Advances in Econometrics / Emerald Group Publishing Limited
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
13
Impact Factor (IF)
0.32
5 Years IF
0.17
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1997 | 0 | 0.27 | 0 | 0 | 14 | 14 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 1999 | 0 | 0.39 | 0 | 0 | 10 | 24 | 0 | 0 | 14 | 14 | 0 | 0 | 0.26 | |||||
| 2002 | 0 | 0.54 | 0 | 0 | 1 | 25 | 0 | 0 | 0 | 24 | 0 | 0 | 0.31 | |||||
| 2003 | 0 | 0.53 | 0 | 0 | 11 | 36 | 17 | 0 | 1 | 11 | 0 | 0 | 0.3 | |||||
| 2004 | 0 | 0.6 | 0 | 0 | 21 | 57 | 7 | 0 | 12 | 22 | 0 | 0 | 0.36 | |||||
| 2006 | 0 | 0.59 | 0 | 0 | 27 | 84 | 5 | 0 | 21 | 33 | 0 | 0 | 0.34 | |||||
| 2008 | 0 | 0.59 | 0 | 0 | 44 | 128 | 18 | 0 | 27 | 59 | 0 | 0 | 0.29 | |||||
| 2009 | 0 | 0.58 | 0.01 | 0.01 | 27 | 155 | 11 | 1 | 1 | 44 | 92 | 1 | 0 | 0 | 0.33 | |||
| 2010 | 0 | 0.52 | 0.01 | 0 | 10 | 165 | 0 | 1 | 2 | 71 | 98 | 0 | 0 | 0.3 | ||||
| 2011 | 0 | 0.62 | 0.01 | 0 | 16 | 181 | 5 | 1 | 3 | 37 | 108 | 0 | 0 | 0.37 | ||||
| 2012 | 0 | 0.68 | 0 | 0 | 42 | 223 | 10 | 1 | 4 | 26 | 97 | 0 | 0 | 0.36 | ||||
| 2013 | 0 | 0.66 | 0 | 0 | 23 | 246 | 8 | 1 | 5 | 58 | 139 | 0 | 0 | 0.35 | ||||
| 2014 | 0 | 0.67 | 0.04 | 0 | 31 | 277 | 111 | 8 | 15 | 65 | 118 | 0 | 8 | 0.26 | 0.34 | |||
| 2016 | 0.35 | 0.64 | 0.1 | 0.11 | 46 | 323 | 324 | 28 | 66 | 31 | 11 | 112 | 12 | 0 | 16 | 0.35 | 0.34 | |
| 2017 | 0.7 | 0.62 | 0.17 | 0.33 | 12 | 335 | 182 | 54 | 123 | 46 | 32 | 142 | 47 | 0 | 4 | 0.33 | 0.35 | |
| 2019 | 2.42 | 0.62 | 0.29 | 1 | 34 | 369 | 57 | 108 | 298 | 12 | 29 | 89 | 89 | 0 | 6 | 0.18 | 0.36 | |
| 2020 | 0.41 | 0.7 | 0.35 | 1.17 | 29 | 398 | 14 | 139 | 437 | 34 | 14 | 92 | 108 | 0 | 5 | 0.17 | 0.74 | |
| 2022 | 0.03 | 0.69 | 0.22 | 0.49 | 41 | 439 | 19 | 98 | 665 | 29 | 1 | 75 | 37 | 0 | 0 | 0.22 | ||
| 2023 | 0.32 | 0.59 | 0.23 | 0.17 | 28 | 467 | 7 | 109 | 774 | 41 | 13 | 104 | 18 | 0 | 3 | 0.11 | 0.18 |
| 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 | 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 | 101 |
| 2 | 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 | 73 |
| 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 | 46 |
| 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 | 31 |
| 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 | 27 |
| 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 | 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 | 21 |
| 9 | 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 |
| 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 | 19 |
| 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 | 16 |
| 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 | 14 |
| 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 | 13 |
| 14 | 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 |
| 15 | 2003 | ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). White, Halbert ; Kim, Tae-Hwan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3. Full description at Econpapers || Download paper | 11 |
| 16 | 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 | 11 |
| 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 | 11 |
| 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 | 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 |
| 20 | 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 | 9 |
| 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 | 9 |
| 22 | 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 |
| 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 | 9 |
| 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 | 9 |
| 25 | 2022 | An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Jimenez, Daniel ; Hartley, Jonathan S ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014. Full description at Econpapers || Download paper | 8 |
| 26 | 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 |
| 27 | 2008 | Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2. Full description at Econpapers || Download paper | 8 |
| 28 | 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 |
| 29 | 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 |
| 30 | 2022 | Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007. Full description at Econpapers || Download paper | 7 |
| 31 | 2016 | Inference in Near-Singular Regression. (2016). PEter, . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036022. Full description at Econpapers || Download paper | 7 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 |
| 35 | 2008 | Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7. Full description at Econpapers || Download paper | 6 |
| 36 | 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 |
| 37 | 2023 | The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003. Full description at Econpapers || Download paper | 6 |
| 38 | 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 |
| 39 | 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 | |
| 40 | 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 |
| 41 | 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 |
| 42 | 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 |
| 43 | 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 |
| 44 | 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 |
| 45 | 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 | 5 |
| 46 | 2016 | A Likelihood-Free Reverse Sampler of the Posterior Distribution. (2016). Forneron, Jean-Jacques ; Ng, Serena. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036020. Full description at Econpapers || Download paper | 4 |
| 47 | 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 |
| 48 | 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 |
| 49 | 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 |
| 50 | 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 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 | 47 |
| 2 | 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 | 18 |
| 3 | 2003 | ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION. (2003). White, Halbert ; Kim, Tae-Hwan. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(03)17005-3. Full description at Econpapers || Download paper | 10 |
| 4 | 2022 | An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies. (2022). Jimenez, Daniel ; Hartley, Jonathan S ; Rebucci, Alessandro. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532021000043a014. Full description at Econpapers || Download paper | 8 |
| 5 | 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 |
| 6 | 2022 | Skewed SVARs: Tracking the Structural Sources of Macroeconomic Tail Risks. (2022). Ortega, Eva ; Montes-Galdon, Carlos. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532022000044a007. Full description at Econpapers || Download paper | 7 |
| 7 | 2023 | The Econometrics of Oil Market VAR Models. (2023). Zhou, Xiaoqing ; Kilian, Lutz. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-90532023000045b003. Full description at Econpapers || Download paper | 6 |
| 8 | 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 | 6 |
| 9 | 2008 | Instrumental variables estimation of the average treatment effect in the correlated random coefficient model. (2008). Wooldridge, Jeffrey M. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00004-7. Full description at Econpapers || Download paper | 6 |
| 10 | 2008 | Do subsidies drive productivity? A cross-country analysis of Nordic dairy farms. (2008). Kumbhakar, Subal C ; McCloud, Nadine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(08)23008-2. Full description at Econpapers || Download paper | 6 |
| 11 | 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 | 6 |
| 12 | 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 |
| 13 | 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 | 5 |
| 14 | 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 | 5 |
| 15 | 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 | 5 |
| 16 | 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 | 4 |
| 17 | 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 | 4 |
| 18 | 2009 | Semiparametric estimation of fixed-effects panel data varying coefficient models. (2009). Li, Dingding ; Carroll, Raymond J ; Sun, Yiguo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025006. Full description at Econpapers || Download paper | 4 |
| 19 | 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 | 4 |
| 20 | 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 | 3 |
| 21 | 2009 | A nonparametric quantile analysis of growth and governance. (2009). Jacho-Chavez, David T ; Huynh, Kim P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2009)0000025009. Full description at Econpapers || Download paper | 3 |
| 22 | 2004 | INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES: LARGE AND SMALL SAMPLE RESULTS. (2004). Yuzefovich, Yevgeny ; Prucha, Ingmar R ; Kelejian, Harry H. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)18005-5. Full description at Econpapers || Download paper | 3 |
| 23 | 2006 | Realized Beta: Persistence and Predictability. (2006). Wu, Ginger ; Diebold, Francis X ; Bollerslev, Tim ; Andersen, Torben G. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(05)20020-8. Full description at Econpapers || Download paper | 3 |
| 24 | 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 | 2 |
| 25 | 2008 | Panel data models and transitory fluctuations in the explanatory variable. (2008). McKinnish, Terra. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(07)00011-4. Full description at Econpapers || Download paper | 2 |
| 26 | 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 |
| 27 | 2012 | MoneyâIncome Granger-Causality in Quantiles. (2012). Yang, Weiping ; Lee, Tae-Hwy. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2012)0000030017. Full description at Econpapers || Download paper | 2 |
| 28 | 2014 | Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets. (2014). Maynard, Alex ; Ren, Dongmeng . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033019. Full description at Econpapers || Download paper | 2 |
| 29 | 2011 | The Elephant in the Corner: A Cautionary Tale about Measurement Error in Treatment Effects Models. (2011). Millimet, Daniel L. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2011)000027a004. Full description at Econpapers || Download paper | 2 |
| 30 | 2004 | A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL. (2004). Li, Hsi Cheng ; MIRMIRANI, SAM . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(04)19008-7. Full description at Econpapers || Download paper | 2 |
| 31 | 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 | 2 |
| 32 | 2011 | Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2011)000027b004. Full description at Econpapers || Download paper | 2 |
| 33 | 2013 | The Collective Marriage Matching Model: Identification, Estimation, and Testing. (2013). Seitz, Shannon ; Choo, Eugene. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2013)0000032010. Full description at Econpapers || Download paper | 2 |
| 34 | 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 | 2 |
| 35 | 2012 | Extending the Hausman Test to Check for the Presence of Outliers. (2012). Verardi, Vincenzo ; Gassner, Marjorie ; Dehon, Catherine. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-9053(2012)0000029019. Full description at Econpapers || Download paper | 2 |
| 36 | 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 | 2 |
| 37 | 2016 | Local Polynomial Derivative Estimation: Analytic or Taylor?. (2016). Racine, Jeffrey S. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036027. Full description at Econpapers || Download paper | 2 |
| 38 | 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 | 2 |
| 39 | 2020 | Snowball Sampling and Sample Selection in a Social Network. (2020). Chan, Julian Tszkin. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320200000042008. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 13
| Year | Title | |
|---|---|---|
| 2023 | Depth-weighted means of noisy data: An application to estimating the average effect in heterogeneous panels. (2023). Lee, Yoonseok ; Sul, Donggyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000118. Full description at Econpapers || Download paper | |
| 2023 | The moderating role of market turbulence beyond the Covid-19 pandemic and Russia-Ukraine crisis on the relationship between intellectual capital and business sustainability. (2023). Bin, Mohd Rosli ; Ismail, Noor Azizi ; Ahmad, Roselina Binti ; Alqershi, Nagwan ; Hakimin, Mohd Nor ; Nik, Nik Maheran ; Ramayah, T. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006023. Full description at Econpapers || Download paper | |
| 2023 | Stockâbond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173. Full description at Econpapers || Download paper | |
| 2023 | Central bank asset purchase programs in emerging market economies. (2023). Beirne, John ; Sugandi, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001423. Full description at Econpapers || Download paper | |
| 2023 | Machine learning sentiment analysis, COVID-19 news and stock market reactions. (2023). Pelizzon, Loriana ; Nofer, Michael ; Hinz, Oliver ; Costola, Michele. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000077. Full description at Econpapers || Download paper | |
| 2023 | Asymmetric spillover effects of Covid-19 on the performance of the Islamic finance industry: A wave analysis and forecasting. (2023). Ahmad, Nawaz ; Aslam, Aribah ; Bhatti, Muhammad Ishaq ; Ghouse, Ghulam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000408. Full description at Econpapers || Download paper | |
| 2023 | Identifying efficient policy mix under different targeting regimes: A tale of two crises. (2023). Garg, Bhavesh ; Shah, Sayar Ahmad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:975-994. Full description at Econpapers || Download paper | |
| 2023 | Modelling monetary policyâs impact on labour markets under Covid-19. (2023). Evgenidis, Anastasios ; Fasianos, Apostolos. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002665. Full description at Econpapers || Download paper | |
| 2023 | Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760. Full description at Econpapers || Download paper | |
| 2023 | Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic downside risk and the effect of monetary policy. (2023). Wu, Jian ; Deng, Chuang. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001769. Full description at Econpapers || Download paper | |
| 2023 | Labour at risk. (2023). Renzetti, Andrea ; Foroni, Claudia ; Botelho, Vasco. In: Working Paper Series. RePEc:ecb:ecbwps:20232840. Full description at Econpapers || Download paper | |
| 2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Identifying money and inflation expectation shocks to real oil prices. (2023). Gillman, Max ; Benk, Szilard. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003766. Full description at Econpapers || Download paper | |
| 2023 | Oil news shocks and the U.S. stock market. (2023). Herrera, Ana MarÃa ; Alsalman, Zeina ; Rangaraju, Sandeep Kumar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003894. Full description at Econpapers || Download paper | |
| 2023 | Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions. (2023). Luetkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-03. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document |
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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 |
10 most frequent citing series