Advances in Econometrics / Emerald Publishing Ltd
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
12
Impact Factor (IF)
0.43
5 Years IF
1.08
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 | |
| 2014 | 0 | 0.65 | 0.32 | 0 | 31 | 31 | 108 | 8 | 10 | 0 | 0 | 0 | 8 | 0.26 | 0.34 | |||
| 2016 | 0.35 | 0.63 | 0.42 | 0.35 | 46 | 77 | 268 | 27 | 60 | 31 | 11 | 31 | 11 | 0 | 16 | 0.35 | 0.34 | |
| 2017 | 0.7 | 0.62 | 0.63 | 0.61 | 12 | 89 | 166 | 53 | 116 | 46 | 32 | 77 | 47 | 0 | 4 | 0.33 | 0.34 | |
| 2019 | 2.33 | 0.62 | 0.86 | 0.99 | 33 | 122 | 55 | 105 | 288 | 12 | 28 | 89 | 88 | 0 | 6 | 0.18 | 0.37 | |
| 2020 | 0.42 | 0.7 | 1 | 1.2 | 16 | 138 | 9 | 138 | 426 | 33 | 14 | 91 | 109 | 0 | 5 | 0.31 | 0.72 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2017 | Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012. Full description at Econpapers || Download paper | 67 |
| 2 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 66 |
| 3 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 43 |
| 4 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 36 |
| 5 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 27 |
| 6 | 2019 | Macroeconomic Nowcasting Using Google Probabilities. (2019). Onorante, Luca ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a003. Full description at Econpapers || Download paper | 26 |
| 7 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 22 | |
| 8 | 2017 | On Interpreting the Regression Discontinuity Design as a Local Experiment. (2017). Sekhon, Jasjeet S ; Titiunik, Rocio. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038001. Full description at Econpapers || Download paper | 20 |
| 9 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 17 |
| 10 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 14 |
| 11 | 2017 | Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 14 |
| 12 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 13 |
| 13 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 12 |
| 14 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 11 |
| 15 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 10 |
| 16 | 2014 | Assessing Bayesian Model Comparison in Small Samples. (2014). Martinez-Garcia, Enrique ; Wynne, Mark A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006. Full description at Econpapers || Download paper | 10 |
| 17 | 2014 | Stable Limit Theory for the Variance Targeting Estimator. (2014). Vaynman, Igor ; Beare, Brendan K. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033018. Full description at Econpapers || Download paper | 10 |
| 18 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 10 |
| 19 | 2016 | The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival. (2016). Craioveanu, Mihaela ; Terrell, Dek . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037010. Full description at Econpapers || Download paper | 9 |
| 20 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 8 |
| 21 | 2017 | External and Internal Validity of a Geographic Quasi-Experiment Embedded in a Cluster-Randomized Experiment. (2017). Galiani, Sebastian ; Quistorff, Brian ; McEwan, Patrick J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038009. Full description at Econpapers || Download paper | 8 |
| 22 | 2016 | How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Han, Jaepil ; Sickles, Robin ; Ryu, Deockhyun . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017. Full description at Econpapers || Download paper | 8 |
| 23 | 2016 | Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach. (2016). Doz, Catherine ; Petronevich, Anna. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035012. Full description at Econpapers || Download paper | 8 |
| 24 | 2017 | The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019. Full description at Econpapers || Download paper | 8 |
| 25 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 8 |
| 26 | 2016 | Inference in Near-Singular Regression. (2016). PEter, . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036022. Full description at Econpapers || Download paper | 7 |
| 27 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 7 |
| 28 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 7 |
| 29 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 6 |
| 30 | 2014 | Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002. Full description at Econpapers || Download paper | 6 |
| 31 | 2017 | Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs: *. (2017). Bartalotti, Otavio ; He, Yang ; Calhoun, Gray. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038018. Full description at Econpapers || Download paper | 6 |
| 32 | 2014 | On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Ghysels, Eric ; Miller, Isaac J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033004. Full description at Econpapers || Download paper | 6 |
| 33 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 5 | |
| 34 | 2019 | Flexible Bayesian Quantile Regression in Ordinal Models. (2019). Karnawat, Shubham ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b011. Full description at Econpapers || Download paper | 5 |
| 35 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 5 |
| 36 | 2019 | Estimation and Applications of Quantile Regression for Binary Longitudinal Data. (2019). Vossmeyer, Angela ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b009. Full description at Econpapers || Download paper | 5 |
| 37 | 2019 | How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis. (2019). Jacobi, Liana ; Zhu, Dan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a010. Full description at Econpapers || Download paper | 5 |
| 38 | 2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2020). Pesaran, Hashem M ; Chudik, Alexander ; Mohaddes, Kamiar. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041005. Full description at Econpapers || Download paper | 5 |
| 39 | 2014 | Demand Estimation with High-Dimensional Product Characteristics. (2014). Gillen, Benjamin J ; Moon, Hyungsik Roger ; Shum, Matthew. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034020. Full description at Econpapers || Download paper | 4 |
| 40 | 2017 | The Comparative Regression Discontinuity (CRD) Design: An Overview and Demonstration of its Performance Relative to Basic RD and the Randomized Experiment. (2017). Tang, Yang ; Chiang, Hanley ; Hock, Heinrich ; Kisbu-Sakarya, Yasemin ; Cook, Thomas D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038011. Full description at Econpapers || Download paper | 4 |
| 41 | 2016 | Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments. (2016). Harding, Matthew ; Palmer, Christopher J ; Hausman, Jerry. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036016. Full description at Econpapers || Download paper | 4 |
| 42 | 2016 | A Simple Consistent Nonparametric Estimator of the Lorenz Curve. (2016). Yvette, YU ; Li, QI ; Wu, Ximing. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036028. Full description at Econpapers || Download paper | 4 |
| 43 | 2019 | Wild Bootstrap Randomization Inference for Few Treated Clusters. (2019). Webb, Matthew D ; MacKinnon, James G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320190000039003. Full description at Econpapers || Download paper | 4 |
| 44 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 4 |
| 45 | 2016 | Estimating Binary Spatial Autoregressive Models for Rare Events. (2016). Calabrese, Raffaella ; Elkink, Johan A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037012. Full description at Econpapers || Download paper | 3 |
| 46 | 2016 | Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023. Full description at Econpapers || Download paper | 3 |
| 47 | 2016 | Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach. (2016). Belvisi, Martin ; Urga, Giovanni ; Pianeti, Riccardo . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035008. Full description at Econpapers || Download paper | 3 |
| 48 | 2016 | Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case. (2016). Koelbl, Lukas ; Deistler, Manfred ; Felsenstein, Elisabeth ; Braumann, Alexander . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035002. Full description at Econpapers || Download paper | 3 |
| 49 | 2017 | An Overview of Geographically Discontinuous Treatment Assignments with an Application to Childrenââ¬â¢s Health Insurance. (2017). Keele, Luke ; Titiunik, Rocio ; Small, Dylan ; Passarella, Molly ; Lorch, Scott . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038007. Full description at Econpapers || Download paper | 3 |
| 50 | 2014 | Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. (2014). Baltagi, Badi H ; Liu, Long ; Kao, Chihwa. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033011. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | Party Bias in Union Representation Elections: Testing for Manipulation in the Regression Discontinuity Design when the Running Variable is Discrete. (2017). Frandsen, Brigham R. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038012. Full description at Econpapers || Download paper | 49 |
| 2 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 48 |
| 3 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 17 |
| 4 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 16 |
| 5 | 2019 | Macroeconomic Nowcasting Using Google Probabilities. (2019). Onorante, Luca ; Koop, Gary. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a003. Full description at Econpapers || Download paper | 14 |
| 6 | 2017 | On Interpreting the Regression Discontinuity Design as a Local Experiment. (2017). Sekhon, Jasjeet S ; Titiunik, Rocio. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038001. Full description at Econpapers || Download paper | 13 |
| 7 | 2017 | Regression Kink Design: Theory and Practice. (2017). Card, David ; Weber, Andrea ; Pei, Zhuan ; Lee, David S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038016. Full description at Econpapers || Download paper | 10 |
| 8 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 9 |
| 9 | 2016 | The Impact of Storms on Firm Survival: A Bayesian Spatial Econometric Model for Firm Survival. (2016). Craioveanu, Mihaela ; Terrell, Dek . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037010. Full description at Econpapers || Download paper | 8 |
| 10 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. Full description at Econpapers || Download paper | 8 |
| 11 | 2016 | Specification and Estimation of Bayesian Dynamic Factor Models: A Monte Carlo Analysis with an Application to Global House Price Comovement. (2016). Jackson, Laura E ; Owyang, Michael T ; Otrok, Christopher ; Kose, Ayhan M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035009. Full description at Econpapers || Download paper | 8 |
| 12 | 2017 | The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable. (2017). Pei, Zhuan ; Shen, YI. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038019. Full description at Econpapers || Download paper | 8 |
| 13 | 2017 | Identification and Estimation Using a Density Discontinuity Approach. (2017). Jales, Hugo ; Yu, Zhengfei . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038003. Full description at Econpapers || Download paper | 7 |
| 14 | 2017 | Testing Stability of Regression Discontinuity Models. (2017). Cerulli, Giovanni ; Poulsen, Alexander ; Lewbel, Arthur ; Dong, Yingying. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038013. Full description at Econpapers || Download paper | 6 |
| 15 | 2016 | Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models. (2016). Agostino, Antonello D ; Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; Dagostino, Antonello . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035014. Full description at Econpapers || Download paper | 6 |
| 16 | 2016 | Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects. (2016). Su, Liangjun ; Zhang, Yonghui. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036014. Full description at Econpapers || Download paper | 6 |
| 17 | 2014 | Assessing Bayesian Model Comparison in Small Samples. (2014). Martinez-Garcia, Enrique ; Wynne, Mark A. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034006. Full description at Econpapers || Download paper | 6 |
| 18 | 2019 | Flexible Bayesian Quantile Regression in Ordinal Models. (2019). Karnawat, Shubham ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b011. Full description at Econpapers || Download paper | 5 |
| 19 | 2019 | Estimation and Applications of Quantile Regression for Binary Longitudinal Data. (2019). Vossmeyer, Angela ; Rahman, Mohammad Arshad. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040b009. Full description at Econpapers || Download paper | 5 |
| 20 | 2017 | External and Internal Validity of a Geographic Quasi-Experiment Embedded in a Cluster-Randomized Experiment. (2017). Galiani, Sebastian ; Quistorff, Brian ; McEwan, Patrick J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038009. Full description at Econpapers || Download paper | 5 |
| 21 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 5 |
| 22 | 2020 | Identifying Global and National Output and Fiscal Policy Shocks Using a GVAR. (2020). Pesaran, Hashem M ; Chudik, Alexander ; Mohaddes, Kamiar. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041005. Full description at Econpapers || Download paper | 5 |
| 23 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 4 |
| 24 | 2016 | A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data. (2016). Han, AI ; Yun, Xin ; Wang, Shouyang ; Hong, Yongmiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036021. Full description at Econpapers || Download paper | 4 |
| 25 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 4 |
| 26 | 2016 | How to Measure Spillover Effects of Public Capital Stock: A Spatial Autoregressive Stochastic Frontier Model. (2016). Han, Jaepil ; Sickles, Robin ; Ryu, Deockhyun . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037017. Full description at Econpapers || Download paper | 4 |
| 27 | 2016 | Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach. (2016). Doz, Catherine ; Petronevich, Anna. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035012. Full description at Econpapers || Download paper | 3 |
| 28 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 3 |
| 29 | 2017 | An Overview of Geographically Discontinuous Treatment Assignments with an Application to Childrenââ¬â¢s Health Insurance. (2017). Keele, Luke ; Titiunik, Rocio ; Small, Dylan ; Passarella, Molly ; Lorch, Scott . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038007. Full description at Econpapers || Download paper | 3 |
| 30 | 2014 | Limit Theory and Inference About Conditional Distributions. (2014). Tuvaandorj, Purevdorj ; Zinde-Walsh, Victoria. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033012. Full description at Econpapers || Download paper | 3 |
| 31 | 2016 | Group Interaction in Research and the Use of General Nesting Spatial Models. (2016). Burridge, Peter ; Zigova, Katarina ; Elhorst, Paul J. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037016. Full description at Econpapers || Download paper | 3 |
| 32 | 2016 | Finite Sample BIAS Corrected IV Estimation for Weak and Many Instruments. (2016). Harding, Matthew ; Palmer, Christopher J ; Hausman, Jerry. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036016. Full description at Econpapers || Download paper | 3 |
| 33 | 2016 | Common Faith or Parting Ways? A Time Varying Parameters Factor Analysis of Euro-Area Inflation. (2016). delle Monache, Davide ; Venditti, Fabrizio ; Petrella, Ivan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035013. Full description at Econpapers || Download paper | 3 |
| 34 | 2019 | Wild Bootstrap Randomization Inference for Few Treated Clusters. (2019). Webb, Matthew D ; MacKinnon, James G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320190000039003. Full description at Econpapers || Download paper | 3 |
| 35 | 2020 | Testing Convergence Using HAR Inference. (2020). PEter, ; Kong, Jianning ; Sul, Donggyu. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041002. Full description at Econpapers || Download paper | 2 |
| 36 | 2020 | Growth Empirics: a Bayesian Semiparametric Model With Random Coefficients for a Panel of OECD Countries. (2020). Bresson, Georges ; Baltagi, Badi H ; Etienne, Jean-Michel. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000041007. Full description at Econpapers || Download paper | 2 |
| 37 | 2019 | How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis. (2019). Jacobi, Liana ; Zhu, Dan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a010. Full description at Econpapers || Download paper | 2 |
| 38 | 2019 | Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire. (2019). Shen, Rallye Q ; Chen, Heng. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320190000039004. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | Semiparametric Estimation of Partially Linear Varying Coefficient Panel Data Models. (2016). Yonghong, AN ; Dong, LI ; Cheng, Hsiao . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036011. Full description at Econpapers || Download paper | 2 |
| 40 | 2016 | Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach. (2016). Belvisi, Martin ; Urga, Giovanni ; Pianeti, Riccardo . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035008. Full description at Econpapers || Download paper | 2 |
| 41 | 2019 | Can Internet Match High-quality Traditional Surveys? Comparing the Health and Retirement Study and its Online Version. (2019). Finley, Brian ; Angrisani, Marco ; Kapteyn, Arie. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320190000039001. Full description at Econpapers || Download paper | 2 |
| 42 | 2019 | Robust Estimation of ARMA Models with Near Root Cancellation. (2019). Startz, Richard ; Cogley, Timothy. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532019000040a007. Full description at Econpapers || Download paper | 2 |
| 43 | 2014 | Fixed-smoothing Asymptotics and Asymptotic : F: and : t: Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033002. Full description at Econpapers || Download paper | 2 |
| 44 | 2016 | A Simple Consistent Nonparametric Estimator of the Lorenz Curve. (2016). Yvette, YU ; Li, QI ; Wu, Ximing. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036028. Full description at Econpapers || Download paper | 2 |
| 45 | 2016 | Multivariate Local Polynomial Estimators: Uniform Boundary Properties and Asymptotic Linear Representation. (2016). Fan, Yangin ; Guerre, Emmanuel . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036023. Full description at Econpapers || Download paper | 2 |
| 46 | 2014 | Test of Hypotheses in a Time Trend Panel Data Model with Serially Correlated Error Component Disturbances. (2014). Baltagi, Badi H ; Liu, Long ; Kao, Chihwa. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033011. Full description at Econpapers || Download paper | 2 |
| 47 | 2014 | Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors. (2014). Bao, Yong ; Zhang, RU ; Ullah, Aman ; Amanullah, . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033003. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 21
| Year | Title | |
|---|---|---|
| 2021 | Simple estimators and inference for higher-order stochastic volatility models. (2021). Dufour, Jean-Marie ; Ahsan, Md Nazmul. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:181-197. Full description at Econpapers || Download paper | |
| 2021 | A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model. (2021). Rebucci, Alessandro ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001285. Full description at Econpapers || Download paper | |
| 2021 | The âhub and spoke modelâ for the management of surgical patients during the COVID?19 pandemic. (2021). Jhanji, Shaman ; Tilney, Henry S ; Kasivisvanathan, Ramanathan ; Rasheed, Shahnawaz ; Kipps, Emma ; Morgan, Dominic ; Nicol, David ; Gruber, Pascale ; Omahony, Michelle. In: International Journal of Health Planning and Management. RePEc:bla:ijhplm:v:36:y:2021:i:5:p:1397-1406. Full description at Econpapers || Download paper | |
| 2021 | A Bayesian nonparametric model for zero?inflated outcomes: Prediction, clustering, and causal estimation. (2021). Roy, Jason A ; Mitra, Nandita ; Oganisian, Arman. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:1:p:125-135. Full description at Econpapers || Download paper | |
| 2021 | Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148. Full description at Econpapers || Download paper | |
| 2021 | Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2. Full description at Econpapers || Download paper | |
| 2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
| 2021 | Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs. (2021). Koop, Gary ; Hou, Chenghan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0100. Full description at Econpapers || Download paper | |
| 2021 | Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firmâs bond ratings. (2021). Tian, Mao-Zai ; Chan, Wai-Sum ; Tang, Man-Lai. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01037-4. Full description at Econpapers || Download paper | |
| 2021 | Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada. (2021). Rahman, Mohammad Arshad ; Lacroix, Guy ; BRESSON, Georges. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01893-5. Full description at Econpapers || Download paper | |
| 2021 | Heterogeneity in food expenditure among US families: evidence from longitudinal quantile regression. (2021). Rahman, Mohammad Arshad ; Gupta, Arjun ; Mirghasemi, Soudeh. In: Indian Economic Review. RePEc:spr:inecre:v:56:y:2021:i:1:d:10.1007_s41775-020-00101-6. Full description at Econpapers || Download paper | |
| 2021 | Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States. (2021). Mirghasemi, Soudeh ; Batham, Mohit ; Ojha, Manini ; Rahman, Mohammad Arshad. In: Papers. RePEc:arx:papers:2109.10122. Full description at Econpapers || Download paper | |
| 2021 | Does agricultural mechanization reduce vulnerable employment? Evidence from cross-country panel data. (2021). Zhou, Xiaoshi ; Ma, Wanglin. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00901. Full description at Econpapers || Download paper | |
| 2021 | Container shipping trade and real GDP growth: A panel vector autoregressive approach. (2021). Batzilis, Dimitris ; Melas, Konstantinos D ; Michail, Nektarios A. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00966. Full description at Econpapers || Download paper | |
| 2021 | The Effect of the Sex Buyer Law on the Market for Sex, Sexual Health and Sexual Violence. (2021). Nguyen, Thien ; Backus, Peter. In: Economics Discussion Paper Series. RePEc:man:sespap:2106. Full description at Econpapers || Download paper | |
| 2021 | The intergenerational effects of economic sanctions. (2021). Moeeni, Safoura. In: CLEF Working Paper Series. RePEc:zbw:clefwp:33. Full description at Econpapers || Download paper | |
| 2021 | Economic theories and macroeconomic reality. (2021). Wang, Mu-Chun ; Matthes, Christian ; Loria, Francesca. In: Discussion Papers. RePEc:zbw:bubdps:562021. Full description at Econpapers || Download paper | |
| 2021 | Industry Fragmentation and Wastewater Efficiency: A Case Study of Hyogo Prefecture in Japan. (2021). Saal, David ; Nieswand, Maria ; Urakami, Takuya. In: ADBI Working Papers. RePEc:ris:adbiwp:1218. Full description at Econpapers || Download paper | |
| 2021 | Cash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and Use. (). Nicholls, Gradon ; Huynh, Kim ; Chen, Heng ; Zhu, Julia ; Engert, Walter. In: Discussion Papers. RePEc:bca:bocadp:21-3. Full description at Econpapers || Download paper | |
| 2021 | Cash and COVID-19: The impact of the second wave in Canada. (2021). Nicholls, Gradon ; Huynh, Kim ; Felt, Marie-Helene ; Chen, Heng ; Zhu, Julia ; O'Habib, Daneal ; Engert, Walter. In: Discussion Papers. RePEc:bca:bocadp:21-12. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model. (2020). Rebucci, Alessandro ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, A ; Raissi, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2088. Full description at Econpapers || Download paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model. (2020). Rebucci, Alessandro ; Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander ; Raissi, Mehdi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8588. Full description at Econpapers || Download paper | |
| 2020 | Half-panel jackknife estimation for dynamic panel models. (2020). Mehic, Adrian. In: Economics Letters. RePEc:eee:ecolet:v:190:y:2020:i:c:s0165176520300781. Full description at Econpapers || Download paper | |
| 2020 | A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model. (2020). Rebucci, Alessandro ; Mohaddes, Kamiar ; Pesaran, Hashem M ; Chudik, Alexander ; Raissi, Mehdi. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88829. Full description at Econpapers || Download paper | |
| 2020 | A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model. (2020). Rebucci, Alessandro ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi. In: NBER Working Papers. RePEc:nbr:nberwo:27855. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Enhancing the Demand for Labour survey by including skills from online job advertisements using model-assisted calibration. (2019). Pater, Robert ; Zadroga, Katarzyna ; Opiela, Piotr ; Ma, Magdalena ; Marcinkowski, Krzysztof ; Bialkowska, Greta ; Berkesewicz, Maciej. In: Papers. RePEc:arx:papers:1908.06731. Full description at Econpapers || Download paper | |
| 2019 | The Effects of Electricity Production on Industrial Development and Sustainable Economic Growth: A VAR Analysis for BRICS Countries. (2019). Chen, Li Ming ; Liu, Wei ; Yu, Zhongdong ; Yuksel, Serhat ; Diner, Hasan ; Eti, Serkan. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:5895-:d:279577. Full description at Econpapers || Download paper | |
| 2019 | Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator. (2019). Kohns, David ; Bhattacharjee, Arnab. In: CEERP Working Paper Series. RePEc:hwc:wpaper:010. Full description at Econpapers || Download paper | |
| 2019 | How Do NYPD Officers Respond to Terror Threats?. (2019). Lehrer, Steven ; Lepage, Louis Pierre. In: NBER Working Papers. RePEc:nbr:nberwo:26438. Full description at Econpapers || Download paper | |
| 2019 | When and How to Deal with Clustered Errors in Regression Models. (2019). Webb, Matthew ; MacKinnon, James. In: Working Paper. RePEc:qed:wpaper:1421. Full description at Econpapers || Download paper | |
| 2019 | Nowcasting GDP with a large factor model space. (2019). Schroder, Maximilian ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:412019. Full description at Econpapers || Download paper |
10 most frequent citing series