paper	11
50	2007	Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers \|\| Download paper	11

Citing documents used to compute impact factor 96:

Year	Title
2017	Do financial reforms help stabilize inequality?. (2017). McAdam, Peter ; Christopoulos, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:45-61. Full description at Econpapers \|\| Download paper
2017	Heteroskedasticity-robust unit root testing for trending panels. (2017). Walle, Yabibal ; Maxand, Simone ; Herwartz, Helmut. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:314. Full description at Econpapers \|\| Download paper
2017	Fiscal Decentralization and Public Spending: Evidence from Heteroscedasticity-Based Identification. (2017). Theilen, Bernd ; Bernd, Theilen ; Helmut, Herwartz. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:17:y:2017:i:2:p:8:n:7. Full description at Econpapers \|\| Download paper
2017	When do firms leave cartels? Determinants and the impact on cartel survival. (2017). Hueschelrath, Kai ; Hellwig, Michael ; Huschelrath, Kai. In: ZEW Discussion Papers. RePEc:zbw:zewdip:17002. Full description at Econpapers \|\| Download paper
2017	A Joint Hazard-Longitudinal Model of the Timing of Migration, Immigrant Quality, and Labor Market Assimilation. (2017). Jain, Apoorva ; Peter, Klara Sabirianova . In: IZA Discussion Papers. RePEc:iza:izadps:dp10887. Full description at Econpapers \|\| Download paper
2017	A multiple-link, mutually reinforced journal-ranking model to measure the prestige of journals. (2017). Yu, Dejian ; Liu, Rongyu ; Zhang, Wenyu ; Wang, Wanru . In: Scientometrics. RePEc:spr:scient:v:111:y:2017:i:1:d:10.1007_s11192-017-2262-9. Full description at Econpapers \|\| Download paper
2017	What are the Top Five Journals in Economics? A New Metaâranking. (2017). Wohlrabe, Klaus ; Butz, Alexander ; Bornmann, Lutz. In: MPRA Paper. RePEc:pra:mprapa:79176. Full description at Econpapers \|\| Download paper
2017	A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527. Full description at Econpapers \|\| Download paper
2017	Estimating Fixed Effects: Perfect Prediction and Bias in Binary Response Panel Models, with an Application to the Hospital Readmissions Reduction Program. (2017). Staub, Kevin ; Kunz, Johannes ; Winkelmann, Rainer. In: IZA Discussion Papers. RePEc:iza:izadps:dp11182. Full description at Econpapers \|\| Download paper
2017	Estimation for dynamic and static panel probit models with large individual effects. (2017). Gao, Wei ; Bergsma, Wicher ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:65165. Full description at Econpapers \|\| Download paper
2017	cquad: An R and Stata Package for Conditional Maximum Likelihood Estimation of Dynamic Binary Panel Data Models. (2017). Pigini, Claudia ; Bartolucci, Francesco. In: Journal of Statistical Software. RePEc:jss:jstsof:v:078:i07. Full description at Econpapers \|\| Download paper
2017	Exponential class of dynamic binary choice panel data models with fixed effects. (2017). Pesaran, M ; Al-Sadoon, Majid ; Li, Tong. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:898-927. Full description at Econpapers \|\| Download paper
2017	Measuring species concentration, diversification and dependency in a macro-fishery. (2017). DÃÂaz-Emparanza, Ignacio ; Diaz-Emparanza, Ignacio ; Astorkiza, Kepa ; Valle, Ikerne . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1102-8. Full description at Econpapers \|\| Download paper
2017	Numerical distribution functions for seasonal unit root tests with OLS and GLS detrending. (2017). SansÃÂ³, Andreu ; del Barrio Castro, TomÃÂ¡s ; Sanso, Andreu ; Bodnar, Andrii . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0688-9. Full description at Econpapers \|\| Download paper
2017	OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS. (2017). Racine, Jeffrey ; Zhang, Daiqiang ; Li, QI. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2017-01. 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	At the roots of Giniâs transvariation: extracts from âIl concetto di transvariazione e le sue prime applicazioniâ. (2017). Zelli, Roberto ; Pittau, M. Grazia. In: METRON. RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0115-1. Full description at Econpapers \|\| Download paper
2017	Convergence Clubs Beyond GDP: A Non-Parametric Density Approach. (2017). Mendez-Guerra, Carlos. In: MPRA Paper. RePEc:pra:mprapa:82048. Full description at Econpapers \|\| Download paper
2017	Fitting a two phase threshold multiplicative error model. (2017). Perera, Indeewara ; Koul, Hira L. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:348-367. Full description at Econpapers \|\| Download paper
2017	Foreign aid and domestic absorption. (2017). Van de Sijpe, Nicolas ; Temple, Jonathan. In: Journal of International Economics. RePEc:eee:inecon:v:108:y:2017:i:c:p:431-443. Full description at Econpapers \|\| Download paper
2017	REGIONAL AND SECTORAL EVIDENCE OF THE MACROECONOMIC EFFECTS OF LABOR REALLOCATION: A PANEL DATA ANALYSIS. (2017). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Bakas, Dimitrios. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:501-526. Full description at Econpapers \|\| Download paper
2017	Indebtedness in the EU: a drag or a catalyst for growth?. (2017). Mika, Alina ; Zumer, Tina . In: Working Paper Series. RePEc:ecb:ecbwps:20172118. Full description at Econpapers \|\| Download paper
2017	Realised variance forecasting under Box-Cox transformations. (2017). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:770-785. Full description at Econpapers \|\| Download paper
2017	Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901. Full description at Econpapers \|\| Download paper
2017	Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1. Full description at Econpapers \|\| Download paper
2017	Selecting Primal Innovations in DSGE models. (2017). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo ; Benzoni, Luca. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-20. Full description at Econpapers \|\| Download paper
2017	The effect of voluntary disclosure on stock liquidity: New evidence from index funds. (2017). Schoenfeld, Jordan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:63:y:2017:i:1:p:51-74. Full description at Econpapers \|\| Download paper
2017	Eco-efficiency outcomes of mergers and acquisitions in the European electricity industry. (2017). Monastyrenko, Evgenii . In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:258-277. Full description at Econpapers \|\| Download paper
2017	Do board characteristics and risk management disclosure have any effect on firm performance? Empirical evidence from Deposit Money Banks (DMBs) in Nigeria. (2017). Kakanda, Mohammed Mahmud ; Chandren, Sitraselvi ; Salim, Basariah. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:4:p:506-521. Full description at Econpapers \|\| Download paper
2017	Criminal background checks and recidivism: Bounding the causal impact. (2017). Siwach, Garima. In: International Review of Law and Economics. RePEc:eee:irlaec:v:52:y:2017:i:c:p:74-85. Full description at Econpapers \|\| Download paper
2017	The time-varying GARCH-in-mean model. (2017). Dias, Gustavo Fruet . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:129-132. Full description at Econpapers \|\| Download paper
2017	Testing for central dominance: Method and application. (2017). Kuan, Chung-Ming ; Tzeng, Larry Y ; Chuang, O-Chia . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:368-378. Full description at Econpapers \|\| Download paper
2017	Testing for prospect and Markowitz stochastic dominance efficiency. (2017). Arvanitis, Stelios ; Topaloglou, Nikolas. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:253-270. Full description at Econpapers \|\| Download paper
2017	Bayesian assessment of Lorenz and stochastic dominance. (2017). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-15. Full description at Econpapers \|\| Download paper
2017	Comparing distributions by multiple testing across quantiles or CDF values. (2017). Kaplan, David ; Goldman, Matt. In: Papers. RePEc:arx:papers:1708.04658. Full description at Econpapers \|\| Download paper
2017	Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21. Full description at Econpapers \|\| Download paper
2017	Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers \|\| Download paper
2017	Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285.. Full description at Econpapers \|\| Download paper
2017	A note on using ratio variables in regression analysis. (2017). Liu, Long ; Lien, Donald ; Hu, Yue. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:114-117. Full description at Econpapers \|\| Download paper
2017	Nonparametric estimation of the determinants of inefficiency. (2017). Parmeter, Christopher ; Kumbhakar, Subal ; Wang, Hung-Jen . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:47:y:2017:i:3:d:10.1007_s11123-016-0479-x. Full description at Econpapers \|\| Download paper
2017	Reconciling output gaps: Unobserved components model and HodrickâPrescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121. Full description at Econpapers \|\| Download paper
2017	The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91. Full description at Econpapers \|\| Download paper
2017	Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59. Full description at Econpapers \|\| Download paper
2017	Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence. (2017). Cobo-Reyes, Ramon ; Meraglia, Simone ; Katz, Gabriel. In: Discussion Papers. RePEc:exe:wpaper:1702. Full description at Econpapers \|\| Download paper
2017	Does a Satisfied Student Make a Satisfied Worker?. (2017). Whelan, Adele ; McGuinness, Seamus. In: IZA Discussion Papers. RePEc:iza:izadps:dp10698. Full description at Econpapers \|\| Download paper
2017	Does a satisfied student make a satisfied worker?. (2017). Whelan, Adele ; McGuinness, Seamus. In: Papers. RePEc:esr:wpaper:wp561. Full description at Econpapers \|\| Download paper
2017	Fixed-to-Mobile Substitution: Effects of Mobile Broadband Subscription on Fixed Broadband Termination. (2017). Suriya, Komsan ; Srinuan, Pratompong ; Keesookpun, Chutipong ; Sirisrisakulchai, Jirakom ; Leurcharusmee, Supanika. In: 14th ITS Asia-Pacific Regional Conference, Kyoto 2017: Mapping ICT into Transformation for the Next Information Society. RePEc:zbw:itsp17:168513. Full description at Econpapers \|\| Download paper
2017	Resource Efficiency, Environmental Policy and Eco-Innovations for a Circular Economy: Evidence from EU Firms. (2017). D'Amato, Alessio ; Mazzanti, Massimiliano ; Damato, Alessio ; Cainelli, Giulio. In: SPRU Working Paper Series. RePEc:sru:ssewps:2017-24. Full description at Econpapers \|\| Download paper
2017	Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers \|\| Download paper
2017	The Memory of Volatility. (2017). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-601. Full description at Econpapers \|\| Download paper
2017	The role of human assets in economic growth: theory and empirics. (2017). Diallo, Ibrahima. In: MPRA Paper. RePEc:pra:mprapa:80402. Full description at Econpapers \|\| Download paper
2017	Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1710. Full description at Econpapers \|\| Download paper
2017	Do Sovereign Wealth Funds Dampen the Negative Effects of Commodity Price Volatility?. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Globalization Institute Working Papers. RePEc:fip:feddgw:304. Full description at Econpapers \|\| Download paper
2017	A heteroskedasticity robust BreuschâPagan test for Contemporaneous correlation in dynamic panel data models. (2017). Yamagata, Takashi ; Orme, Chris D ; Halunga, Andreea G. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:209-230. Full description at Econpapers \|\| Download paper
2017	A simple randomization test for spatial correlation in the presence of common factors and serial correlation. (2017). Millo, Giovanni. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:28-38. Full description at Econpapers \|\| Download paper
2017	A Monte Carlo comparison of estimating the number of dynamic factors. (2017). Zhao, Zhao ; Wang, Shaoping ; Cui, Guowei. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1167-4. Full description at Econpapers \|\| Download paper
2017	The Volatility of Capital Flows in Emerging Markets: Measures and Determinants. (2017). Pagliari, Maria Sole ; Hannan, Swarnali Ahmed . In: Departmental Working Papers. RePEc:rut:rutres:201710. Full description at Econpapers \|\| Download paper
2017	How internally mobile is capital?. (2017). Beenstock, Michael. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:10:y:2017:i:3:d:10.1007_s12076-017-0190-1. Full description at Econpapers \|\| Download paper
2017	ItÃ¢â¬â¢s not austerity. Or is it? Assessing the effect of austerity on growth in Europe, 2010-15. (2017). Tamborini, Roberto ; Fragetta, Matteo. In: DEM Working Papers. RePEc:trn:utwprg:2017/10. Full description at Econpapers \|\| Download paper
2017	Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers \|\| Download paper
2017	THE EFFECT OF MINIMUM WAGES ON EMPLOYMENT: A FACTOR MODEL APPROACH. (2017). Totty, Evan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:4:p:1712-1737. Full description at Econpapers \|\| Download paper
2017	Business capital accumulation and the user cost: is there a heterogeneity bias?. (2017). Fatica, Serena. In: Working Papers. RePEc:jrs:wpaper:201711. Full description at Econpapers \|\| Download paper
2017	Modelling currency demand in a small open economy within a monetary union. (2017). Rua, Antnio . In: Working Papers. RePEc:ptu:wpaper:w201710. Full description at Econpapers \|\| Download paper
2017	Simulating Corporate Income Tax Reform Proposals with a Dynamic CGE Model. (2017). Haughton, Jonathan ; Bhattarai, Keshab ; Tuerck, David G ; Head, Michael . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:5:p:20-35. Full description at Econpapers \|\| Download paper
2017	Semi-parametric inference for semi-varying coefficient panel data model with individual effects. (2017). Hu, Xuemei . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:262-281. Full description at Econpapers \|\| Download paper
2017	Estimation and model-based combination of causality networks. (2017). Caporin, Massimiliano ; Bonaccolto, Giovanni ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:165. Full description at Econpapers \|\| Download paper
2017	Productivity Measurement in the Public Sector: Theory and Practice. (2017). Diewert, Walter. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2017-1. Full description at Econpapers \|\| Download paper
2017	Alternative Approaches for Resale Housing Price Indexes. (2017). Diewert, Walter ; Huang, Ning. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2017-6. Full description at Econpapers \|\| Download paper
2017	Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2017-8. Full description at Econpapers \|\| Download paper
2017	Residential land values in the Washington, DC metro area: New insights from big data. (2017). Davis, Morris A ; Bokka, Sankar ; Pinto, Edward J ; Oliner, Stephen D. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:66:y:2017:i:c:p:224-246. Full description at Econpapers \|\| Download paper
2017	Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:75. Full description at Econpapers \|\| Download paper
2017	AGE, TIME, VINTAGE, AND PRICE INDEXES: MEASURING THE DEPRECIATION PATTERN OF HOUSES. (2017). Syed, Iqbal ; de Haan, Jan. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:1:p:580-600. Full description at Econpapers \|\| Download paper
2017	Carry Trades and Commodity Risk Factors. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80789. Full description at Econpapers \|\| Download paper
2017	The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316. Full description at Econpapers \|\| Download paper
2017	Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; GuÃÂ©rin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13. Full description at Econpapers \|\| Download paper
2017	Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585. Full description at Econpapers \|\| Download paper
2017	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2017). Bulut, Levent. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0003. Full description at Econpapers \|\| Download paper
2017	Confidence intervals in regressions with estimated factors and idiosyncratic components. (2017). Fosten, Jack. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:71-74. Full description at Econpapers \|\| Download paper
2017	Selecting exchange rate fundamentals by bootstrap. (2017). Ribeiro, Pinho. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:894-914. Full description at Econpapers \|\| Download paper
2017	Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20. Full description at Econpapers \|\| Download paper
2017	Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533. Full description at Econpapers \|\| Download paper
2017	Infinite hidden markov switching VARs with application to macroeconomic forecast. (2017). Hou, Chenghan. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1025-1043. Full description at Econpapers \|\| Download paper
2017	Testing identifying assumptions in nonseparable panel data models. (2017). Ghanem, Dalia . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:202-217. Full description at Econpapers \|\| Download paper
2017	Spatial spillovers in public expenditure on a municipal level in Spain. (2017). Fernando A, Lopez ; Lopez, Fernando A ; Cegarra-Navarro, Juan-Gabriel ; Martinez-Ortiz, Pedro J. In: The Annals of Regional Science. RePEc:spr:anresc:v:58:y:2017:i:1:d:10.1007_s00168-016-0780-7. Full description at Econpapers \|\| Download paper
2017	Identification and QML estimation of multivariate and simultaneous equations spatial autoregressive models. (2017). Yang, Kai ; Lee, Lung-Fei. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:196-214. Full description at Econpapers \|\| Download paper
2017	Determinants of firm-level domestic sales and exports with spillovers: Evidence from China. (2017). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:184-201. Full description at Econpapers \|\| Download paper
2017	Simultaneous equation models with spatially autocorrelated error components. (2017). AMBA, Marius ; Mbratana, Taoufiki. In: MPRA Paper. RePEc:pra:mprapa:82395. Full description at Econpapers \|\| Download paper
2017	Determinants of Firm-Level Domestic Sales and Exports with Spillovers: Evidence from China. (2017). Egger, Peter ; Baltagi, Badi ; Kesina, Michaela. In: Center for Policy Research Working Papers. RePEc:max:cprwps:209. Full description at Econpapers \|\| Download paper
2017	Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa17-3. Full description at Econpapers \|\| Download paper
2017	INCOME INEQUALITY, HOUSEHOLD CONSUMPTION AND CO2 EMISSIONS IN CHINA. (2017). Guo, Lin. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:02:n:s0217590817400239. Full description at Econpapers \|\| Download paper
2017	âGlocalâ ties: banking development and SEsâ export entry. (2017). Maggioni, Daniela ; Lo Turco, Alessia. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:4:d:10.1007_s11187-016-9809-7. Full description at Econpapers \|\| Download paper
2017	Is education the mechanism through which family background affects economic outcomes? A generalised approach to mediation analysis. (2017). Siminski, Peter ; Mendolia, Silvia. In: Economics of Education Review. RePEc:eee:ecoedu:v:59:y:2017:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2017	Short-term impacts of an unconditional cash transfer program on child schooling: Experimental evidence from Malawi. (2017). Kilburn, Kelly ; Tsoka, Maxton ; Mvula, Peter ; Angeles, Gustavo ; Handa, Sudhanshu. In: Economics of Education Review. RePEc:eee:ecoedu:v:59:y:2017:i:c:p:63-80. Full description at Econpapers \|\| Download paper
2017	A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios. (2017). Yue, Wei ; Wang, Yu Ping. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:124-140. Full description at Econpapers \|\| Download paper
2017	Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects. (2017). Torero, Maximo ; Almanzar, Miguel . In: Discussion Papers. RePEc:ags:ubzefd:264781. Full description at Econpapers \|\| Download paper
2017	Impacts of corn price and imported beef price on domestic beef price in South Korea. (2017). Mark, Tyler ; Kim, Gwanseon. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:5:y:2017:i:1:d:10.1186_s40100-017-0074-0. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-29. Full description at Econpapers \|\| Download paper
2017	Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34. Full description at Econpapers \|\| Download paper
2017	World Productivity Growth: A Model Averaging Approach. (2017). Duygun, Meryem ; Sickles, Robin C ; Isaksson, Anders ; Hao, Jiaqi . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:4:p:587-619. Full description at Econpapers \|\| Download paper
2017	Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers \|\| Download paper
2017	Autoregressive LagâOrder Selection Using Conditional Saddlepoint Approximations. (2017). Butler, Ronald W ; Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:43-:d:112377. Full description at Econpapers \|\| Download paper
2017	Modelling and forecasting WIG20 daily returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:09/2017. Full description at Econpapers \|\| Download paper
2017	A general class of SemiGARCH models based on the Box-Cox transformation. (2017). Zhang, Xuehai ; Peitz, Christian ; Feng, Yuanhua . In: Working Papers CIE. RePEc:pdn:ciepap:104. Full description at Econpapers \|\| Download paper
2017	Modelling and Forecasting WIG20 Daily Returns. (2017). TerÃÂ¤svirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:3:p:173-200. Full description at Econpapers \|\| Download paper
2017	A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; BÃÂÃÂ¼rgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y. Full description at Econpapers \|\| Download paper
2017	Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6. Full description at Econpapers \|\| Download paper
2017	Dating multiple change points in the correlation matrix. (2017). Wied, Dominik ; Galeano, Pedro. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:26:y:2017:i:2:d:10.1007_s11749-016-0513-3. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Alternative Bayesian compression in Vector Autoregressions and related models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:216. Full description at Econpapers \|\| Download paper
2016	Alternatives to large VAR, VARMA and multivariate stochastic volatility models. (2016). Tsionas, Mike. In: Working Papers. RePEc:bog:wpaper:217. Full description at Econpapers \|\| Download paper
2016	HEGY test under seasonal heterogeneity. (2016). Politis, Dimitris . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2q4054kf. Full description at Econpapers \|\| Download paper
2016	EU Structural Funds and Regional Income Convergence - A Sobering Experience. (2016). Schmidt, Christoph ; Mitze, Timo ; Breidenbach, Philipp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11210. Full description at Econpapers \|\| Download paper
2016	Testing for deterministic seasonality in mixed-frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, TomÃÂ¡s. In: Economics Letters. RePEc:eee:ecolet:v:149:y:2016:i:c:p:20-24. Full description at Econpapers \|\| Download paper
2016	Testing for Granger causality in large mixed-frequency VARs. (2016). Smeekes, Stephan ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:418-432. Full description at Econpapers \|\| Download paper
2016	Combining forecasts from successive data vintages: An application to U.S. growth. (2016). Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B ; Urbain, Jean-Pierre . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:61-74. Full description at Econpapers \|\| Download paper
2016	xtdcce: Estimating Dynamic Common Correlated Effects in Stata. (2016). Ditzen, Jan. In: SEEC Discussion Papers. RePEc:hwe:seecdp:1601. Full description at Econpapers \|\| Download paper
2016	Sparse Change-point HAR Models for Realized Variance. (2016). Dufays, Arnaud. In: Cahiers de recherche. RePEc:lvl:crrecr:1607. Full description at Econpapers \|\| Download paper
2016	Accounting for Multiplicity in Inference on Economics Journal Rankings. (2016). Parmeter, Christopher ; Horrace, William. In: Working Papers. RePEc:mia:wpaper:2016-08. Full description at Econpapers \|\| Download paper
2016	BIAS-CORRECTED COMMON CORRELATED EFFECTS POOLED ESTIMATION IN HOMOGENEOUS DYNAMIC PANELS. (2016). Everaert, Gerdie ; De Vos, Ignace. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:16/920. Full description at Econpapers \|\| Download paper
2016	Integrated likelihoods in parametric survival models for highly clustered censored data. (2016). Cortese, Giuliana ; Sartori, Nicola. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:22:y:2016:i:3:d:10.1007_s10985-015-9337-9. Full description at Econpapers \|\| Download paper
2016	Testing for Deterministic Seasonality in Mixed-Frequency VARs. (2016). Hecq, Alain ; del Barrio Castro, TomÃÂ¡s. In: DEA Working Papers. RePEc:ubi:deawps:76. Full description at Econpapers \|\| Download paper
2016	Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp235. Full description at Econpapers \|\| Download paper
2016	Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178. Full description at Econpapers \|\| Download paper
2016	EU structural funds and regional income convergence: A sobering experience. (2016). Schmidt, Christoph ; Mitze, Timo ; Breidenbach, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:608. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2015-30. Full description at Econpapers \|\| Download paper
2015	Gold, currencies and market efficiency. (2015). VoÅ¡vrda, Miloslav ; KriÅ¡toufek, Ladislav ; Vosvrda, Miloslav . In: Papers. RePEc:arx:papers:1510.08615. Full description at Econpapers \|\| Download paper
2015	Econometricians Have Their Moments: GMM at 32. (2015). Dungey, Mardi ; Hall, Alastair R ; Tian, Jing ; Alexeev, Vitali. In: The Economic Record. RePEc:bla:ecorec:v:91:y:2015:i::p:1-24. Full description at Econpapers \|\| Download paper
2015	Is there a Debt-Threshold Effect on Output Growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5434. Full description at Econpapers \|\| Download paper
2015	Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Bernhofen, Daniel ; Li, Jianan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5580. Full description at Econpapers \|\| Download paper
2015	Democracy and Income: taking parameter heterogeneity and cross-country dependency into account. (2015). Sequeira, Tiago. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2015_10. Full description at Econpapers \|\| Download paper
2015	Adding Flexibility to Markov Switching Models. (2015). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509. Full description at Econpapers \|\| Download paper
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r2. Full description at Econpapers \|\| Download paper
2015	Unbiased Instrumental Variables Estimation under Known First-Stage Sign. (2015). Andrews, Isaiah ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1984r3. Full description at Econpapers \|\| Download paper
2015	Education and regional mobility in Europe. (2015). Weiss, Christoph T. In: Economics of Education Review. RePEc:eee:ecoedu:v:49:y:2015:i:c:p:129-141. Full description at Econpapers \|\| Download paper
2015	A modified test against spurious long memory. (2015). Kruse, Robinson. In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:34-38. Full description at Econpapers \|\| Download paper
2015	Half-lives of currencies and aggregation bias. (2015). MacDonald, Ronald ; Kunkler, Michael . In: Economics Letters. RePEc:eee:ecolet:v:135:y:2015:i:c:p:58-60. Full description at Econpapers \|\| Download paper
2015	The multivariate BeveridgeâNelson decomposition with I(1) and I(2) series. (2015). Murasawa, Yasutomo. In: Economics Letters. RePEc:eee:ecolet:v:137:y:2015:i:c:p:157-162. Full description at Econpapers \|\| Download paper
2015	Binary response correlated random coefficient panel data models. (2015). Liang, Zhongwen ; Gao, Yichen . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:2:p:421-434. Full description at Econpapers \|\| Download paper
2015	Identification and estimation of games with incomplete information using excluded regressors. (2015). Lewbel, Arthur ; Tang, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:1:p:229-244. Full description at Econpapers \|\| Download paper
2015	A misspecification test for multiplicative error models of non-negative time series processes. (2015). Saart, Patrick ; GAO, Jiti ; Kim, Namhyun . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:346-359. Full description at Econpapers \|\| Download paper
2015	A Bayesian stochastic frontier analysis of Chinese fossil-fuel electricity generation companies. (2015). Chen, Zhongfei ; Borges, Maria ; Barros, Carlos Pestana. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:136-144. Full description at Econpapers \|\| Download paper
2015	Carbon dioxide emissions reduction in Chinas transport sector: A dynamic VAR (vector autoregression) approach. (2015). Lin, Boqiang ; Xu, Bin. In: Energy. RePEc:eee:energy:v:83:y:2015:i:c:p:486-495. Full description at Econpapers \|\| Download paper
2015	Higher order comoments of multifactor models and asset allocation. (2015). Boudt, Kris ; Peeters, Benedict ; Lu, Wanbo . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:225-233. Full description at Econpapers \|\| Download paper
2015	Third-country effects on the exchange rate. (2015). Mark, Nelson ; Berg, Kimberly. In: Journal of International Economics. RePEc:eee:inecon:v:96:y:2015:i:2:p:227-243. Full description at Econpapers \|\| Download paper
2015	The impact of commercial sweeping on the demand for monetary assets during the Great Recession. (2015). Jones, Barry ; Fleissig, Adrian R. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:412-422. Full description at Econpapers \|\| Download paper
2015	Financial markets integration: A vector error-correction approach. (2015). Oanea, Dumitru-Cristian . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:12:y:2015:i:2:p:153-161. Full description at Econpapers \|\| Download paper
2015	Modeling energy price dynamics: GARCH versus stochastic volatility. (2015). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2015-20. Full description at Econpapers \|\| Download paper
2015	A Bayesian model comparison for trend-cycle decompositions of output. (2015). Grant, Angelia ; Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-31. Full description at Econpapers \|\| Download paper
2015	Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric. In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers \|\| Download paper
2015	Specification tests for time-varying parameter models with stochastic volatility. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-42. Full description at Econpapers \|\| Download paper
2015	Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). . In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130. Full description at Econpapers \|\| Download paper
2015	Foreign exchange predictability during the financial crisis: implications for carry trade profitability. (2015). Liu, Xiaochun ; Gospodinov, Nikolay ; Anatolyev, Stanislav ; Jamali, Ibrahim. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-06. Full description at Econpapers \|\| Download paper
2015	Is there a debt-threshold effect on output growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander. In: Globalization Institute Working Papers. RePEc:fip:feddgw:245. Full description at Econpapers \|\| Download paper
2015	Cost-benefit framework for policy action to navigate food price spikes. FOODSECURE Working Paper No 33.. (2015). Kalkuhl, Matthias ; Haile, Mekbib ; Kornher, Lukas ; Kozicka, Marta. In: FOODSECURE Working papers. RePEc:fsc:fspubl:33. Full description at Econpapers \|\| Download paper
2015	A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: Working Papers. RePEc:hka:wpaper:2015-017. Full description at Econpapers \|\| Download paper
2015	Is There a Debt-threshold Effect on Output Growth?. (2015). Raissi, Mehdi ; Mohaddes, Kamiar ; Chudik, Alexander ; Pesaran, Hashem M. In: IMF Working Papers. RePEc:imf:imfwpa:15/197. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Garcia, Jorge Luis ; Hojman, Andres ; Elango, Sneha . In: IZA Discussion Papers. RePEc:iza:izadps:dp9476. Full description at Econpapers \|\| Download paper
2015	Welfare Consequences of Information Aggregation and Optimal Market Size. (2015). Hajargasht, Gholamreza ; Griffiths, William E. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1190. Full description at Econpapers \|\| Download paper
2015	Early Childhood Education. (2015). Heckman, James ; Hojman, Andres ; Garcia, Jorge Luis ; Elango, Sneha . In: NBER Working Papers. RePEc:nbr:nberwo:21766. Full description at Econpapers \|\| Download paper
2015	Globalization and Its (Dis-)Content: Trade Shocks and Voting Behavior. (2015). Heblich, Stephan ; Gold, Robert ; Dippel, Christian. In: NBER Working Papers. RePEc:nbr:nberwo:21812. Full description at Econpapers \|\| Download paper
2015	Assessing Market (Dis)Integration in Early Modern China and Europe. (2015). Morgan, Stephen ; Eberhardt, Markus ; Bernhofen, Daniel ; Li, Jianan. In: Discussion Papers. RePEc:not:notgep:15/12. Full description at Econpapers \|\| Download paper
2015	The Common Factor of Bilateral U.S. Exchange Rates: What is it Related to?. (2015). Wang, Ben ; Sheen, Jeffrey ; Ponomareva, Natalia. In: MPRA Paper. RePEc:pra:mprapa:68966. Full description at Econpapers \|\| Download paper
2015	Decoupling land values in residential property prices: smoothing methods for hedonic imputed price indices. (2015). Rambaldi, Alicia ; McAllister, Ryan ; Fletcher, Cameron S. In: Discussion Papers Series. RePEc:qld:uq2004:549. Full description at Econpapers \|\| Download paper
2015	Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07. Full description at Econpapers \|\| Download paper
2015	Effect of health on labor supply of elderly. (2015). Roshchin, Sergey ; Lyashok, Victor. In: Applied Econometrics. RePEc:ris:apltrx:0275. Full description at Econpapers \|\| Download paper
2015	Visa waivers, multilateral resistance and international tourism: some evidence from Israel. (2015). Rubin, Ziv ; Beenstock, Michael ; Felsenstein, Daniel. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:8:y:2015:i:3:p:357-371. Full description at Econpapers \|\| Download paper
2015	Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach. (2015). Grassi, Stefano ; Delle Monache, Davide ; Santucci, Paolo . In: Studies in Economics. RePEc:ukc:ukcedp:1511. Full description at Econpapers \|\| Download paper
2015	The Role of Spatial and Temporal Structure for Residential Rent Predictions. (2015). FÃÂ¼ss, Roland ; Fuess, Roland ; Koller, Jan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:23. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets. (2014). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: CREATES Research Papers. RePEc:aah:create:2014-22. Full description at Econpapers \|\| Download paper
2014	IV-BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME-VARYING VARIANCE. (2014). Demetrescu, Matei ; Tarcolea, Adina I. ; Hanck, Christoph . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:5:p:393-406. Full description at Econpapers \|\| Download paper
2014	Gravity Equations: Workhorse,Toolkit, and Cookbook. (2014). Head, Keith ; Mayer, Thierry. In: Handbook of International Economics. RePEc:eee:intchp:4-131. Full description at Econpapers \|\| Download paper
2014	Comparison, utility, and partition of dependence under absolutely continuous and singular distributions. (2014). Soofi, Ehsan S. ; Jalali, Nima Y. ; Ebrahimi, Nader. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:131:y:2014:i:c:p:32-50. Full description at Econpapers \|\| Download paper
2014	Changing statistical significance with the amount of information: The adaptive Î± significance level. (2014). Pericchi, Luis Raul ; Perez, Maria-Eglee. In: Statistics & Probability Letters. RePEc:eee:stapro:v:85:y:2014:i:c:p:20-24. Full description at Econpapers \|\| Download paper
2014	Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France. (2014). JÃÂ©gourel, Yves ; Chiappini, RaphaÃÂ«l ; Jegourel, Yves. In: GREDEG Working Papers. RePEc:gre:wpaper:2014-34. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Halla, Martin ; Posekany, Alexandra ; Fruhwirth-Schnatter, Sylvia ; Pruckner, Gerald J.. In: IZA Discussion Papers. RePEc:iza:izadps:dp8024. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Schober, Thomas ; Pruckner, Gerald ; Halla, Martin ; Fruhwirth-Schnatter, Sylvia ; Posekany, Alexandra . In: CDL Aging, Health, Labor working papers. RePEc:jku:cdlwps:wp1501. Full description at Econpapers \|\| Download paper
2014	The Quantity and Quality of Children: A Semi-Parametric Bayesian IV Approach. (2014). Pruckner, Gerald ; Halla, Martin ; Posekany, Alexandra ; Schober, Thomas ; Fruhwirth-Schnatter, Sylvia . In: Economics working papers. RePEc:jku:econwp:2014_03. Full description at Econpapers \|\| Download paper
2014	Parental Response to Early Human Capital Shocks: Evidence from the Chernobyl Accident. (2014). Pruckner, Gerald ; Halla, Martin ; Fruhwirth-Schnatter, Sylvia ; Schober, Thomas ; Posekany, Alexandra . In: NRN working papers. RePEc:jku:nrnwps:2014_02. Full description at Econpapers \|\| Download paper
2014	Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave. (2014). Wagner, Helga ; Fruhwirth-Schnatter, Sylvia ; Jacobi, Liana . In: NRN working papers. RePEc:jku:nrnwps:2014_12. Full description at Econpapers \|\| Download paper
2014	Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (2014). Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N.. In: Working Papers. RePEc:mnh:wpaper:36668. Full description at Econpapers \|\| Download paper
2014	Robust linear static panel data models using epsilon-contamination. (2014). Lacroix, Guy ; Chaturvedi, Anoop ; BRESSON, Georges ; Baltagi, Badi. In: MPRA Paper. RePEc:pra:mprapa:59896. Full description at Econpapers \|\| Download paper
2014	Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai. In: Working Papers. RePEc:qmw:qmwecw:714. Full description at Econpapers \|\| Download paper
2014	Fat-tails in VAR Models. (2014). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai. In: Working Papers. RePEc:qmw:qmwecw:wp714. Full description at Econpapers \|\| Download paper
2014	On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14. (2014). van Dijk, Herman ; Ceyhan Darendeli, Sanli ; ÃakmaklÄ±, Cem ; and Herman K. van Dijk, ; Basturk, Nalan ; Cakmakli, Cem . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140085. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Journal of Econometrics / Elsevier	74
2	MPRA Paper / University Library of Munich, Germany	46
3	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	45
4	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	44
5	Tinbergen Institute Discussion Papers / Tinbergen Institute	35
6	Economic Modelling / Elsevier	34
7	International Journal of Forecasting / Elsevier	33
8	Computational Statistics & Data Analysis / Elsevier	27
9	Energy Economics / Elsevier	26
10	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	24
11	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	19

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.