Citation analysis for University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.5

5 Years IF

0.63

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	0.13	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	0.19	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	0.12
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.12
1998	0	0.24	0.22	0	27	27	243	6	6	0		0			0	6	0.22	0.15
1999	0.52	0.32	0.33	0.52	27	54	203	18	24	27	14	27	14		0	3	0.11	0.21
2000	0.59	0.47	0.36	0.59	40	94	171	34	58	54	32	54	32	2	5.9	1	0.03	0.2
2001	0.52	0.4	0.44	0.47	22	116	680	50	109	67	35	94	44	2	4	6	0.27	0.22
2002	0.85	0.41	0.61	0.66	25	141	157	85	195	62	53	116	77	9	10.6	4	0.16	0.23
2003	0.91	0.42	0.67	0.61	14	155	68	104	299	47	43	141	86	3	2.9	8	0.57	0.24
2004	0.54	0.47	0.73	0.75	18	173	119	126	425	39	21	128	96	1	0.8	5	0.28	0.27
2005	0.94	0.49	0.56	0.61	16	189	38	105	530	32	30	119	73	3	2.9	3	0.19	0.29
2006	0.59	0.48	0.62	0.84	19	208	57	128	658	34	20	95	80	8	6.3	9	0.47	0.27
2007	0.51	0.41	0.49	0.43	13	221	70	108	767	35	18	92	40	2	1.9	3	0.23	0.22
2008	0.69	0.46	0.45	0.44	13	234	78	106	873	32	22	80	35	5	4.7	13	1	0.23
2009	0.96	0.43	0.47	0.54	13	247	19	116	989	26	25	79	43	1	0.9	1	0.08	0.23
2010	0.31	0.37	0.37	0.42	14	261	86	96	1085	26	8	74	31	3	3.1	2	0.14	0.2
2011	0.26	0.47	0.41	0.38	5	266	10	109	1194	27	7	72	27	1	0.9	2	0.4	0.25
2012	0.84	0.5	0.44	0.66	8	274	2	119	1314	19	16	58	38	3	2.5	1	0.13	0.26
2013	0.31	0.52	0.37	0.53	9	283	85	105	1419	13	4	53	28	3	2.9	3	0.33	0.24
2014	0.59	0.54	0.38	0.49	18	301	48	114	1533	17	10	49	24	3	2.6		0	0.28
2015	0.96	0.54	0.44	0.69	13	314	99	138	1671	27	26	54	37	4	2.9	6	0.46	0.28
2016	0.71	0.57	0.47	0.72	13	327	14	155	1826	31	22	53	38	1	0.6	2	0.15	0.29
2017	0.69	0.58	0.47	0.61	13	340	34	160	1986	26	18	61	37	7	4.4	8	0.62	0.28
2018	0.73	0.6	0.45	0.89	11	351	5	158	2144	26	19	66	59	3	1.9	4	0.36	0.31
2019	0.5	0.65	0.38	0.63	11	362	9	136	2280	24	12	68	43	4	2.9	5	0.45	0.38

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

#	Year	Title	Cited
1	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	427
2	1999	Occasional Structural Breaks and Long Memory. (1999). Granger, Clive ; Granger,Clive W. J., ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4d60t4jh. Full description at Econpapers \|\| Download paper	73
3	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	66
4	2013	Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1st3n7z7. Full description at Econpapers \|\| Download paper	65
5	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	54
6	2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana MarÃÂa ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5. Full description at Econpapers \|\| Download paper	52
7	1998	Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk. Full description at Econpapers \|\| Download paper	50
8	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	41
9	2001	Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7. Full description at Econpapers \|\| Download paper	40
10	2015	The double power law in consumption and implications for testing Euler equations. (2015). Toda, Alexis Akira ; Walsh, Kieran. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1jh2795s. Full description at Econpapers \|\| Download paper	38
11	2001	Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn. Full description at Econpapers \|\| Download paper	38
12	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	36
13	2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f. Full description at Econpapers \|\| Download paper	31
14	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	31
15	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	30
16	2003	Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jk0j5jh. Full description at Econpapers \|\| Download paper	28
17	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	27
18	2002	Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f. Full description at Econpapers \|\| Download paper	27
19	2000	A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9. Full description at Econpapers \|\| Download paper	26
20	2015	NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS. (2015). Elliott, Graham ; Watson, Mark W ; Muller, Ulrich K. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jp0q0fx. Full description at Econpapers \|\| Download paper	24
21	2007	Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535. Full description at Econpapers \|\| Download paper	24
22	2007	On the Origins of Comparative Advantage. (2007). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt07g7g8h8. Full description at Econpapers \|\| Download paper	23
23	2008	Exogenous vs. Endogenous Separation. (2008). Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0qb196qd. Full description at Econpapers \|\| Download paper	21
24	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	21
25	2006	The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839. Full description at Econpapers \|\| Download paper	21
26	1998	Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt49k7n14z. Full description at Econpapers \|\| Download paper	19
27	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	19
28	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	18
29	2001	Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd. Full description at Econpapers \|\| Download paper	17
30	2002	Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt59s2g5j5. Full description at Econpapers \|\| Download paper	17
31	2001	Estimation of Copula Models for Time Series of Possibly Different Length. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3fc1c8hw. Full description at Econpapers \|\| Download paper	16
32	2010	Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd. Full description at Econpapers \|\| Download paper	16
33	2005	The Dynamic Beveridge Curve. (2005). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4m04n09h. Full description at Econpapers \|\| Download paper	16
34	2010	Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb. Full description at Econpapers \|\| Download paper	15
35	1999	Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Segal, Uzi ; Sobel, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9xf8836g. Full description at Econpapers \|\| Download paper	15
36	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6b2236xm. Full description at Econpapers \|\| Download paper	15
37	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	15
38	2000	Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp. Full description at Econpapers \|\| Download paper	14
39	2015	Trade and tasks: an exploration over three decades in Germany. (2015). Becker, Sascha ; Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1bz6c0js. Full description at Econpapers \|\| Download paper	14
40	2014	Time Use and Productivity: The WageÃ Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc. Full description at Econpapers \|\| Download paper	14
41	2007	The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry. (2007). Basker, Emek ; Noel, Michael . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nq8d4sm. Full description at Econpapers \|\| Download paper	13
42	1998	Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt89x293v9. Full description at Econpapers \|\| Download paper	13
43	1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk. Full description at Econpapers \|\| Download paper	13
44	1998	Identifying the Effect of Unemployment on Crime. (1998). Winter-Ebmer, Rudolf ; Raphael, Steven. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5hb4h56g. Full description at Econpapers \|\| Download paper	13
45	2008	Household Need for Liquidity and the Credit Card Debt Puzzle. (2008). Telyukova, Irina. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4c67r71r. Full description at Econpapers \|\| Download paper	13
46	1998	Spurious Regressions with Stationary Series. (1998). Granger, Clive ; Granger,Clive W. J., ; Jeon, Yongil ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r3353t8. Full description at Econpapers \|\| Download paper	13
47	2000	Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j. Full description at Econpapers \|\| Download paper	12
48	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	12
49	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas ; Becker, Sascha. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fc22575. Full description at Econpapers \|\| Download paper	12
50	1999	Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7. Full description at Econpapers \|\| Download paper	12

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

#	Year	Title	Cited
1	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	54
2	2013	Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1st3n7z7. Full description at Econpapers \|\| Download paper	31
3	2015	The double power law in consumption and implications for testing Euler equations. (2015). Toda, Alexis Akira ; Walsh, Kieran. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1jh2795s. Full description at Econpapers \|\| Download paper	23
4	2015	NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS. (2015). Elliott, Graham ; Watson, Mark W ; Muller, Ulrich K. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jp0q0fx. Full description at Econpapers \|\| Download paper	19
5	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	19
6	2001	Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd. Full description at Econpapers \|\| Download paper	9
7	2017	Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw. Full description at Econpapers \|\| Download paper	9
8	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	9
9	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	8
10	2015	Should We Go One Step Further? Ã An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt58r2z98m. Full description at Econpapers \|\| Download paper	7
11	2017	Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments. (2017). Toda, Alexis Akira ; Farmer, Leland. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jk1h0kk. Full description at Econpapers \|\| Download paper	7
12	2010	Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb. Full description at Econpapers \|\| Download paper	7
13	2016	Forecasting in Economics and Finance. (2016). Elliott, Graham ; Timmermann, Allan G. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6z55v472. Full description at Econpapers \|\| Download paper	6
14	2019	Simple Local Polynomial Density Estimators. (2019). Ma, Xinwei ; Jansson, Michael ; Cattaneo, Matias D. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9vt997qn. Full description at Econpapers \|\| Download paper	6
15	2005	Estimation and Inference in Panel Structure Models. (2005). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5tf1231k. Full description at Econpapers \|\| Download paper	5
16	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	5
17	2001	Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn. Full description at Econpapers \|\| Download paper	4
18	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	4
19	2014	Time Use and Productivity: The WageÃ Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc. Full description at Econpapers \|\| Download paper	4
20	2015	The Empiricists Insurgency. (2015). Matanock, Aila ; Berman, Eli. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5zs4h0sh. Full description at Econpapers \|\| Download paper	4
21	2015	Trade and tasks: an exploration over three decades in Germany. (2015). Becker, Sascha ; Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1bz6c0js. Full description at Econpapers \|\| Download paper	4
22	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	4
23	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	4
24	2014	Tropical countries may be willing to pay more to protect their forests.. (2014). Ahmad, Ismariah ; Schwabe, Kurt A ; Deshazo, J R ; Carson, Richard T ; Vincent, Jeffrey R ; Potts, Matthew D ; Chang, Yii Tan ; Chong, Siew Kook. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3w77c50q. Full description at Econpapers \|\| Download paper	4
25	2014	Pre and post break parameter inference. (2014). Elliott, Graham ; Muller, Ulrich K. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4j733246. Full description at Econpapers \|\| Download paper	4
26	2015	Group Polarization in a Model of Information Aggregation. (2015). Sobel, Joel ; Roux, Nicolas . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt78t320tr. Full description at Econpapers \|\| Download paper	3
27	2017	Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk. Full description at Econpapers \|\| Download paper	3
28	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	3
29	2017		3
30	2014	Fixed-smoothing Asymptotics and Asymptotic F and t TestsÃ in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8479f4s2. Full description at Econpapers \|\| Download paper	3
31	2017	A note on pre-play communication. (2017). Sobel, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt68d1t1xg. Full description at Econpapers \|\| Download paper	3
32	2015	Group Polarization in a Model of Information Aggregation. (2015). Sobel, Joel ; Roux, Nicolas . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64g6x4t0. Full description at Econpapers \|\| Download paper	3
33	2010	Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd. Full description at Econpapers \|\| Download paper	3
34	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	3
35	2016	The Effects of a Temporary Migration Shock: Evidence from the Arab Spring Migration through Italy. (2016). Labanca, Claudio. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fz17847. Full description at Econpapers \|\| Download paper	2
36	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	2
37	2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana MarÃÂa ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5. Full description at Econpapers \|\| Download paper	2
38	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	2
39	2018	Political Alignment, Attitudes Toward Government and Tax Evasion. (2018). Turner, Nick ; Cullen, Julie ; Washington, Ebonya L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6t47w08g. Full description at Econpapers \|\| Download paper	2
40	2017	Electoral cycles in government employment: Evidence from US gubernatorial elections. (2017). Cahan, Dodge. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8wn83441. Full description at Econpapers \|\| Download paper	2
41	2015	Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf. Full description at Econpapers \|\| Download paper	2
42	2010	The Unobserved Returns to Entrepreneurship. (2010). Sarada, Sarada. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt04b3p1p0. Full description at Econpapers \|\| Download paper	2
43	2018	Political Alignment, Attitudes Toward Government and Tax Evasion. (2018). Cullen, Julie ; Washington, Ebonya L ; Turner, Nicholas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3vr614rc. Full description at Econpapers \|\| Download paper	2
44	2006	The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839. Full description at Econpapers \|\| Download paper	2
45	2001	Estimation of Copula Models for Time Series of Possibly Different Length. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3fc1c8hw. Full description at Econpapers \|\| Download paper	2
46	2017	An invitation to market design. (2017). Kominers, Scott ; Crawford, Vincent ; Teytelboym, Alexander. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3xp2110t. Full description at Econpapers \|\| Download paper	2
47	2013		2
48	2016	New Directions for Modelling Strategic Behavior: Game-Theoretic Models of Communication, Coordination, and Cooperation in Economic Relationships. (2016). Crawford, Vincent P. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt94x5t6vn. Full description at Econpapers \|\| Download paper	2
49	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	2
50	2019	Two-Step Estimation and Inference with Possibly Many Included Covariates. (2019). Jansson, Michael ; Ma, Xinwei ; Cattaneo, Matias D. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt86c7x315. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 12

Year	Title
2019	Exploiting ergodicity in forecasts of corporate profitability. (2019). MilakoviÄ, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:147. Full description at Econpapers \|\| Download paper
2019	Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2019). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: 2019 Meeting Papers. RePEc:red:sed019:152. Full description at Econpapers \|\| Download paper
2019	Wealth distribution with random discount factors. (2019). Toda, Alexis Akira. In: Journal of Monetary Economics. RePEc:eee:moneco:v:104:y:2019:i:c:p:101-113. Full description at Econpapers \|\| Download paper
2019	Smoothed GMM for quantile models. (2019). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:1:p:121-144. Full description at Econpapers \|\| Download paper
2019	Explaining Hours Worked Across and Within Countries: Income Effects vs. Taxes and Transfers. (2019). Lagakos, David ; Bick, Alexander ; Fuchs-Schundeln, Nicola ; Tsujiyama, Hitoshi. In: 2019 Meeting Papers. RePEc:red:sed019:1363. Full description at Econpapers \|\| Download paper
2019	Geometrically stopped Markovian random growth processes and Pareto tails. (2019). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431. Full description at Econpapers \|\| Download paper
2019	Data-based Automatic Discretization of Nonparametric Distributions. (2019). Toda, Alexis Akira. In: Papers. RePEc:arx:papers:1805.00896. Full description at Econpapers \|\| Download paper
2019	Weak Ï-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207. Full description at Econpapers \|\| Download paper
2019	Assessments of Gaseous and Particulate Matter Emissions from Biomass Combustion and their Effect on Human Health. (2019). Lajili, Marzouk. In: Biomedical Journal of Scientific & Technical Research. RePEc:abf:journl:v:17:y:2019:i:2:p:12681-12688. Full description at Econpapers \|\| Download paper
2019	Natural capital market design. (2019). Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:35:y:2019:i:1:p:138-161.. Full description at Econpapers \|\| Download paper
2019	Iterated weak dominance and interval-dominance supermodular games. (2018). Sobel, Joel. In: Theoretical Economics. RePEc:the:publsh:2904. Full description at Econpapers \|\| Download paper
2019	Strategic cautiousness as an expression of robustness to ambiguity. (2019). Zuazo-Garin, Peio ; Ziegler, Gabriel. In: Economics Working Papers. RePEc:upf:upfgen:1630. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	lpdensity: Local Polynomial Density Estimation and Inference. (2019). Jansson, Michael ; Cattaneo, Matias ; Ma, Xinwei. In: Papers. RePEc:arx:papers:1906.06529. Full description at Econpapers \|\| Download paper
2019	An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: Papers. RePEc:arx:papers:1910.00641. Full description at Econpapers \|\| Download paper
2019	An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation. (2019). Wang, Xuexin ; Sun, Yixiao. In: Papers. RePEc:arx:papers:1911.03771. Full description at Econpapers \|\| Download paper
2019
2019	Non-separable models with high-dimensional data. (2019). Su, Liangjun ; Ura, Takuya ; Zhang, Yichong. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:646-677. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Tax Morale and the Role of Social Norms and Reciprocity. Evidence from a Randomized Survey Experiment. (2018). Peichl, Andreas ; Doerrenberg, Philipp ; Dorrenberg, Philipp. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7149. Full description at Econpapers \|\| Download paper
2018	Tax Morale and the Role of Social Norms and Reciprocity: Evidence from a Randomized Survey Experiment. (2018). Peichl, Andreas ; Doerrenberg, Philipp. In: IZA Discussion Papers. RePEc:iza:izadps:dp11714. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5n29f260. Full description at Econpapers \|\| Download paper
2017	Government Ideology and Economic Policy-Making in the United States. (2017). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6444. Full description at Econpapers \|\| Download paper
2017	The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517. Full description at Econpapers \|\| Download paper
2017	Huggett economies with multiple stationary equilibria. (2017). Toda, Alexis Akira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:77-90. Full description at Econpapers \|\| Download paper
2017	Evasive lying in strategic communication. (2017). Werner, Peter ; Khalmetski, Kiryl ; Rockenbach, Bettina. In: Journal of Public Economics. RePEc:eee:pubeco:v:156:y:2017:i:c:p:59-72. Full description at Econpapers \|\| Download paper
2017	Huggett Economies with Multiple Stationary Equilibria. (2017). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78984. Full description at Econpapers \|\| Download paper
2017	The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:79009. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models. (2016). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:78980. Full description at Econpapers \|\| Download paper
2016	Zipfs Law: A Microfoundation. (2016). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78985. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	42
2	Journal of Econometrics / Elsevier	191	31
3	MPRA Paper / University Library of Munich, Germany	90	30
4	Energy Economics / Elsevier	118	22
5	University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego	22	19
6	Economic Modelling / Elsevier	58	19
7	NBER Working Papers / National Bureau of Economic Research, Inc	243	18
8	International Review of Economics & Finance / Elsevier	40	12
9	IZA Discussion Papers / Institute of Labor Economics (IZA)	94	12
10	Journal of Empirical Finance / Elsevier	62	12
11	CESifo Working Paper Series / CESifo Group Munich	64	11