[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]
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 16 |
2 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 11 |
3 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 10 |
4 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 9 |
5 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 7 |
6 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 6 |
7 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 6 |
8 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 6 |
9 | 2014 | Demand Estimation with High-Dimensional Product Characteristics. (2014). Gillen, Benjamin J ; Moon, Hyungsik Roger ; Shum, Matthew. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034020. Full description at Econpapers || Download paper | 4 |
10 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 4 |
11 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 3 |
12 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 3 |
13 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 3 |
14 | 2014 | Fixed-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 |
15 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 3 |
16 | 2017 | Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs: *. (2017). Bartalotti, Otavio ; He, Yang ; Calhoun, Gray. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018. Full description at Econpapers || Download paper | 3 |
17 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 2 |
18 | 2016 | Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation. (2016). Fiorentini, Gabriele ; Sentana, Enrique ; Galesi, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035006. Full description at Econpapers || Download paper | 2 |
19 | 2016 | How 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 |
20 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 2 |
21 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 2 |
22 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 2 |
23 | 2016 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 2 |
24 | 2017 | Party 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 |
25 | 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events. (2016). Calabrese, Raffaella ; Elkink, Johan A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037012. Full description at Econpapers || Download paper | 2 |
26 | 2016 | Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples. (2016). Pace, Kelley R ; Lesage, James P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037008. Full description at Econpapers || Download paper | 2 |
27 | 2014 | Assessing 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. Full description at Econpapers || Download paper | 1 |
28 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 1 |
29 | 2016 | A Simple Consistent Nonparametric Estimator of the Lorenz Curve. (2016). Yvette, YU ; Li, QI ; Wu, Ximing. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036028. Full description at Econpapers || Download paper | 1 |
30 | 2014 | Assessing Bayesian Model Comparison in Small Samples. (2014). Martinez-Garcia, Enrique ; Wynne, Mark A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006. Full description at Econpapers || Download paper | 1 |
31 | 2017 | Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 1 |
32 | 2016 | A Likelihood-Free Reverse Sampler of the Posterior Distribution. (2016). Forneron, Jean-Jacques ; Ng, Serena. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036020. Full description at Econpapers || Download paper | 1 |
33 | 2014 | Copula Analysis of Correlated Counts. (2014). Lee, Esther Hee . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034021. Full description at Econpapers || Download paper | 1 |
34 | 2014 | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk. (2014). Hansen, Bruce E. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033001. Full description at Econpapers || Download paper | 1 |
35 | 2016 | A Class of Nonparametric Density Derivative Estimators Based on Global Lipschitz Conditions. (2016). Mynbaev, Kairat ; Aipenova, Aziza ; Martins-Filho, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036026. Full description at Econpapers || Download paper | 1 |
36 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 1 |
37 | 2016 | Dating 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. Full description at Econpapers || Download paper | 1 |
38 | 2014 | Test 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. Full description at Econpapers || Download paper | 1 |
39 | 2014 | Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison. (2014). Burda, Martin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034008. Full description at Econpapers || Download paper | 1 |
40 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 1 |
41 | 2016 | Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023. Full description at Econpapers || Download paper | 1 |
42 | 2014 | Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns. (2014). Wan, Chi ; Xiao, Zhijie. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033020. Full description at Econpapers || Download paper | 1 |
43 | 2016 | Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case. (2016). Koelbl, Lukas ; Deistler, Manfred ; Felsenstein, Elisabeth ; Braumann, Alexander . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035002. Full description at Econpapers || Download paper | 1 |
44 | 2016 | Semiparametric 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. Full description at Econpapers || Download paper | 1 |
45 | 2014 | Testing for Cointegration in Markov Switching Error Correction Models. (2014). Hu, Liang ; Shin, Yongcheol. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033005. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 16 |
2 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 9 |
3 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 8 |
4 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 6 |
5 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 6 |
6 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 6 |
7 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 6 |
8 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 4 |
9 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 3 |
10 | 2017 | Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs: *. (2017). Bartalotti, Otavio ; He, Yang ; Calhoun, Gray. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018. Full description at Econpapers || Download paper | 3 |
11 | 2014 | Fixed-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 |
12 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 3 |
13 | 2017 | Party 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 |
14 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 2 |
15 | 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events. (2016). Calabrese, Raffaella ; Elkink, Johan A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037012. Full description at Econpapers || Download paper | 2 |
16 | 2016 | Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples. (2016). Pace, Kelley R ; Lesage, James P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037008. Full description at Econpapers || Download paper | 2 |
17 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 2 |
18 | 2016 | How 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 |
19 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 2 |
20 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 2 |
21 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 2 |
22 | 2016 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 2 |
23 | 2016 | Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation. (2016). Fiorentini, Gabriele ; Sentana, Enrique ; Galesi, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035006. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2018 | Threshold 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. Full description at Econpapers || Download paper | |
2018 | Interstate 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. Full description at Econpapers || Download paper | |
2018 | Debt 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. Full description at Econpapers || Download paper | |
2018 | Measuring the Signaling Effect of the ECBâs Asset Purchase Programme at the Effective Lower Bound. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:87084. Full description at Econpapers || Download paper | |
2018 | Asset 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. Full description at Econpapers || Download paper | |
2018 | A 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. Full description at Econpapers || Download paper | |
2018 | Efficient 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. Full description at Econpapers || Download paper | |
2018 | Panel models with interactive effects. (2018). Hsiao, Cheng. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:645-673. Full description at Econpapers || Download paper | |
2018 | Estimation 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. Full description at Econpapers || Download paper | |
2018 | Smart 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. Full description at Econpapers || Download paper | |
2018 | Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation. (2018). Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11560. Full description at Econpapers || Download paper | |
2018 | Regression Discontinuity Designs Using Covariates. (2018). Titiunik, Rocio ; Cattaneo, Matias ; Farrell, Max H ; Calonico, Sebastian. In: Papers. RePEc:arx:papers:1809.03904. Full description at Econpapers || Download paper | |
2018 | Optimal 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. Full description at Econpapers || Download paper | |
2018 | Give 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. Full description at Econpapers || Download paper | |
2018 | Revisiting 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. Full description at Econpapers || Download paper | |
2018 | Revisiting 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. Full description at Econpapers || Download paper | |
2018 | Averaging estimators for kernel regressions. (2018). Liu, Chu-An. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:102-105. Full description at Econpapers || Download paper | |
2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:84275. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Forecasting with High-Dimensional Panel VARs. (2018). Koop, Gary ; Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:18-20. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Unified estimation of densities on bounded and unbounded domains. (2018). Martins-Filho, Carlos ; Mynbayev, Kairat. In: MPRA Paper. RePEc:pra:mprapa:87044. Full description at Econpapers || Download paper | |
2018 | Nowcasting 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. Full description at Econpapers || Download paper | |
2018 | The 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. Full description at Econpapers || Download paper | |
2018 | Price and income elasticity of Indian exportsâThe 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. Full description at Econpapers || Download paper | |
2018 | Crowding-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. Full description at Econpapers || Download paper | |
2018 | Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, H ; Jarrett, U. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1851. Full description at Econpapers || Download paper | |
2018 | Optimal 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. Full description at Econpapers || Download paper | |
2018 | Oil Price Volatility, Financial Institutions and Economic Growth. (2018). Mohaddes, Kamiar ; Mohtadi, Hamid ; Jarrett, Uchechukwu. In: Working Papers. RePEc:erg:wpaper:1230. Full description at Econpapers || Download paper | |
2018 | Two-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. Full description at Econpapers || Download paper | |
2018 | Debt 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. Full description at Econpapers || Download paper | |
2018 | Housing 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. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2017 | Lowering 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. Full description at Econpapers || Download paper | |
2017 | Optimal bandwidth selection for local linear estimation of discontinuity in density. (2017). Jales, Hugo ; Yu, Zhengfei ; Ma, Jun. In: Economics Letters. RePEc:eee:ecolet:v:153:y:2017:i:c:p:23-27. Full description at Econpapers || Download paper | |
2017 | Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers || Download paper | |
2016 | Measuring the effect of the zero lower bound on monetary policy. (2016). Nechio, Fernanda ; Hsu, Eric ; Carvalho, Carlos. In: Working Paper Series. RePEc:fip:fedfwp:2016-06. Full description at Econpapers || Download paper | |
2016 | Quantitative Easing: An Underappreciated Success. (2016). Gagnon, Joseph. In: Policy Briefs. RePEc:iie:pbrief:pb16-4. Full description at Econpapers || Download paper | |
2016 | Measuring the Effect of the Zero Lower Bound on Monetary Policy. (2016). Hsu, Eric ; Carvalho, Carlos ; de Carvalho, Carlos Viana. In: Textos para discussão. RePEc:rio:texdis:649. Full description at Econpapers || Download paper | |
2016 | Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling. (2016). Hong, Yongmiao ; Yang, Wei ; Wang, Shouyang ; Han, AI. In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:12:p:1917-1928. Full description at Econpapers || Download paper |