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Econometrics Journal / Royal Economic Society

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
17
Impact Factor
1.95
5 Years IF
1.28
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 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 1 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 1 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 1 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 2 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 10 0 0 0 0 0.21
2010 0 0.44 0 0 0 0 0 14 0 0 0 0 0.18
2011 0 0.46 0.5 0 10 10 285 1 19 0 0 0 1 0.1 0.21
2012 0.8 0.47 0.42 0.8 26 36 151 14 34 10 8 10 8 0 6 0.23 0.19
2013 0.67 0.53 0.72 0.67 25 61 250 44 78 36 24 36 24 0 17 0.68 0.22
2014 1.29 0.55 1.12 1.33 22 83 112 92 171 51 66 61 81 0 5 0.23 0.21
2015 1.7 0.55 1.66 1.86 19 102 80 169 340 47 80 83 154 0 6 0.32 0.21
2016 0.8 0.56 1.17 1.27 18 120 63 140 480 41 33 102 130 1 0.7 1 0.06 0.2
2017 0.73 0.58 0.99 0.82 21 141 34 139 619 37 27 110 90 0 1 0.05 0.21
2018 0.92 0.7 1.06 0.85 18 159 109 168 787 39 36 105 89 0 13 0.72 0.28
2019 1.95 0.88 1.36 1.28 0 159 0 217 1004 39 76 98 125 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
12011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

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145
22018Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68.

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64
32011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

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54
42013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

49
52011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

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35
62013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

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29
72013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

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28
82013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

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25
92014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

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22
102013Identification and inference in a simultaneous equation under alternative information sets and sampling schemes. (2013). Kiviet, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s24-s59.

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22
11Instrumental regression in partially linear models. (2012). Van Bellegem, Sebastien ; Johannes, Jan ; VanBellegem, Sebastien ; Florens, JeanPierre . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:304-324.

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22
122015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

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20
132018The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135.

Full description at Econpapers || Download paper

20
142012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

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19
152013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

19
162016Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60.

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19
172011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

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18
182012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

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16
192012Estimation of dynamic latent variable models using simulated non‐parametric moments. (2012). Kristensen, Dennis ; Creel, Michael. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:490-515.

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16
202018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:170-191.

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16
212011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24.

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16
222012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

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15
232013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

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14
242011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

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14
252012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

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14
262013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors. (2013). Carrion-i-Silvestre, Josep ; Bai, Jushan ; CarrioniSilvestre, Josep Lluis . In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:222-249.

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13
272013Orthogonal to backward mean transformation for dynamic panel data models. (2013). Everaert, Gerdie. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:179-221.

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13
282016Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94.

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13
292012Unit root tests for panel data with AR(1) errors and small T. (2012). Dhaene, Geert ; De Blander, Rembert ; Deblander, Rembert . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:101-124.

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13
302016An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32.

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12
312014Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23.

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12
322014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

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12
332014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

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11
342014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

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11
352012Misspecification tests based on quantile residuals. (2012). Kalliovirta, Leena. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:358-393.

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10
362014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

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10
372011Testing for sphericity in a fixed effects panel data model. (2011). Kao, Chihwa ; Feng, Qu ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:25-47.

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9
382015Identification and estimation of single‐index models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362.

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9
392015More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66.

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9
402015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

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9
412015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

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9
422014A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

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8
432013Local NLLS estimation of semi‐parametric binary choice models. (2013). Khan, Shakeeb ; Blevins, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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8
442013Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429.

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8
452012Testing for common trends in semi‐parametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100.

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7
462017Peer effects in bedtime decisions among adolescents: a social network model with sampled data. (2017). Liu, Xiaodong ; Rainone, Edoardo ; Patacchini, Eleonora. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s103-s125.

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7
472013Instrumental variables estimation and inference in the presence of many exogenous regressors. (2013). Anatolyev, Stanislav. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:27-72.

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7
482013Estimation and inference for impulse response functions from univariate strongly persistent processes. (2013). Kapetanios, George ; Baillie, Richard T.. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:373-399.

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7
492015Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435.

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6
502012Breakdown point theory for implied probability bootstrap. (2012). Otsu, Taisuke ; Camponovo, Lorenzo. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:32-55.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Double/debiased machine learning for treatment and structural parameters. (2018). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:1:p:c1-c68.

Full description at Econpapers || Download paper

63
22011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c45-c90.

Full description at Econpapers || Download paper

51
32018The wild bootstrap for few (treated) clusters. (2018). Webb, Matthew ; MacKinnon, James. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:114-135.

Full description at Econpapers || Download paper

20
42013Identification of treatment response with social interactions. (2013). Manski, Charles. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:s1-s23.

Full description at Econpapers || Download paper

19
52018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production. (2018). Simar, Leopold ; Wilson, Paul W ; Daraio, Cinzia. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:2:p:170-191.

Full description at Econpapers || Download paper

16
62011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; CambaMendez, Gonzalo ; Runstler, Gerhard. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c25-c44.

Full description at Econpapers || Download paper

16
72016Generalized dynamic factor models and volatilities: recovering the market volatility shocks. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c33-c60.

Full description at Econpapers || Download paper

14
82013A heteroskedasticity and autocorrelation robust F test using an orthonormal series variance estimator. (2013). Sun, Yixiao. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:1-26.

Full description at Econpapers || Download paper

13
92016Nonlinear panel data estimation via quantile regressions. (2016). Arellano, Manuel ; Bonhomme, Stephane. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c61-c94.

Full description at Econpapers || Download paper

12
102013Heteroscedasticity‐robust C(p) model averaging. (2013). Okui, Ryo ; LIU, QINGFENG. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472.

Full description at Econpapers || Download paper

12
112011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:48-76.

Full description at Econpapers || Download paper

11
122016An overview of the estimation of large covariance and precision matrices. (2016). Liao, Yuan ; Fan, Jianqing ; Liu, Han. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32.

Full description at Econpapers || Download paper

10
132015Likelihood‐based dynamic factor analysis for measurement and forecasting. (2015). Koopman, Siem Jan ; Jungbacker, Borus . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c1-c21.

Full description at Econpapers || Download paper

9
142011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:c1-c24.

Full description at Econpapers || Download paper

8
152011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:77-120.

Full description at Econpapers || Download paper

7
162017Peer effects in bedtime decisions among adolescents: a social network model with sampled data. (2017). Liu, Xiaodong ; Rainone, Edoardo ; Patacchini, Eleonora. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s103-s125.

Full description at Econpapers || Download paper

7
172015More reliable inference for the dissimilarity index of segregation. (2015). Windmeijer, Frank ; Davidson, Russell ; Allen, Rebecca ; Burgess, Simon. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66.

Full description at Econpapers || Download paper

7
182016Using mixtures in econometric models: a brief review and some new results. (2016). Compiani, Giovanni ; Kitamura, Yuichi. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:c95-c127.

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6
192013A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices. (2013). Qu, Zhongjun ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:309-339.

Full description at Econpapers || Download paper

6
202012Non‐parametric detection and estimation of structural change. (2012). Kristensen, Dennis. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:3:p:420-461.

Full description at Econpapers || Download paper

6
212015On bootstrap validity for specification tests with weak instruments. (2015). Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:1:p:137-146.

Full description at Econpapers || Download paper

5
222014Identification‐robust inference for endogeneity parameters in linear structural models. (2014). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:165-187.

Full description at Econpapers || Download paper

5
232014Multivariate variance targeting in the BEKK–GARCH model. (2014). Rahbek, Anders ; Pedersen, Rasmus. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:24-55.

Full description at Econpapers || Download paper

5
242014Testing for the stochastic dominance efficiency of a given portfolio. (2014). Whang, Yoon-Jae ; LINTON, OLIVER ; Post, Thierry. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s59-s74.

Full description at Econpapers || Download paper

5
252011Quantile regression models with factor‐augmented predictors and information criterion. (2011). Ando, Tomohiro ; Tsay, Ruey S.. In: Econometrics Journal. RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24.

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5
262017Indirect inference in spatial autoregression. (2017). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:168-189.

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5
272014Improved Lagrange multiplier tests in spatial autoregressions. (2014). Rossi, Francesca ; Robinson, Peter M.. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:139-164.

Full description at Econpapers || Download paper

5
282012Testing for rational bubbles in a coexplosive vector autoregression. (2012). Nielsen, Bent ; Engsted, Tom. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:2:p:226-254.

Full description at Econpapers || Download paper

5
292016Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small. (2016). Lee, Lung-Fei ; Qu, XI ; Wang, Xiaoliang. In: Econometrics Journal. RePEc:wly:emjrnl:v:19:y:2016:i:3:p:261-290.

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4
302013Estimating and testing multiple structural changes in linear models using band spectral regressions. (2013). Yamamoto, Yohei ; Perron, Pierre. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:3:p:400-429.

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312013Local NLLS estimation of semi‐parametric binary choice models. (2013). Khan, Shakeeb ; Blevins, Jason. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:2:p:135-160.

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322013Estimation of spatial autoregressive models with randomly missing data in the dependent variable. (2013). Lee, Lung-Fei ; Wang, Wei. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:73-102.

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332014Weighted composite quantile regression estimation of DTARCH models. (2014). Jiang, Jiancheng ; Song, Xinyuan. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:1:p:1-23.

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342012Incorporating covariates in the measurement of welfare and inequality: methods and applications. (2012). Hsu, Yu-Chin ; Donald, Stephen ; Barrett, Garry. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c1-c30.

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352012Statistical inference in the presence of heavy tails. (2012). Davidson, Russell. In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53.

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362018CCE in panels with general unknown factors. (2018). , Joakimwesterlund ; Westerlund, Joakim. In: Econometrics Journal. RePEc:wly:emjrnl:v:21:y:2018:i:3:p:264-276.

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372012Testing for common trends in semi‐parametric panel data models with fixed effects. (2012). Su, Liangjun ; Phillips, Peter ; Zhang, Yonghui ; Peter C. B. Phillips, . In: Econometrics Journal. RePEc:wly:emjrnl:v:15:y:2012:i:1:p:56-100.

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382015A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction. (2015). Demos, Antonis ; Arvanitis, Stelios. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:200-241.

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392017A survey of some recent applications of optimal transport methods to econometrics. (2017). Galichon, Alfred. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:2:p:c1-c11.

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402015Economic theory and forecasting: lessons from the literature. (2015). Giacomini, Raffaella. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:c22-c41.

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412015Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements. (2015). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Chang, Minsu . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:307-346.

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422013Standardized LM tests for spatial error dependence in linear or panel regressions. (2013). Yang, Zhenlin ; Baltagi, Badi. In: Econometrics Journal. RePEc:wly:emjrnl:v:16:y:2013:i:1:p:103-134.

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432015Testing for structural change under non‐stationary variances. (2015). Xu, Keli . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:2:p:274-305.

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442014Common breaks in time trends for large panel data with a factor structure. (2014). Kim, Dukpa. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:301-337.

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452015Identification and estimation of single‐index models with measurement error and endogeneity. (2015). Hu, Yingyao ; Woutersen, Tiemen ; Shiu, Jiliang . In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:347-362.

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462017My friend far, far away: a random field approach to exponential random graph models. (2017). Boucher, Vincent ; Mourifie, Ismael. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s14-s46.

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472014A social interaction model with an extreme order statistic. (2014). Lee, Lung-Fei ; Tao, Ji. In: Econometrics Journal. RePEc:wly:emjrnl:v:17:y:2014:i:3:p:197-240.

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482015Confidence sets for the break date based on optimal tests. (2015). Yamamoto, Yohei ; Kurozumi, Eiji. In: Econometrics Journal. RePEc:wly:emjrnl:v:18:y:2015:i:3:p:412-435.

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492017Multiple fixed effects in binary response panel data models. (2017). Charbonneau, Karyne B. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s1-s13.

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502017Estimation of social‐influence‐dependent peer pressure in a large network game. (2017). Xu, Haiqing ; Lin, Zhongjian. In: Econometrics Journal. RePEc:wly:emjrnl:v:20:y:2017:i:3:p:s86-s102.

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Citing documents used to compute impact factor: 76
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2019
2019Testing treatment effect heterogeneity in regression discontinuity designs. (2019). Shen, Shu ; Hsu, Yu-Chin. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:468-486.

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2019A likelihood ratio test for spatial model selection. (2019). Lee, Lung-Fei ; Liu, Tuo. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:434-458.

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2019Portal nodes screening for large scale social networks. (2019). Wang, Hansheng ; Li, Runze ; Chang, Xiangyu ; Zhu, Xuening. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:145-157.

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2019A network social interaction model with heterogeneous links. (2019). Zhou, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:50-53.

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2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: Working Papers. RePEc:hal:wpaper:halshs-02440709.

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2019Peer Effects in Networks: a Survey. (2019). Fortin, Bernard ; Djebbari, Habiba ; Bramoulle, Yann. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14260.

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2019Inference in Models of Discrete Choice with Social Interactions Using Network Data. (2019). Leung, Michael. In: Papers. RePEc:arx:papers:1911.07106.

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2019Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games. (2019). Aguirregabiria, Victor ; Marcoux, Mathieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14007.

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2019Approximation of Optimal Transport problems with marginal moments constraints. (2019). Lombardi, Damiano ; Ehrlacher, Virginie ; Coyaud, Rafael ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1905.05663.

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2019Adjusted QMLE for the spatial autoregressive parameter. (2019). Hillier, Grant ; Martellosio, Federico. In: Papers. RePEc:arx:papers:1909.08141.

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2019Continuously Updated Indirect Inference in Heteroskedastic Spatial Models. (2019). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Working Papers. RePEc:ver:wpaper:15/2019.

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2019Continuously Updated Indirect Inference in Heteroskedastic Spatial Models. (2019). Phillips, Peter ; Kyriacou, Maria ; Rossi, Francesca ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2208.

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2019A simple, graphical approach to comparing multiple treatments. (2019). Webb, Matthew ; Thompson, Brennan. In: Econometrics Journal. RePEc:oup:emjrnl:v:22:y:2019:i:2:p:188-205..

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2019Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding. (2019). Zimmert, Michael. In: Papers. RePEc:arx:papers:1809.01643.

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2019Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

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2019What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

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2019Semiparametric Difference-in-Differences with Potentially Many Control Variables. (2019). Chang, Neng-Chieh. In: Papers. RePEc:arx:papers:1812.10846.

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2019Non-Parametric Inference Adaptive to Intrinsic Dimension. (2019). Lewis, Gregory ; Syrgkanis, Vasilis ; Khosravi, Khashayar. In: Papers. RePEc:arx:papers:1901.03719.

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2019Dynamically optimal treatment allocation using Reinforcement Learning. (2019). Schilter, Claudio ; Geiecke, Friedrich ; Adusumilli, Karun. In: Papers. RePEc:arx:papers:1904.01047.

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2019Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2019What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: GLO Discussion Paper Series. RePEc:zbw:glodps:336.

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2019Peer Effects in Product Adoption. (2019). Wong, Arlene ; Strobel, Johannes ; Kuchler, Theresa ; Johnston, Drew ; Bailey, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13731.

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2019Random Forest Estimation of the Ordered Choice Model. (2019). Lechner, Michael ; Okasa, Gabriel. In: Economics Working Paper Series. RePEc:usg:econwp:2019:08.

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2019Heterogeneous Endogenous Effects in Networks. (2019). Peng, Sida. In: Papers. RePEc:arx:papers:1908.00663.

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2019Estimation of Conditional Average Treatment Effects with High-Dimensional Data. (2019). Lieli, Robert ; Zhang, Yichong ; Hsu, Yu-Chin ; Fan, Qingliang. In: Papers. RePEc:arx:papers:1908.02399.

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2019Nonparametric estimation of causal heterogeneity under high-dimensional confounding. (2019). Lechner, Michael ; Zimmert, Michael. In: Papers. RePEc:arx:papers:1908.08779.

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2019Does the Estimation of the Propensity Score by Machine Learning Improve Matching Estimation? The Case of Germanys Programmes for Long Term Unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: IZA Discussion Papers. RePEc:iza:izadps:dp12526.

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2019Does the estimation of the propensity score by machine learning improve matching estimation? The case of Germany’s programmes for long term unemployed. (2019). Lechner, Michael ; Goller, Daniel ; Wolff, Joachim ; Moczall, Andreas. In: Economics Working Paper Series. RePEc:usg:econwp:2019:10.

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2019An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: FSES Working Papers. RePEc:fri:fribow:fribow00504.

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2019Do early-ending conditional cash transfer programs crowd out school enrollment?. (2019). Wiegand, Martin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190053.

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2019De-biased Machine Learning for Compliers. (2019). Sun, Liyang ; Singh, Rahul. In: Papers. RePEc:arx:papers:1909.05244.

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2019An introduction to flexible methods for policy evaluation. (2019). Huber, Martin. In: Papers. RePEc:arx:papers:1910.00641.

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2019A Structural Model of a Multitasking Salesforce: Job Task Allocation and Incentive Plan Design. (2019). Uetake, Kosuke ; Sudhir, K ; Kim, Minkyung. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2199.

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2019Non-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.

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2019On doubly robust estimation for logistic partially linear models. (2019). Tan, Zhiqiang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:17.

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2019What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203499.

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2019Two-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.

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2019Optimal Data Collection for Randomized Control Trials. (2019). Wilhelm, Daniel ; Lee, Sokbae ; Carneiro, Pedro. In: CeMMAP working papers. RePEc:ifs:cemmap:21/19.

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2019Semi-Parametric Efficient Policy Learning with Continuous Actions. (2019). Chernozhukov, Victor ; Lewis, Greg ; Syrgkanis, Vasilis ; Demirer, Mert. In: CeMMAP working papers. RePEc:ifs:cemmap:34/19.

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2019Double debiased machine learning nonparametric inference with continuous treatments. (2019). Lee, Ying-Ying ; Colangelo, Kyle. In: CeMMAP working papers. RePEc:ifs:cemmap:54/19.

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2019Shocks to Supply Chain Networks and Firm Dynamics: An Application of Double Machine Learning. (2019). Daisuke, Miyakawa. In: Discussion papers. RePEc:eti:dpaper:19100.

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2019Using Machine Learning to Detect and Forecast Accounting Fraud. (2019). Miki, Suga ; Kengo, Shiraki ; Daisuke, Miyakawa ; Satoshi, Kondo ; Teppei, Usuki. In: Discussion papers. RePEc:eti:dpaper:19103.

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2019Peer Effects in Product Adoption. (2019). Wong, Arlene ; Stroebel, Johannes ; Kuchler, Theresa ; Johnston, Drew M ; Bailey, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:25843.

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2019Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations. (2019). Imbens, Guido ; Athey, Susan ; Munro, Evan M ; Metzger, Jonas. In: NBER Working Papers. RePEc:nbr:nberwo:26566.

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2019Corporate default forecasting with machine learning. (2019). PARLAPIANO, FABIO ; Viggiano, Gianluca ; Narizzano, Simone ; Moscatelli, Mirko. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1256_19.

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2019Reliability, economic and environmental analysis of a microgrid system in the presence of renewable energy resources. (2019). Bansal, R C ; Adefarati, T. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:1089-1114.

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2019Moving second generation biofuel manufacturing forward: Investigating economic viability and environmental sustainability considering two strategies for supply chain restructuring. (2019). Sun, Zeyi ; Kesharwani, Rajkamal ; Xiong, Haoyi ; Dagli, Cihan. In: Applied Energy. RePEc:eee:appene:v:242:y:2019:i:c:p:1467-1496.

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2019Quality and its Impact on Efficiency. (2019). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: DIAG Technical Reports. RePEc:aeg:report:2019-01.

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2019Quality and its Impact on Efficiency. (2019). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LEM Papers Series. RePEc:ssa:lemwps:2019/06.

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2019Competitive conditions and sectors’ productive efficiency: A conditional non-parametric frontier analysis. (2019). Tzeremes, Nickolaos ; POLEMIS, MICHAEL. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1104-1118.

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2019An alternative probabilistic frontier analysis to the measurement of eco-efficiency. (2019). Tzeremes, Nickolaos ; POLEMIS, MICHAEL ; Kounetas, Konstantinos. In: MPRA Paper. RePEc:pra:mprapa:93686.

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2019Exact tests on returns to scale and comparisons of production frontiers in nonparametric models. (2019). Asmild, Mette ; Kronborg, Dorte ; Ronn-Nielsen, Anders. In: IFRO Working Paper. RePEc:foi:wpaper:2019_04.

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2019Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. (2019). Wilson, Paul ; Simar, Leopold. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:756-769.

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2019A bootstrap approach for bandwidth selection in estimating conditional efficiency measures. (2019). Badin, Luiza ; Simar, Leopold ; Daraio, Cinzia ; Bdin, Luiza . In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:784-797.

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2019Natural resource abundance and healthcare efficiency in Appalachia: A robust conditional approach. (2019). Michieka, Nyakundi ; Gearhart, Richard . In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:985-996.

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2019A review of research into performance modeling in tourism research - Launching the Annals of Tourism Research curated collection on performance modeling in tourism research. (2019). Tsionas, Mike G ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:76:y:2019:i:c:p:266-277.

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2019Environmental efficiency measurement with heterogeneous input quality: A nonparametric analysis of U.S. power plants. (2019). Rodseth, Kenneth Lovold ; Hampf, Benjamin. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:610-625.

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2019The efficiency of schools in developing countries, analysed through PISA 2012 data. (2019). Zoido, Pablo ; Agasisti, Tommaso. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:68:y:2019:i:c:s0038012118303227.

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2019Technological change, technological catch-up and export orientation: evidence from Latin American Countries. (2019). Tzeremes, Nickolaos. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:52:y:2019:i:1:d:10.1007_s11123-019-00566-5.

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2019Asymptotic Theory for Clustered Samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Papers. RePEc:arx:papers:1902.01497.

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2019The Virtuous Cycle of Agreement. (2019). Xefteris, Dimitrios ; Nuñez, Matias ; Louis, Philippos ; Nuez, Matias. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:04-2019.

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2019Does More Math in High School Increase the Share of Female STEM Workers? Evidence from a Curriculum Reform. (2019). Schwerter, Jakob ; Biewen, Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp12236.

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2019Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05.

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2019Wild Bootstrap and Asymptotic Inference with Multiway Clustering. (2019). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1415.

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2019Impact of mandated exclusive territories in the US brewing industry: Evidence from scanner level data. (2019). Burgdorf, Jacob. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:63:y:2019:i:c:p:376-416.

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2019Dispelling Misconceived Beliefs about Rent Control: Insights from a Field and a Laboratory Experiment. (2019). Lopez-Mayan, Cristina ; Panades, Judith ; Busom, Isabel ; Brandts, Jordi. In: Working Papers. RePEc:bge:wpaper:1096.

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2019Asymptotic theory for clustered samples. (2019). Lee, Seojeong ; Hansen, Bruce E. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:268-290.

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2019When and How to Deal with Clustered Errors in Regression Models. (2019). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1421.

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2019The impact of election information shocks on populist party preferences: Evidence from Germany. (2019). Kellermann, Kim Leonie ; Gerling, Lena. In: CIW Discussion Papers. RePEc:zbw:ciwdps:32019.

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2019Asymptotic theory and wild bootstrap inference with clustered errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:393-412.

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2019New Evidence on the Effects of Mandatory Waiting Periods for Abortion. (2019). Lindo, Jason ; Pineda-Torres, Mayra. In: NBER Working Papers. RePEc:nbr:nberwo:26228.

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2019Before the Lunch Line: Effectiveness of Behavioral Economic Interventions for Pre-Commitment on Elementary School Children’s Food Choices. (2019). Turner-McGrievy, Gabrielle ; Blake, Christine ; Frongillo, Edward ; Ozturk, Orgul. In: MPRA Paper. RePEc:pra:mprapa:98633.

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2019Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators. (2019). Denzer, Manuel. In: Working Papers. RePEc:jgu:wpaper:1916.

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2019Adaptive Testing for Cointegration with Nonstationary Volatility. (2019). Boswijk, H. Peter ; Zu, Yang. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20190043.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Papers. RePEc:arx:papers:1810.13237.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2018Unintended Impacts from Forest Certification: Evidence from Indigenous Aka Households in Congo. (2018). Doremus, Jacqueline. In: Working Papers. RePEc:cpl:wpaper:1804.

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2018Analyzing the Aftermath of a Compensation Reduction. (2018). Sandvik, Jason ; Stanton, Christopher ; Seegert, Nathan ; Saouma, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13242.

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2018Locally robust semiparametric estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Robins, James M ; Newey, Whitney K ; Ichimura, Hidehiko. In: CeMMAP working papers. RePEc:ifs:cemmap:30/18.

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2018High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:69/18.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

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2018Lasting lending relationships and technical efficiency. Evidence on European SMEs. (2018). Agostino, Maria Rosaria ; Trivieri, Francesco ; Ruberto, Sabrina. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:50:y:2018:i:1:d:10.1007_s11123-018-0532-z.

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2018Optimal Estimation with Complete Subsets of Instruments. (2018). Shin, Youngki ; Lee, Seojeong. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-15.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

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2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Strittmatter, Anthony ; Lechner, Michael ; Knaus, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17.

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Recent citations received in 2017
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2017The Estimation of Network Formation Games with Positive Spillovers. (2017). Boucher, Vincent. In: Cahiers de recherche. RePEc:lvl:crrecr:1710.

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Recent citations received in 2016
YearCiting document
2016A quantile correlated random coefficients panel data model. (2016). Poirier, Alexandre ; Hahn, Jinyong ; Graham, Bryan ; Powell, James L. In: CeMMAP working papers. RePEc:ifs:cemmap:34/16.

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