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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
108
Impact Factor (IF)
0.66
5 Years IF
0.88
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 0.1 0.11 0.36 0.09 61 61 763 21 22 100 10 199 17 1 4.8 3 0.05 0.05
1991 0.12 0.1 0.33 0.1 53 114 1257 37 60 105 13 236 23 0 4 0.08 0.05
1992 0.05 0.11 0.21 0.06 71 185 1084 32 98 114 6 253 15 0 2 0.03 0.06
1993 0.07 0.13 0.12 0.05 79 264 1211 31 129 124 9 285 15 0 4 0.05 0.06
1994 0.09 0.14 0.2 0.09 71 335 1672 60 197 150 14 308 29 0 7 0.1 0.07
1995 0.16 0.22 0.35 0.2 100 435 4026 148 349 150 24 335 67 0 8 0.08 0.09
1996 0.29 0.25 0.41 0.28 81 516 1411 212 563 171 49 374 105 0 6 0.07 0.12
1997 0.35 0.25 0.4 0.25 74 590 1861 233 798 181 63 402 99 0 15 0.2 0.11
1998 0.34 0.28 0.6 0.35 45 635 1801 380 1180 155 52 405 143 3 0.8 27 0.6 0.13
1999 0.49 0.31 0.7 0.49 41 676 1689 466 1650 119 58 371 180 4 0.9 27 0.66 0.15
2000 0.93 0.36 0.95 0.72 48 724 2346 665 2335 86 80 341 247 4 0.6 24 0.5 0.16
2001 0.98 0.39 0.96 0.78 46 770 1504 712 3072 89 87 289 226 0 23 0.5 0.17
2002 1.23 0.41 1.03 1.08 69 839 2418 858 3940 94 116 254 274 0 43 0.62 0.21
2003 1.12 0.44 1.39 1.19 79 918 1746 1262 5214 115 129 249 297 4 0.3 93 1.18 0.22
2004 0.91 0.5 1.48 1.19 65 983 4236 1424 6664 148 135 283 337 14 1 29 0.45 0.22
2005 0.9 0.51 1.52 1.13 60 1043 2128 1570 8253 144 130 307 346 6 0.4 45 0.75 0.24
2006 1.28 0.51 1.73 1.25 57 1100 906 1861 10153 125 160 319 398 0 32 0.56 0.23
2007 0.87 0.46 1.5 1.14 52 1152 593 1687 11885 117 102 330 377 11 0.7 21 0.4 0.2
2008 0.88 0.49 1.63 1.31 69 1221 1765 1957 13874 109 96 313 411 7 0.4 63 0.91 0.23
2009 0.95 0.48 1.72 1.41 82 1303 1746 2224 16114 121 115 303 426 0 58 0.71 0.24
2010 0.95 0.49 1.53 0.89 66 1369 1889 2075 18205 151 144 320 285 5 0.2 32 0.48 0.21
2011 1.14 0.52 1.57 0.96 50 1419 797 2214 20434 148 169 326 314 0 28 0.56 0.24
2012 1.47 0.52 1.82 1.3 53 1472 1067 2669 23113 116 171 319 415 13 0.5 26 0.49 0.22
2013 1.37 0.56 2.01 1.58 45 1517 641 3047 26163 103 141 320 506 6 0.2 24 0.53 0.24
2014 1.17 0.55 1.8 1.41 43 1560 362 2794 28967 98 115 296 418 0 14 0.33 0.23
2015 1.14 0.55 1.84 1.46 51 1611 522 2963 31934 88 100 257 375 4 0.1 31 0.61 0.23
2016 0.79 0.53 1.72 0.93 38 1649 434 2839 34775 94 74 242 224 1 0 15 0.39 0.21
2017 0.99 0.54 1.62 1.06 46 1695 378 2741 37520 89 88 230 243 0 23 0.5 0.22
2018 1.01 0.55 1.55 1.03 45 1740 356 2696 40220 84 85 223 230 3 0.1 20 0.44 0.24
2019 0.85 0.57 1.37 0.89 32 1772 194 2422 42645 91 77 223 198 0 9 0.28 0.23
2020 1.06 0.68 1.6 1.05 34 1806 104 2880 45527 77 82 212 223 0 16 0.47 0.32
2021 0.82 0.81 1.42 1.1 35 1841 83 2612 48139 66 54 195 214 0 5 0.14 0.3
2022 0.55 0.86 1.15 0.86 38 1879 34 2160 50300 69 38 192 166 0 5 0.13 0.26
2023 0.66 0.92 1.04 0.88 38 1917 12 1993 52293 73 48 184 161 0 4 0.11 0.27
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
#YearTitleCited
12004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20.

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2521
21995Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00.

Full description at Econpapers || Download paper

2123
32000PROBLEMS AND SOLUTIONS. (2000). ,, . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:2:p:287-299_10.

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780
42003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19.

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645
51993Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00.

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623
61991Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00.

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616
72001PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:6:p:1157-1160_6.

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584
82001PROBLEMS AND SOLUTIONS. (2001). ,, . In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:5:p:1025-1031_7.

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584
91996Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00.

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575
102002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:6:p:1461-1465_9.

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485
112002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:2:p:541-545_14.

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485
122002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:5:p:1273-1289_10.

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485
132002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:1:p:193-194_10.

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485
142002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:4:p:1007-1017_12.

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485
152002PROBLEMS AND SOLUTIONS. (2002). ,, . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:3:p:819-821_13.

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485
161997Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00.

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430
172004PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:2:p:427-429_10.

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397
182004PROBLEMS AND SOLUTIONS. (2004). ,, . In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:1:p:223-229_14.

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397
192004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20.

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376
202003PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:4:p:691-705_17.

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375
212003PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:2:p:411-413_11.

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375
222003PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:1:p:225-228_12.

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375
232003PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:6:p:1195-1198_18.

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375
242003PROBLEMS AND SOLUTIONS. (2003). ,, . In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:5:p:879-883_11.

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375
251998PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:1:p:151-159_7.

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369
261998PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:5:p:687-698_8.

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369
271998PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:4:p:525-537_7.

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369
281998PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:3:p:381-386_9.

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369
291998PROBLEMS AND SOLUTIONS. (1998). ,, . In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:2:p:285-292_6.

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369
301990Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00.

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361
311999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15.

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354
322005AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). McAleer, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05.

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336
332009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09.

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332
341999PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:3:p:427-432_7.

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321
351999PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:1:p:151-160_8.

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321
361999PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:5:p:777-788_7.

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321
371999PROBLEMS AND SOLUTIONS. (1999). ,, . In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:4:p:629-637_7.

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321
381994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00.

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298
391998STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14.

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296
402002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18.

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293
412005MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). Pötscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05.

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286
421994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won . In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00.

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283
432012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Härdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00.

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260
442001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17.

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249
452009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99.

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242
461997Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00.

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239
472005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05.

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235
481992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01.

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227
491996Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Greenberg, Edward ; Chib, Siddhartha . In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00.

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226
501995Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00.

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224
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20.

Full description at Econpapers || Download paper

537
21995Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00.

Full description at Econpapers || Download paper

191
31993Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00.

Full description at Econpapers || Download paper

130
42012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Härdle, Wolfgang ; Jeong, Kiho ; Hardle, Wolfgang K.. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00.

Full description at Econpapers || Download paper

106
52004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20.

Full description at Econpapers || Download paper

66
61991Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00.

Full description at Econpapers || Download paper

51
72005MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). Pötscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05.

Full description at Econpapers || Download paper

48
81997Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00.

Full description at Econpapers || Download paper

48
92017DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS. (2017). Weidner, Martin ; Moon, Hyungsik Roger. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:158-195_00.

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40
102009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09.

Full description at Econpapers || Download paper

40
111991Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David . In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00.

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38
122018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION. (2018). Shi, Shuping ; Phillips, Peter ; PEter, . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00.

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36
132008A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08.

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34
141992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01.

Full description at Econpapers || Download paper

34
152003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). McAleer, Michael ; Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19.

Full description at Econpapers || Download paper

31
162015WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:02:p:394-422_00.

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30
172009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99.

Full description at Econpapers || Download paper

30
181997Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00.

Full description at Econpapers || Download paper

29
192013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS. (2013). Politis, Dimitris N. ; Giacomini, Raffaella ; White, Halbert. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00.

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29
202005NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05.

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28
212005OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY. (2005). Rossi, Barbara. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:05:p:962-990_05.

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28
222008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08.

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27
232010EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND. (2010). Shimotsu, Katsumi. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10.

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27
241995Bootstrapping Quantile Regression Estimators. (1995). Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:105-121_00.

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26
252000PROBLEMS AND SOLUTIONS. (2000). ,, . In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:2:p:287-299_10.

Full description at Econpapers || Download paper

26
262005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05.

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26
271995Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Cavanagh, Christopher L. ; Stock, James H.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00.

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282010A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10.

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25
291999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15.

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25
301996Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00.

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25
312012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS. (2012). Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John ; Woutersen, Tiemen. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:01:p:42-86_00.

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25
322017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2017). Sun, Yixiao ; Kaplan, David. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:105-157_00.

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24
332011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00.

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24
341994Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00.

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23
352018A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (2018). Słoczyński, Tymon ; Wooldridge, Jeffrey M ; Soczyski, Tymon . In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:112-133_00.

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23
361995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00.

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23
372002TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS. (2002). Whited, Toni ; Erickson, Timothy . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:776-799_18.

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21
382010SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE. (2010). Park, Sang Soo ; Fan, Yanqin. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:931-951_99.

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21
392010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION. (2010). Ng, Serena ; Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:04:p:1088-1114_99.

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21
401991From Characteristic Function to Distribution Function: A Simple Framework for the Theory. (1991). Shephard, Neil. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:04:p:519-529_00.

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20
412002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18.

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20
422009LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS. (2009). Phillips, Peter ; Magdalinos, Tassos. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:02:p:482-526_09.

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20
432001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17.

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20
441994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00.

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19
452013TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS. (2013). Su, Liangjun ; Chen, Qihui. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:06:p:1079-1135_00.

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19
461998A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Kneip, Alois ; Park, Byeong U.. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14.

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19
472008ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08.

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18
482004THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS. (2004). Sancetta, Alessio ; Satchell, Stephen. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:535-562_20.

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17
491997Multiplicative Panel Data Models Without the Strict Exogeneity Assumption. (1997). Wooldridge, Jeffrey. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:05:p:667-678_00.

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17
501996Conditional Quantile Estimation and Inference for Arch Models. (1996). Zhao, Quanshui ; Koenker, Roger. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:05:p:793-813_00.

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Recent citations
Recent citations received in 2023

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Recent citations received in 2022

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Recent citations received in 2021

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2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

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Recent citations received in 2020

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2020On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065.

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