Econometrics / University Library of Munich, Germany
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1993 | 0 | 0.16 | 0 | 0 | 5 | 5 | 33 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1994 | 0 | 0.16 | 0.38 | 0 | 11 | 16 | 61 | 5 | 6 | 5 | 5 | 1 | 20 | 5 | 0.45 | 0.08 | ||
| 1995 | 0.44 | 0.21 | 0.4 | 0.44 | 19 | 35 | 88 | 13 | 20 | 16 | 7 | 16 | 7 | 0 | 5 | 0.26 | 0.11 | |
| 1996 | 0.33 | 0.24 | 0.39 | 0.31 | 41 | 76 | 434 | 30 | 50 | 30 | 10 | 35 | 11 | 10 | 33.3 | 17 | 0.41 | 0.13 |
| 1997 | 0.23 | 0.27 | 0.38 | 0.34 | 11 | 87 | 207 | 32 | 83 | 60 | 14 | 76 | 26 | 5 | 15.6 | 6 | 0.55 | 0.15 |
| 1998 | 0.13 | 0.3 | 0.15 | 0.15 | 10 | 97 | 76 | 14 | 98 | 52 | 7 | 87 | 13 | 0 | 0 | 0.18 | ||
| 1999 | 0.62 | 0.38 | 0.39 | 0.39 | 10 | 107 | 123 | 40 | 140 | 21 | 13 | 92 | 36 | 2 | 5 | 0 | 0.25 | |
| 2000 | 0.45 | 0.52 | 0.41 | 0.44 | 9 | 116 | 125 | 45 | 187 | 20 | 9 | 91 | 40 | 0 | 0 | 0.24 | ||
| 2001 | 0.63 | 0.48 | 0.44 | 0.49 | 25 | 141 | 603 | 58 | 249 | 19 | 12 | 81 | 40 | 4 | 6.9 | 6 | 0.24 | 0.27 |
| 2002 | 0.32 | 0.52 | 0.49 | 0.63 | 23 | 164 | 195 | 68 | 330 | 34 | 11 | 65 | 41 | 3 | 4.4 | 7 | 0.3 | 0.29 |
| 2003 | 0.63 | 0.51 | 0.63 | 0.87 | 63 | 227 | 347 | 132 | 474 | 48 | 30 | 77 | 67 | 6 | 4.5 | 12 | 0.19 | 0.29 |
| 2004 | 0.44 | 0.57 | 0.58 | 0.58 | 104 | 331 | 693 | 172 | 666 | 86 | 38 | 130 | 75 | 18 | 10.5 | 42 | 0.4 | 0.35 |
| 2005 | 0.5 | 0.58 | 0.54 | 0.56 | 166 | 497 | 817 | 268 | 934 | 167 | 84 | 224 | 126 | 25 | 9.3 | 51 | 0.31 | 0.36 |
| 2006 | 0.39 | 0.58 | 0.59 | 0.47 | 1 | 498 | 0 | 292 | 1226 | 270 | 105 | 381 | 180 | 0 | 0 | 0.34 | ||
| 2020 | 0 | 0.7 | 0.3 | 0 | 2 | 500 | 4 | 152 | 4008 | 0 | 0 | 3 | 2 | 1 | 0.5 | 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003. Full description at Econpapers || Download paper | 416 |
| 2 | 2001 | Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002. Full description at Econpapers || Download paper | 402 |
| 3 | 2005 | Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004. Full description at Econpapers || Download paper | 176 |
| 4 | 1997 | A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA. (1997). McCoskey, Suzanne ; Kao, Chihwa. In: Econometrics. RePEc:wpa:wuwpem:9711002. Full description at Econpapers || Download paper | 141 |
| 5 | 2004 | Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005. Full description at Econpapers || Download paper | 134 |
| 6 | 2004 | Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers || Download paper | 132 |
| 7 | 2001 | On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003. Full description at Econpapers || Download paper | 104 |
| 8 | 1996 | Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003. Full description at Econpapers || Download paper | 94 |
| 9 | 2005 | Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers || Download paper | 88 |
| 10 | 1999 | Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1999). MULKAY, Benǫ̮t ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Econometrics. RePEc:wpa:wuwpem:9902001. Full description at Econpapers || Download paper | 80 |
| 11 | 2000 | Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003. Full description at Econpapers || Download paper | 76 |
| 12 | 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001. Full description at Econpapers || Download paper | 67 |
| 13 | 1996 | A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers || Download paper | 63 |
| 14 | 2005 | Robus Standard Error Estimation in Fixed-Effects Panel Models. (2005). Kezdi, Gabor. In: Econometrics. RePEc:wpa:wuwpem:0508018. Full description at Econpapers || Download paper | 62 |
| 15 | 1996 | Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001. Full description at Econpapers || Download paper | 61 |
| 16 | 2003 | Tests of Conditional Predictive Ability. (2003). White, Halbert ; Giacomini, Raffaella. In: Econometrics. RePEc:wpa:wuwpem:0308001. Full description at Econpapers || Download paper | 55 |
| 17 | 1996 | Real and Spurious Long Memory Properties of Stock Market Data. (1996). Lobato, Ignacio ; Savin, N. E.. In: Econometrics. RePEc:wpa:wuwpem:9605004. Full description at Econpapers || Download paper | 51 |
| 18 | 2002 | The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?. (2002). Le Gallo, Julie ; Ertur, Cem ; Baumont, Catherine. In: Econometrics. RePEc:wpa:wuwpem:0207002. Full description at Econpapers || Download paper | 51 |
| 19 | 2002 | Confidence Statements for Efficiency Estimates from Stochastic Frontier Models. (2002). Schmidt, Peter ; Horrace, William. In: Econometrics. RePEc:wpa:wuwpem:0206006. Full description at Econpapers || Download paper | 51 |
| 20 | 1996 | Bootstrap Methods in Econometrics: Theory and Numerical Performance. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9602009. Full description at Econpapers || Download paper | 48 |
| 21 | 1996 | Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers || Download paper | 48 |
| 22 | 2003 | On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003. Full description at Econpapers || Download paper | 46 |
| 23 | 2005 | Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001. Full description at Econpapers || Download paper | 45 |
| 24 | 2004 | Non-stationarities in stock returns. (2004). Starica, Catalin ; Granger, Clive. In: Econometrics. RePEc:wpa:wuwpem:0411016. Full description at Econpapers || Download paper | 39 |
| 25 | 2004 | Characterising the Business Cycle for Accession Countries. (2004). Proietti, Tommaso ; Marcellino, Massimiliano ; artis, michael. In: Econometrics. RePEc:wpa:wuwpem:0403006. Full description at Econpapers || Download paper | 35 |
| 26 | 2004 | Simulation-based estimation of peer effects. (2004). Krauth, Brian. In: Econometrics. RePEc:wpa:wuwpem:0408002. Full description at Econpapers || Download paper | 30 |
| 27 | 1994 | Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003. Full description at Econpapers || Download paper | 29 |
| 28 | 2003 | Central regions and dependency. (2003). Mosler, Karl. In: Econometrics. RePEc:wpa:wuwpem:0309004. Full description at Econpapers || Download paper | 29 |
| 29 | 2004 | Changes of structure in financial time series and the GARCH model. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412003. Full description at Econpapers || Download paper | 27 |
| 30 | 1995 | Unit Root Tests and the Burden of Proof. (1995). van Norden, Simon ; Amano, Robert. In: Econometrics. RePEc:wpa:wuwpem:9502005. Full description at Econpapers || Download paper | 27 |
| 31 | 2000 | The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations. (2000). P̮̦tscher, Benedikt ; Leeb, Hannes. In: Econometrics. RePEc:wpa:wuwpem:0004001. Full description at Econpapers || Download paper | 27 |
| 32 | 2005 | An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017. Full description at Econpapers || Download paper | 27 |
| 33 | 1999 | Benchmark Priors for Bayesian Model Averaging. (1999). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9804001. Full description at Econpapers || Download paper | 27 |
| 34 | 2005 | Modeling electricity prices with regime switching models. (2005). Weron, RafaÃ
â ; Trueck, Stefan ; Bierbrauer, Michael. In: Econometrics. RePEc:wpa:wuwpem:0502005. Full description at Econpapers || Download paper | 26 |
| 35 | 2005 | Bibliographic portrait of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511004. Full description at Econpapers || Download paper | 26 |
| 36 | 2003 | Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market. (2003). Weron, RafaÃ
â ; Simonsen, Ingve ; Wilman, Piotr. In: Econometrics. RePEc:wpa:wuwpem:0303007. Full description at Econpapers || Download paper | 25 |
| 37 | 1995 | Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions. (1995). Guay, Alain ; de Serres, Alain. In: Econometrics. RePEc:wpa:wuwpem:9510001. Full description at Econpapers || Download paper | 25 |
| 38 | 2004 | Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications. (2004). Wagner, Niklas ; Szimayer, Alexander ; Junker, Markus. In: Econometrics. RePEc:wpa:wuwpem:0401007. Full description at Econpapers || Download paper | 25 |
| 39 | 2005 | FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÃ
â ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers || Download paper | 23 |
| 40 | 2005 | A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005. Full description at Econpapers || Download paper | 23 |
| 41 | 2004 | Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0404005. Full description at Econpapers || Download paper | 22 |
| 42 | 1993 | SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA. (1993). Horowitz, Joel ; Markatou, Marianthi . In: Econometrics. RePEc:wpa:wuwpem:9309001. Full description at Econpapers || Download paper | 21 |
| 43 | 2003 | International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001. Full description at Econpapers || Download paper | 21 |
| 44 | 1997 | On the Estimation and Inference of a Cointegrated Regression in Panel Data. (1997). Kao, Chihwa ; Chiang, Min-Hsien . In: Econometrics. RePEc:wpa:wuwpem:9703001. Full description at Econpapers || Download paper | 21 |
| 45 | 2003 | Voice or Public Sector Management? An Empirical Investigation of Determinants of Public Sector Performance based on a Survey of Public Officials. (2003). Parnini, Syeda ; Kaufmann, Daniel ; Gurgur, Tugrul ; Mehrez, Gil . In: Econometrics. RePEc:wpa:wuwpem:0308004. Full description at Econpapers || Download paper | 21 |
| 46 | 2005 | Classical Estimation of Multivariate Markov-Switching Models using MSVARlib. (2005). Bellone, Benoit. In: Econometrics. RePEc:wpa:wuwpem:0508017. Full description at Econpapers || Download paper | 21 |
| 47 | 2005 | Functional Structure and Approximation in Econometrics (book front matter). (2005). Diewert, Walter ; Barnett, William ; Binner, Jane . In: Econometrics. RePEc:wpa:wuwpem:0511006. Full description at Econpapers || Download paper | 20 |
| 48 | 2005 | A fresh look at the topical interest of the Gini concentration ratio. (2005). Giorgi, Giovanni. In: Econometrics. RePEc:wpa:wuwpem:0511005. Full description at Econpapers || Download paper | 20 |
| 49 | 2004 | A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002. Full description at Econpapers || Download paper | 20 |
| 50 | 1998 | Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings. (1998). Novo, ÃÆÃÂlvaro ; Jensen, Mark ; Cribari-Neto, Francisco. In: Econometrics. RePEc:wpa:wuwpem:9711001. Full description at Econpapers || Download paper | 19 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2001 | Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0110002. Full description at Econpapers || Download paper | 51 |
| 2 | 2001 | Model uncertainty in cross-country growth regressions. (2001). Steel, Mark ; Ley, Eduardo ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:9903003. Full description at Econpapers || Download paper | 51 |
| 3 | 2005 | Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development. (2005). Dacorogna, Michel ; Aste, T. ; Di Matteo, T.. In: Econometrics. RePEc:wpa:wuwpem:0503004. Full description at Econpapers || Download paper | 43 |
| 4 | 2004 | Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov. In: Econometrics. RePEc:wpa:wuwpem:0412008. Full description at Econpapers || Download paper | 30 |
| 5 | 2001 | On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths. (2001). Train, Kenneth ; Huber, Joel. In: Econometrics. RePEc:wpa:wuwpem:0012003. Full description at Econpapers || Download paper | 19 |
| 6 | 1996 | Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator. (1996). Horowitz, Joel. In: Econometrics. RePEc:wpa:wuwpem:9603003. Full description at Econpapers || Download paper | 18 |
| 7 | 2005 | Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S.. (2005). Mokhtarian, Patricia ; Salomon, Ilan ; Choo, Sangho . In: Econometrics. RePEc:wpa:wuwpem:0505001. Full description at Econpapers || Download paper | 17 |
| 8 | 2005 | Estimating the Underground Economy using MIMIC Models. (2005). Breusch, Trevor. In: Econometrics. RePEc:wpa:wuwpem:0507003. Full description at Econpapers || Download paper | 15 |
| 9 | 1996 | Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable. (1996). Horowitz, Joel ; Gorgens, Tue. In: Econometrics. RePEc:wpa:wuwpem:9603001. Full description at Econpapers || Download paper | 14 |
| 10 | 2003 | On the power of panel cointegration tests: A Monte Carlo comparison. Economics Letters, 80(1):105-111.. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0211003. Full description at Econpapers || Download paper | 9 |
| 11 | 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture. (2002). Steel, Mark ; Koop, Gary ; Fernandez, Carmen . In: Econometrics. RePEc:wpa:wuwpem:0201001. Full description at Econpapers || Download paper | 9 |
| 12 | 2004 | Non-stationarities in financial time series, the long range dependence and the IGARCH effects. (2004). Starica, Catalin ; Mikosch, Thomas . In: Econometrics. RePEc:wpa:wuwpem:0412005. Full description at Econpapers || Download paper | 9 |
| 13 | 1996 | Semiparametric Estimation of Willingness to Pay Distributions. (1996). An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611001. Full description at Econpapers || Download paper | 8 |
| 14 | 1996 | A Mixture Model of Willingness to Pay Distributions. (1996). Ayala, Roberto ; An, Mark. In: Econometrics. RePEc:wpa:wuwpem:9611002. Full description at Econpapers || Download paper | 8 |
| 15 | 2005 | An intuitive guide to wavelets for economists. (2005). Crowley, Patrick. In: Econometrics. RePEc:wpa:wuwpem:0503017. Full description at Econpapers || Download paper | 7 |
| 16 | 2000 | Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan. (2000). McCulloch, Neil ; Baulch, Bob. In: Econometrics. RePEc:wpa:wuwpem:0004003. Full description at Econpapers || Download paper | 6 |
| 17 | 2003 | International R&D Spillovers and Productivity Growth in the Agricultural Sector. A Panel Cointegration Approach. (2003). Gutierrez, Luciano. In: Econometrics. RePEc:wpa:wuwpem:0302001. Full description at Econpapers || Download paper | 4 |
| 18 | 2005 | FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS. (2005). Weron, RafaÃ
â ; Misiorek, Adam. In: Econometrics. RePEc:wpa:wuwpem:0504001. Full description at Econpapers || Download paper | 3 |
| 19 | 2004 | A Constructive Representation of Univariate Skewed Distributions. (2004). Steel, Mark ; Ferreira, Jose. In: Econometrics. RePEc:wpa:wuwpem:0403002. Full description at Econpapers || Download paper | 3 |
| 20 | 2005 | A Residential Energy Demand System for Spain. (2005). Rodriguez, Miguel ; Labeaga, Jose ; Labandeira, Xavier. In: Econometrics. RePEc:wpa:wuwpem:0503005. Full description at Econpapers || Download paper | 3 |
| 21 | 2005 | Adaptive Estimation of the Regression Discontinuity Model. (2005). Sun, Yixiao. In: Econometrics. RePEc:wpa:wuwpem:0506003. Full description at Econpapers || Download paper | 3 |
| 22 | 2001 | Customer-Specific Taste Parameters and Mixed Logit: Households Choice of Electricity Supplier. (2001). Train, Kenneth ; Revelt, David . In: Econometrics. RePEc:wpa:wuwpem:0012001. Full description at Econpapers || Download paper | 3 |
| 23 | 2004 | Measuring Eco-efficiency of Production: A Frontier Approach. (2004). Kuosmanen, Timo ; Kortelainen, Mika. In: Econometrics. RePEc:wpa:wuwpem:0411006. Full description at Econpapers || Download paper | 3 |
| 24 | 2005 | A Trend-Cycle(-Season) Filter. (2005). Mohr, Matthias. In: Econometrics. RePEc:wpa:wuwpem:0508004. Full description at Econpapers || Download paper | 2 |
| 25 | 1996 | One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -. (1996). Kaiser, Thomas . In: Econometrics. RePEc:wpa:wuwpem:9612007. Full description at Econpapers || Download paper | 2 |
| 26 | 1994 | Using Expectations Data to Study Subjective Income Expectations. (1994). Manski, Charles ; Dominitz, Jeff. In: Econometrics. RePEc:wpa:wuwpem:9411003. Full description at Econpapers || Download paper | 2 |
| 27 | 2003 | The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307002. Full description at Econpapers || Download paper | 2 |
| Year | Title |
|---|
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2003). Suleimann Lemand, Ryan. In: Econometrics. RePEc:wpa:wuwpem:0307004. Full description at Econpapers || Download paper |