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Econometrics Journal / Royal Economic Society

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
52
Impact Factor
0
5 Years IF
0
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 0.09 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 1 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 2 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 3 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 4 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 4 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 6 0 0 0 0 0.09
1998 0 0.26 0.53 0 17 17 316 7 15 0 0 0 7 0.41 0.12
1999 0.76 0.27 0.51 0.76 18 35 1072 16 33 17 13 17 13 0 3 0.17 0.13
2000 0.77 0.32 0.88 0.77 13 48 1693 34 75 35 27 35 27 1 2.9 4 0.31 0.14
2001 1.45 0.35 1.16 1.1 21 69 736 65 155 31 45 48 53 0 3 0.14 0.15
2002 1.5 0.37 1.23 1.32 26 95 695 112 272 34 51 69 91 1 0.9 11 0.42 0.19
2003 1.06 0.4 1.56 1.53 22 117 1117 174 454 47 50 95 145 1 0.6 10 0.45 0.19
2004 1.44 0.44 1.93 2.13 29 146 1699 275 736 48 69 100 213 0 17 0.59 0.2
2005 1.78 0.45 1.85 1.78 25 171 621 316 1053 51 91 111 198 0 6 0.24 0.21
2006 1.43 0.46 2.01 1.63 23 194 349 379 1443 54 77 123 201 0 3 0.13 0.2
2007 0.88 0.42 1.78 1.51 29 223 499 390 1840 48 42 125 189 0 7 0.24 0.18
2008 1 0.44 2.36 2.02 32 255 709 597 2442 52 52 128 259 0 13 0.41 0.2
2009 1.08 0.43 1.81 1.51 37 292 970 524 2970 61 66 138 209 0 23 0.62 0.21
2010 0.96 0.43 1.78 1.19 17 309 500 548 3520 69 66 146 174 0 6 0.35 0.18
2011 1.17 0.45 1.81 1.07 27 336 1183 609 4129 54 63 138 147 1 0.2 17 0.63 0.2
2012 2.25 0.45 2.37 1.85 0 336 0 797 4926 44 99 142 263 0 0 0.19
2013 4.48 0.5 2.62 2.58 0 336 0 881 5807 27 121 113 291 0 0 0.21
2014 0 0.51 2.77 3.47 0 336 0 930 6737 0 81 281 0 0 0.2
2015 0 0.5 2.64 4.34 0 336 0 888 7625 0 44 191 0 0 0.19
2016 0 0.5 2.75 4.22 0 336 0 923 8548 0 27 114 0 0 0.18
2017 0 0.5 2.42 0 0 336 0 814 9362 0 0 0 0 0.18
2018 0 0.54 2.14 0 0 336 0 718 10080 0 0 0 0 0.21
2019 0 0.58 2.02 0 0 336 0 678 10758 0 0 0 0 0.21
2020 0 0.75 2.18 0 0 336 0 733 11491 0 0 0 0 0.29
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
12000Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

1051
21999Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

396
32011A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

392
42003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

379
52004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

352
62000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

349
72005Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

341
82003Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

310
92011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

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269
102008A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

260
112001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

241
122009Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

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236
132004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

232
141999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

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210
151999Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

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208
162010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

Full description at Econpapers || Download paper

197
172004Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

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187
182004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

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156
192002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

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145
202002Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

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143
212010Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

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132
222007The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502.

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115
232004Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

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111
242002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

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108
251998A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. (1998). Krolzig, Hans-Martin ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c47-c75.

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103
262004Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

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102
272001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

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93
282000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

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90
292011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

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87
302011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

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85
312006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

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83
322004Testing linearity in cointegrating smooth transition regressions. (2004). Saikkonen, Pentti ; Choi, In. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:341-365.

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80
332009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

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80
342007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

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79
351998Bayesian inference on GARCH models using the Gibbs sampler. (1998). Lubrano, Michel ; Bauwens, Luc. In: Econometrics Journal. RePEc:ect:emjrnl:v:1:y:1998:i:conferenceissue:p:c23-c46.

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78
362009Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

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76
372003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

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72
381999Cointegration rank inference with stationary regressors in VAR models. (1999). Rahbek, Anders ; Mosconi, Rocco. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:76-91.

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71
392001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

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70
402004Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231.

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68
412008Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325.

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67
421999Inference for Lorenz curve orderings. (1999). Dardanoni, Valentino ; Forcina, Antonio. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:49-75.

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65
432000BUGS for a Bayesian analysis of stochastic volatility models. (2000). Yu, Jun. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:198-215.

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65
442004A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error. (2004). pittis, nikitas ; Panopoulou, Ekaterini. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:585-617.

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62
452003A full-factor multivariate GARCH model. (2003). Vrontos, Ioannis ; Dellaportas, Petros ; Politis, D. N.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:2:p:312-334.

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60
462008A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, G.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395.

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58
472011Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303.

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58
482001Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36.

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56
491999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:202-219.

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56
502000Signal extraction and the formulation of unobserved components models. (2000). Koopman, Siem Jan ; Harvey, Andrew. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:84-107.

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55
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Testing for stationarity in heterogeneous panel data. (2000). Hadri, Kaddour. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:148-161.

Full description at Econpapers || Download paper

189
22011A simple approach to quantile regression for panel data. (2011). Canay, Ivan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:368-386.

Full description at Econpapers || Download paper

129
32004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects. (2004). Greene, William. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:98-119.

Full description at Econpapers || Download paper

103
42008A bias-adjusted LM test of error cross-section independence. (2008). Yamagata, Takashi ; Ullah, Aman ; Pesaran, M. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127.

Full description at Econpapers || Download paper

88
52011Weak and strong cross‐section dependence and estimation of large panels. (2011). Pesaran, M ; Chudik, Alexander ; Tosetti, Elisa . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c45-c90.

Full description at Econpapers || Download paper

86
62003Critical values for multiple structural change tests. (2003). Perron, Pierre ; Bai, Jushan. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:72-78.

Full description at Econpapers || Download paper

85
72009Realized kernels in practice: trades and quotes. (2009). Shephard, Neil ; Lunde, Asger ; Barndorff-Nielsen, Ole ; Hansen, Reinhard P.. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c1-c32.

Full description at Econpapers || Download paper

73
82003Dynamic panel estimation and homogeneity testing under cross section dependence *. (2003). Sul, Donggyu ; Phillips, Peter. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:217-259.

Full description at Econpapers || Download paper

68
92000Cointegration analysis in the presence of structural breaks in the deterministic trend. (2000). Nielsen, Bent ; Mosconi, Rocco ; Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:2:p:216-249.

Full description at Econpapers || Download paper

53
102010The weak instrument problem of the system GMM estimator in dynamic panel data models. (2010). Windmeijer, Frank ; Bun, Maurice ; Maurice J. G. Bun, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:1:p:95-126.

Full description at Econpapers || Download paper

46
112007The Tobit model with a non-zero threshold. (2007). Sun, Yixiao ; Carson, Richard. In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:3:p:488-502.

Full description at Econpapers || Download paper

44
122010Specification and estimation of social interaction models with network structures. (2010). Liu, Xiaodong ; Lee, Lung-Fei ; Lin, XU. In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:145-176.

Full description at Econpapers || Download paper

41
132004Oil prices and exchange rates: Norwegian evidence. (2004). Akram, Qaisar. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:476-504.

Full description at Econpapers || Download paper

36
142005Breaking the panels: An application to the GDP per capita. (2005). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep ; del Barrio-Castro, Tomas . In: Econometrics Journal. RePEc:ect:emjrnl:v:8:y:2005:i:2:p:159-175.

Full description at Econpapers || Download paper

34
151999Some tests for parameter constancy in cointegrated VAR-models. (1999). Johansen, Soren. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:306-333.

Full description at Econpapers || Download paper

33
162011The Hausman test in a Cliff and Ord panel model. (2011). Pfaffermayr, Michael ; Mutl, Jan. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:48-76.

Full description at Econpapers || Download paper

29
172011Non‐parametric time‐varying coefficient panel data models with fixed effects. (2011). Li, Degui ; GAO, Jiti ; Chen, Jia. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:3:p:387-408.

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27
182002Exact interpretation of dummy variables in semilogarithmic equations. (2002). van Garderen, Kees Jan ; Shah, Chandra ; vanGARDEREN, KeesJan . In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:149-159.

Full description at Econpapers || Download paper

25
192004Some cautions on the use of panel methods for integrated series of macroeconomic data. (2004). Osbat, Chiara ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:322-340.

Full description at Econpapers || Download paper

23
202004Pooling of forecasts. (2004). Hendry, David ; Clements, Michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:1-31.

Full description at Econpapers || Download paper

21
212008A bootstrap procedure for panel data sets with many cross-sectional units. (2008). Kapetanios, G.. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:377-395.

Full description at Econpapers || Download paper

20
222009Two-step series estimation of sample selection models. (2009). Newey, Whitney. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s217-s229.

Full description at Econpapers || Download paper

20
232011Short‐term forecasts of euro area GDP growth. (2011). Rünstler, Gerhard ; Reichlin, Lucrezia ; Giannone, Domenico ; Camba-Mendez, Gonzalo ; Angelini, Elena ; Runstler, Gerhard ; CambaMendez, Gonzalo . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c25-c44.

Full description at Econpapers || Download paper

19
242001Fiscal forecasting: The track record of the IMF, OECD and EC. (2001). Marcellino, Massimiliano ; artis, michael. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:s20-s36.

Full description at Econpapers || Download paper

18
252001Likelihood-based cointegration tests in heterogeneous panels. (2001). Lyhagen, Johan ; Lothgren, Mickael ; Larsson, Rolf. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:41.

Full description at Econpapers || Download paper

18
262002Model selection tests for nonlinear dynamic models. (2002). Rivers, Douglas ; Vuong, Quang. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:1:p:1-39.

Full description at Econpapers || Download paper

18
272009On the impact of error cross-sectional dependence in short dynamic panel estimation. (2009). Sarafidis, Vasilis ; Robertson, Donald. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:1:p:62-81.

Full description at Econpapers || Download paper

17
282004Two-stage quantile regression when the first stage is based on quantile regression. (2004). MULLER, Christophe ; Kim, Tae-Hwan. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:218-231.

Full description at Econpapers || Download paper

17
292006Specification and simulated likelihood estimation of a non-normal treatment-outcome model with selection: Application to health care utilization. (2006). Trivedi, Pravin ; Deb, Partha. In: Econometrics Journal. RePEc:ect:emjrnl:v:9:y:2006:i:2:p:307-331.

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16
302009Identification of peer effects using group size variation. (2009). FOUGERE, DENIS ; D'Haultfoeuille, Xavier ; Davezies, Laurent. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:397-413.

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312001Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process. (2001). Trenkler, Carsten ; Saikkonen, Pentti ; Lütkepohl, Helmut. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:2:p:8.

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322008Representation theorem for convex nonparametric least squares. (2008). Kuosmanen, Timo. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:2:p:308-325.

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331999Data mining reconsidered: encompassing and the general-to-specific approach to specification search. (1999). Perez, Stephen ; Hoover, Kevin. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:2:p:167-191.

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341999Statistical algorithms for models in state space using SsfPack 2.2. (1999). Shephard, Neil ; Koopman, Siem Jan ; Doornik, Jurgen. In: Econometrics Journal. RePEc:ect:emjrnl:v:2:y:1999:i:1:p:107-160.

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352000Non-monotonic hazard functions and the autoregressive conditional duration model. (2000). Grammig, Joachim ; Maurer, Kai-Oliver . In: Econometrics Journal. RePEc:ect:emjrnl:v:3:y:2000:i:1:p:16-38.

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362010Theory and inference for a Markov switching GARCH model. (2010). Rombouts, Jeroen ; Bauwens, Luc ; Preminger, Arie ; Jeroen V. K. Rombouts, . In: Econometrics Journal. RePEc:ect:emjrnl:v:13:y:2010:i:2:p:218-244.

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372011Fully modified narrow‐band least squares estimation of weak fractional cointegration. (2011). Nielsen, Morten ; Frederiksen, Per . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:77-120.

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382002Distributions of error correction tests for cointegration. (2002). MacKinnon, James ; Ericsson, Neil. In: Econometrics Journal. RePEc:ect:emjrnl:v:5:y:2002:i:2:p:285-318.

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392004Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations. (2004). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:1:p:272-306.

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402011Test statistics for prospect and Markowitz stochastic dominances with applications. (2011). Wong, Wing-Keung ; Li, Hua ; Bai, Zhidong ; Liu, Huixia . In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:278-303.

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412007Selection correction in panel data models: An application to the estimation of females wage equations. (2007). dustmann, christian ; María Engracia Rochina-Barra, . In: Econometrics Journal. RePEc:ect:emjrnl:v:10:y:2007:i:2:p:263-293.

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422009Efficient GMM with nearly-weak instruments. (2009). Renault, Eric ; Antoine, Bertille. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s135-s171.

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432008Heterogeneity, state dependence and health. (2008). Halliday, Timothy. In: Econometrics Journal. RePEc:ect:emjrnl:v:11:y:2008:i:3:p:499-516.

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442011Misspecification in moment inequality models: back to moment equalities?. (2011). Ponomareva, Maria ; Tamer, Elie. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:2:p:186-203.

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452009An arbitrage-free generalized Nelson--Siegel term structure model. (2009). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, . In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:3:p:c33-c64.

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462011A hierarchical factor analysis of U.S. housing market dynamics. (2011). Ng, Serena ; Moench, Emanuel. In: Econometrics Journal. RePEc:ect:emjrnl:v:14:y:2011:i:1:p:c1-c24.

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472001Nonlinear econometric models with cointegrated and deterministically trending regressors. (2001). Phillips, Peter ; Park, Joon ; Chang, Yoosoon. In: Econometrics Journal. RePEc:ect:emjrnl:v:4:y:2001:i:1:p:1-36.

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482003Modelling sample selection using Archimedean copulas. (2003). Smith, Murray D.. In: Econometrics Journal. RePEc:ect:emjrnl:v:6:y:2003:i:1:p:99-123.

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492004Forecasting in dynamic factor models using Bayesian model averaging. (2004). Potter, Simon ; Koop, Gary. In: Econometrics Journal. RePEc:ect:emjrnl:v:7:y:2004:i:2:p:550-565.

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502009More on monotone instrumental variables. (2009). Pepper, John ; Manski, Charles. In: Econometrics Journal. RePEc:ect:emjrnl:v:12:y:2009:i:s1:p:s200-s216.

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