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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
6
Impact Factor
0.55
5 Years IF
0.43
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.23
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.47 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.26
2013 0 0.52 0 0 0 0 0 0 0 0 0 0 0.24
2014 0 0.55 0.13 0 31 31 38 4 4 0 0 0 4 0.13 0.28
2015 0.16 0.54 0.16 0.16 0 31 0 5 9 31 5 31 5 0 0 0.28
2016 0.16 0.58 0.18 0.16 46 77 69 10 23 31 5 31 5 0 5 0.11 0.29
2017 0.41 0.6 0.34 0.35 12 89 21 30 53 46 19 77 27 0 3 0.25 0.3
2018 0.55 0.62 0.45 0.43 0 89 0 40 93 58 32 89 38 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
#YearTitleCited
12016Long-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

16
22017Regression 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

11
32014Adaptive 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

10
42016Modeling 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

9
52014Stable 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
62016Specification 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

6
72016Common 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

6
82016Semiparametric 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

6
92014Demand Estimation with High-Dimensional Product Characteristics. (2014). Gillen, Benjamin J ; Moon, Hyungsik Roger ; Shum, Matthew. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034020.

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4
102017The 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

4
112014Bayesian 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

3
122016A 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

3
132017Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003.

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3
142014Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002.

Full description at Econpapers || Download paper

3
152016Group 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

3
162017Bootstrap 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

3
172016Nowcasting 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

2
182016Fast 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

2
192016How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Han, Jaepil ; Sickles, Robin ; Ryu, Deockhyun . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017.

Full description at Econpapers || Download paper

2
202014Model 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
212017Testing 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
222014Limit 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
232016Model 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

2
242017Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012.

Full description at Econpapers || Download paper

2
252016Estimating 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
262016Fast 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.

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2
272014Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets. (2014). Maynard, Alex ; Ren, Dongmeng . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033019.

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1
282016An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001.

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1
292016A Simple Consistent Nonparametric Estimator of the Lorenz Curve. (2016). Yvette, YU ; Li, QI ; Wu, Ximing. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036028.

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1
302014Assessing Bayesian Model Comparison in Small Samples. (2014). Martinez-Garcia, Enrique ; Wynne, Mark A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006.

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1
312017Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016.

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1
322016A Likelihood-Free Reverse Sampler of the Posterior Distribution. (2016). Forneron, Jean-Jacques ; Ng, Serena. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036020.

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1
332014Copula Analysis of Correlated Counts. (2014). Lee, Esther Hee . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034021.

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1
342014Asymptotic 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.

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1
352016A 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.

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1
362016Analyzing 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.

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1
372016Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach. (2016). Doz, Catherine ; Petronevich, Anna. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035012.

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1
382014Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. (2014). Baltagi, Badi H ; Liu, Long ; Kao, Chihwa. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033011.

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1
392014Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison. (2014). Burda, Martin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034008.

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1
402016Small- 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.

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1
412016Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023.

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1
422014Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns. (2014). Wan, Chi ; Xiao, Zhijie. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033020.

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1
432016Estimation 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.

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1
442016Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models. (2016). Yonghong, AN ; Dong, LI ; Cheng, Hsiao . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036011.

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1
452014Testing for Cointegration in Markov Switching Error Correction Models. (2014). Hu, Liang ; Shin, Yongcheol. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033005.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Long-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

16
22017Regression 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

9
32014Adaptive 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

8
42016Modeling 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
52016Common 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

6
62016Specification 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

6
72016Semiparametric 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

6
82017The 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

4
92014Stable 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

3
102017Bootstrap 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

3
112014Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002.

Full description at Econpapers || Download paper

3
122016Group 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

3
132017Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012.

Full description at Econpapers || Download paper

2
142014Limit 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
152016Estimating 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
162016Fast 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

2
172016A 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
182016How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Han, Jaepil ; Sickles, Robin ; Ryu, Deockhyun . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017.

Full description at Econpapers || Download paper

2
192017Testing 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
202016Nowcasting 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

2
212014Model 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
222016Model 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

2
232016Fast 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

2
Citing documents used to compute impact factor: 32
YearTitle
2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2018Interstate competition in agriculture: Cheer or fear? Evidence from the United States and China. (2018). Gong, Binlei. In: Food Policy. RePEc:eee:jfpoli:v:81:y:2018:i:c:p:37-47.

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2018Debt and growth: Is there a constant tipping point?. (2018). Yang, Lixiong ; Su, Jen-Je. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:133-143.

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2018Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084.

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2018Asset market responses to conventional and unconventional monetary policy shocks in the United States. (2018). Krippner, Leo ; Claus, Edda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:270-282.

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2018A spectral EM algorithm for dynamic factor models. (2018). Sentana, Enrique ; Galesi, Alessandro ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:249-279.

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2018Efficient Shrinkage for Generalized Linear Mixed Models Under Linear Restrictions. (2018). Thomson, T ; Hossain, S. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:80:y:2018:i:2:d:10.1007_s13171-017-0122-6.

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2018Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673.

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2018Estimation of an unbalanced panel data Tobit model with interactive effects. (2018). Ye, Xiaoqing ; Wu, Xiangjun ; Xu, Juan. In: Journal of choice modelling. RePEc:eee:eejocm:v:28:y:2018:i:c:p:108-123.

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2018Smart sentencing guidelines: The effect of marginal policy changes on recidivism. (2018). Phillips, David ; Estelle, Sarah M. In: Journal of Public Economics. RePEc:eee:pubeco:v:164:y:2018:i:c:p:270-293.

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2018Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation. (2018). Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11560.

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2018Regression Discontinuity Designs Using Covariates. (2018). Titiunik, Rocio ; Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1809.03904.

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2018Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs. (2018). Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1809.00236.

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2018Give a fish or teach fishing? Partisan affiliation of U.S. governors and the poverty status of immigrants. (2018). Keita, Sekou ; Mandon, Pierre. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:65-96.

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2018Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A Measurement Error-Corrected Regression Discontinuity Approach. (2018). Dieterle, Steven ; Brummet, Quentin ; Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11496.

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2018Revisiting the Effects of Unemployment Insurance Extensions on Unemployment: A MeasurementError-Corrected Regression Discontinuity Approach. (2018). Dieterle, Steven ; Brummet, Quentin ; Bartalotti, Otavio. In: ESE Discussion Papers. RePEc:edn:esedps:285.

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2018Averaging estimators for kernel regressions. (2018). Liu, Chu-An. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:102-105.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275.

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2018The global component of inflation volatility. (2018). Marcellino, Massimiliano ; Corsello, Francesco ; Carriero, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1170_18.

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2018Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-20.

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2018The ABC of simulation estimation with auxiliary statistics. (2018). Ng, Serena ; Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

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2018Unified estimation of densities on bounded and unbounded domains. (2018). Martins-Filho, Carlos ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:87044.

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2018Nowcasting Indonesia. (2018). Ramayandi, Arief ; Veronese, Giovanni ; Pundit, Madhavi ; Luciani, Matteo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1288-4.

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2018The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects. (2018). Jacobs, Jan ; Elhorst, J.Paul ; Haan, Jakob ; Jing, Zhongbo. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1249-y.

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2018Price and income elasticity of Indian exports—The role of supply-side bottlenecks. (2018). Raissi, Mehdi ; Tulin, Volodymyr. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:39-45.

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2018Crowding-out or crowding-in? Public and private investment in India. (2018). Raissi, Mehdi ; Tulin, Volodymyr ; Bahal, Girish. In: World Development. RePEc:eee:wdevel:v:109:y:2018:i:c:p:323-333.

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2018Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, H ; Jarrett, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1851.

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2018Optimal Government Size and Economic Growth in Developing and MENA Countries: A Dynamic Panel Threshold Analysis. (2018). Kouni, Mohamed ; Nouira, Ridha. In: Working Papers. RePEc:erg:wpaper:1256.

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2018Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, Hamid ; Jarrett, Uchechukwu. In: Working Papers. RePEc:erg:wpaper:1230.

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2018Two-scale spatial models for binary data. (2018). Hardouin, Cecile ; Cressie, Noel. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0391-1.

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2018Debt and stabilization policy: Evidence from a Euro Area FAVAR. (2018). Zubairy, Sarah ; Jackson Young, Laura ; Owyang, Michael T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:93:y:2018:i:c:p:67-91.

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2018Housing is local: Applying a dynamic unobserved factor model for the Dutch housing market. (2018). Klarl, Torben. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:79-84.

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Recent citations
Recent citations received in 2017

YearCiting document
2017Lowering the minimum age of criminal responsibility: Consequences for juvenile crime and education. (2017). Simonsen, Marianne ; Nielsen, Helena ; Larsen, Britt Ostergaard ; Damm, Anna Piil. In: Economics Working Papers. RePEc:aah:aarhec:2017-10.

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2017Optimal 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.

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2017Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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Recent citations received in 2016

YearCiting document
2016Dynamic 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.

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2016Measuring 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.

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2016Quantitative Easing: An Underappreciated Success. (2016). Gagnon, Joseph. In: Policy Briefs. RePEc:iie:pbrief:pb16-4.

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2016Measuring 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.

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2016Analysis 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.

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