Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
20
Impact Factor (IF)
0.39
5 Years IF
0.55
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
2013 0 0.56 0.31 0 13 13 275 4 4 0 0 2 50 4 0.31 0.24
2014 1.92 0.55 1.32 1.92 12 25 321 32 37 13 25 13 25 1 3.1 7 0.58 0.23
2015 1.72 0.55 1 1.72 42 67 266 66 104 25 43 25 43 4 6.1 13 0.31 0.23
2016 1.37 0.53 1.09 1.57 49 116 212 125 230 54 74 67 105 10 8 8 0.16 0.21
2017 0.51 0.54 1.01 1.04 54 170 314 171 401 91 46 116 121 18 10.5 30 0.56 0.22
2018 0.51 0.55 0.94 0.93 48 218 411 203 606 103 53 170 158 9 4.4 22 0.46 0.23
2019 0.82 0.57 0.73 0.78 50 268 100 193 802 102 84 205 159 4 2.1 6 0.12 0.23
2020 1.01 0.68 0.86 0.83 45 313 74 265 1070 98 99 243 202 15 5.7 4 0.09 0.32
2021 0.52 0.8 0.97 0.9 47 360 64 350 1420 95 49 246 221 12 3.4 10 0.21 0.29
2022 0.48 0.84 0.8 0.77 37 397 24 317 1737 92 44 244 187 16 5 5 0.14 0.25
2023 0.39 0.86 0.56 0.55 27 424 10 239 1976 84 33 227 124 8 3.3 6 0.22 0.25
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
12018Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033.

Full description at Econpapers || Download paper

190
22014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

164
32015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

92
42013Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620.

Full description at Econpapers || Download paper

85
52014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

Full description at Econpapers || Download paper

76
62014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414.

Full description at Econpapers || Download paper

74
72013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

71
82013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

47
92017Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610.

Full description at Econpapers || Download paper

41
102018Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515.

Full description at Econpapers || Download paper

38
112016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253.

Full description at Econpapers || Download paper

31
122018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

Full description at Econpapers || Download paper

30
132015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

Full description at Econpapers || Download paper

29
142017A Simple Test for Causality in Volatility. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545.

Full description at Econpapers || Download paper

25
152016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

Full description at Econpapers || Download paper

24
162015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

Full description at Econpapers || Download paper

23
172016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

Full description at Econpapers || Download paper

22
182018Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315.

Full description at Econpapers || Download paper

22
192018Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682.

Full description at Econpapers || Download paper

20
202017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

20
212016Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088.

Full description at Econpapers || Download paper

19
222017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

Full description at Econpapers || Download paper

19
232017A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353.

Full description at Econpapers || Download paper

17
242015On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584.

Full description at Econpapers || Download paper

17
252017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

Full description at Econpapers || Download paper

16
262013Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Lee, Lung-Fei ; Jin, Fei. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028.

Full description at Econpapers || Download paper

15
272013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

Full description at Econpapers || Download paper

15
282015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

Full description at Econpapers || Download paper

15
292013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659.

Full description at Econpapers || Download paper

15
302018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

Full description at Econpapers || Download paper

14
312016Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited. (2016). Asai, Manabu ; Peiris, Shelton M. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:37-:d:77417.

Full description at Econpapers || Download paper

13
322017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Czado, Claudia ; Klimova, Yulia ; Fink, Holger ; Stober, Jakob . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

Full description at Econpapers || Download paper

13
332013Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Ullah, Aman ; Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948.

Full description at Econpapers || Download paper

12
342018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

Full description at Econpapers || Download paper

12
352017A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731.

Full description at Econpapers || Download paper

12
362018Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411.

Full description at Econpapers || Download paper

12
372020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

Full description at Econpapers || Download paper

12
382020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

12
392015Plug-in Bandwidth Selection for Kernel Density Estimation with Discrete Data. (2015). Parmeter, Christopher ; Henderson, Daniel ; ChristopherF. Parmeter, ; Chu, Chi-Yang . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:199-214:d:47581.

Full description at Econpapers || Download paper

12
402014A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Paolella, Marc S. ; Krause, Jochen. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459.

Full description at Econpapers || Download paper

11
412016The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689.

Full description at Econpapers || Download paper

11
422014Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas ; Engsted, Tom. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027.

Full description at Econpapers || Download paper

11
432018From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective. (2018). Greselin, Francesca ; Zitikis, Riardas. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:4-:d:128699.

Full description at Econpapers || Download paper

10
442014Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Tsang, Kwok Ping ; Ashley, Richard. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391.

Full description at Econpapers || Download paper

10
452017Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889.

Full description at Econpapers || Download paper

10
462018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

Full description at Econpapers || Download paper

10
472017Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?. (2017). Telg, Sean ; Lieb, Lenard ; Hecq, Alain. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:48-:d:117025.

Full description at Econpapers || Download paper

9
482018On the Stock–Yogo Tables. (2018). Windmeijer, Frank ; Skeels, Christopher. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:44-:d:182573.

Full description at Econpapers || Download paper

9
492017Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting. (2017). Czado, Claudia ; Gruber, Lutz F ; Schamberger, Benedikt. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:21-:d:99406.

Full description at Econpapers || Download paper

9
502017Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries. (2017). Montañés, Antonio ; Gadea, María ; Clemente Lopez, Jesus ; Reyes, Marcelo ; Montaes, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:11-:d:90640.

Full description at Econpapers || Download paper

9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Decomposing Wage Distributions Using Recentered Influence Function Regressions. (2018). Lemieux, Thomas ; Firpo, Sergio ; Fortin, Nicole M. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:28-:d:149033.

Full description at Econpapers || Download paper

101
22014The Biggest Myth in Spatial Econometrics. (2014). LeSage, James ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830.

Full description at Econpapers || Download paper

39
32015Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Pretis, Felix ; Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166.

Full description at Econpapers || Download paper

24
42018Polarization and Rising Wage Inequality: Comparing the U.S. and Germany. (2018). Fitzenberger, Bernd ; DeLeire, Thomas ; Antonczyk, Dirk. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:20-:d:140515.

Full description at Econpapers || Download paper

16
52018Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data. (2018). Verme, Paolo ; Hlasny, Vladimir. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:30-:d:150429.

Full description at Econpapers || Download paper

14
62017Synthetic Control and Inference. (2017). Shi, Ruoyao ; Hahn, Jinyong. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:52-:d:120610.

Full description at Econpapers || Download paper

13
72013Structural Panel VARs. (2013). Pedroni, Peter. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001.

Full description at Econpapers || Download paper

11
82015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676.

Full description at Econpapers || Download paper

11
92013Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620.

Full description at Econpapers || Download paper

9
102013Academic Rankings with RePEc. (2013). Zimmermann, Christian. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450.

Full description at Econpapers || Download paper

9
112017A Note on Identification of Bivariate Copulas for Discrete Count Data. (2017). Zimmer, David ; Trivedi, Pravin. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:10-:d:90353.

Full description at Econpapers || Download paper

8
122016Volatility Forecasting: Downside Risk, Jumps and Leverage Effect. (2016). Audrino, Francesco ; Hu, Yujia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:8-:d:64253.

Full description at Econpapers || Download paper

8
132020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

8
142016Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992.

Full description at Econpapers || Download paper

7
152017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

Full description at Econpapers || Download paper

7
162021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

Full description at Econpapers || Download paper

7
172015Two-Step Lasso Estimation of the Spatial Weights Matrix. (2015). Bhattacharjee, Arnab ; Ahrens, Achim. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:128-155:d:46534.

Full description at Econpapers || Download paper

7
182018Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?. (2018). Van Kerm, Philippe ; Choe, Chung. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:41-:d:168315.

Full description at Econpapers || Download paper

7
192017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

7
202016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

Full description at Econpapers || Download paper

7
212018Using the GB2 Income Distribution. (2018). Rao, D.S. Prasada ; Hajargasht, Gholamreza ; Griffiths, William ; Prasada, D S ; Karunarathne, Wasana ; Chotikapanich, Duangkamon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:21-:d:141682.

Full description at Econpapers || Download paper

7
222020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

Full description at Econpapers || Download paper

6
232016Multiple Discrete Endogenous Variables in Weakly-Separable Triangular Models. (2016). Xu, Haiqing ; Pinkse, Joris ; Yaldaz, Nee ; Jun, Sung Jae. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:7-:d:63449.

Full description at Econpapers || Download paper

6
242017A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators. (2017). Sattarhoff, Cristina ; Heberle, Jochen . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:9-:d:88731.

Full description at Econpapers || Download paper

6
252016The Evolving Transmission of Uncertainty Shocks in the United Kingdom. (2016). mumtaz, haroon. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:16-:d:65689.

Full description at Econpapers || Download paper

6
262017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Czado, Claudia ; Klimova, Yulia ; Fink, Holger ; Stober, Jakob . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

Full description at Econpapers || Download paper

6
272014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414.

Full description at Econpapers || Download paper

5
282015On Bootstrap Inference for Quantile Regression Panel Data: A Monte Carlo Study. (2015). Montes-Rojas, Gabriel ; Galvao, Antonio F. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:654-666:d:55584.

Full description at Econpapers || Download paper

5
292018A Review on Variable Selection in Regression Analysis. (2018). DESBOULETS, Loann ; Denis, Loann David. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:4:p:45-:d:185046.

Full description at Econpapers || Download paper

5
302017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

Full description at Econpapers || Download paper

5
312023Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks. (2023). Chan, Jennifer ; Menzies, Max ; James, Nick. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:8-:d:1090337.

Full description at Econpapers || Download paper

5
322020Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors. (2020). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:1:p:3-:d:316273.

Full description at Econpapers || Download paper

5
332016Testing Cross-Sectional Correlation in Large Panel Data Models with Serial Correlation. (2016). Bin, Peng ; Kao, Chihwa ; Baltagi, Badi. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:44-:d:82088.

Full description at Econpapers || Download paper

5
342021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:46-:d:696817.

Full description at Econpapers || Download paper

4
352017Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development. (2017). Owen, Dorian. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:38-:d:110889.

Full description at Econpapers || Download paper

4
362016Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets. (2016). Wang, Yazhen ; Zhang, Xin ; Kim, Donggyu. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:3:p:34-:d:76033.

Full description at Econpapers || Download paper

4
372015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States. (2015). Mohammadi, Hassan ; Tan, Yuting. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:215-232:d:47668.

Full description at Econpapers || Download paper

4
382019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

Full description at Econpapers || Download paper

4
392016Bayesian Calibration of Generalized Pools of Predictive Distributions. (2016). Ravazzolo, Francesco ; Casarin, Roberto ; Mantoan, Giulia . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:1:p:17-:d:65855.

Full description at Econpapers || Download paper

4
402021Quantile Regression with Generated Regressors. (2021). Song, Suyong ; Galvao, Antonio F ; Chen, Liqiong. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:16-:d:534600.

Full description at Econpapers || Download paper

4
412018A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade. (2018). Patuelli, Roberto ; Metulini, Rodolfo ; Griffith, Daniel A. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:9-:d:132749.

Full description at Econpapers || Download paper

4
422015Measurement Errors Arising When Using Distances in Microeconometric Modelling and the Individuals’ Position Is Geo-Masked for Confidentiality. (2015). arbia, giuseppe ; Giuliani, Diego ; Espa, Giuseppe. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:709-718:d:57989.

Full description at Econpapers || Download paper

4
432017Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. (2017). Perron, Pierre ; Chang, Seong Yeon. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:5-:d:87211.

Full description at Econpapers || Download paper

4
442017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

Full description at Econpapers || Download paper

4
452022Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis. (2022). Al-Abdulla, Ameena ; Mahdi, Esam. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:2:p:26-:d:830808.

Full description at Econpapers || Download paper

4
462016Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability. (2016). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:25-:d:69492.

Full description at Econpapers || Download paper

3
472019Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation. (2019). Politis, Dimitris N ; Chen, Jie. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:34-:d:255884.

Full description at Econpapers || Download paper

3
482013Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659.

Full description at Econpapers || Download paper

3
492018Income Inequality, Cohesiveness and Commonality in the Euro Area: A Semi-Parametric Boundary-Free Analysis. (2018). Zelli, Roberto ; Thomas, Jasmin ; Pittau, M. Grazia ; Anderson, Gordon. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:15-:d:137411.

Full description at Econpapers || Download paper

3
502018Data-Driven Jump Detection Thresholds for Application in Jump Regressions. (2018). Tauchen, George ; Davies, Robert. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:2:p:16-:d:138012.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor: 33
YearTitle
2023Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04527.

Full description at Econpapers || Download paper

2023Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts. (2023). Escribano, Alvaro ; Blazsek, Szabolcs. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000208.

Full description at Econpapers || Download paper

2023Causal Vector Autoregression Enhanced with Covariance and Order Selection. (2023). Baranyi, Mate ; Donner, Catherine ; Thompson, William ; Frappier, Valentin ; Ma, Renyuan ; Wang, Haoyu ; Ye, Dongze ; Bolla, Marianna ; Abdelkhalek, Fatma. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:7-:d:1079607.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach. (2023). Valizadeh, Shahla ; Takaloo, Amir ; Sargolzaei, Mostafa ; Peykani, Pejman. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4409-:d:1084843.

Full description at Econpapers || Download paper

2023Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated. (2023). Hasanov, Fakhri ; Parker, Steven ; Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003304.

Full description at Econpapers || Download paper

2023Factorization of a Spectral Density with Smooth Eigenvalues of a Multidimensional Stationary Time Series. (2023). Szabados, Tamas. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:14-:d:1161065.

Full description at Econpapers || Download paper

2023Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555.

Full description at Econpapers || Download paper

2023Measuring macroeconomic convergence and divergence within EMU using long memory. (2023). Kolaiti, Theoplasti ; Drager, Lena ; Sibbertsen, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02426-6.

Full description at Econpapers || Download paper

2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

Full description at Econpapers || Download paper

2023Technology, Skills, and Performance: The Case of Robots in Surgery. (2023). Tafti, Elena Ashtari. In: CINCH Working Paper Series (since 2020). RePEc:ajt:wcinch:78746.

Full description at Econpapers || Download paper

2023What drives migration to Germany? A panel data analysis. (2023). Daumann, F ; Klocker, J A. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:2:p:251-264.

Full description at Econpapers || Download paper

2023Censored Quantile Regression with Many Controls. (2023). Hong, Seoyun. In: Papers. RePEc:arx:papers:2303.02784.

Full description at Econpapers || Download paper

2023Does dichotomy between resource dependence and resource abundance matters for resource curse hypothesis? New evidence from quantiles via moments. (2023). Sani, Mohammed Bello ; Hamza, Yusuf ; Adamu, Sagir ; Inuwa, Nasiru. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300003x.

Full description at Econpapers || Download paper

2023Analyzing the impact of natural resources and rule of law on sustainable environment: A proposed policy framework for BRICS economies. (2023). Guiqin, Huang ; Hassan, Taimoor ; Khan, Yasir ; Nabi, Ghulam. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s030142072300781x.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

Full description at Econpapers || Download paper

2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2023The Impact of Socioeconomic and Environmental Indicators on Economic Development: An Interdisciplinary Empirical Study. (2023). Pacifico, Antonio. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:265-:d:1140881.

Full description at Econpapers || Download paper

2023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Guo, Kun ; Zhao, Wanli ; Ji, Qiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

Full description at Econpapers || Download paper

2023What Makes Econometric Ideas Popular: The Role of Connectivity. (2023). Mignon, Valérie ; Candelon, Bertrand ; Joets, Marc. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-35.

Full description at Econpapers || Download paper

2023What Makes Econometric Ideas Popular: The Role of Connectivity. (2023). Mignon, Valerie ; Joets, Marc ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023005.

Full description at Econpapers || Download paper

2023Stylized Facts of the FOMC’s Longer-Run Forecasts. (2023). Marquez, Jaime. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:152-:d:1079337.

Full description at Econpapers || Download paper

2023Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Education, employment, and labor force participation in the United States. (2023). Emerson, Jamie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00244.

Full description at Econpapers || Download paper

2023The historical role of energy in UK inflation and productivity with implications for price inflation. (2023). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004450.

Full description at Econpapers || Download paper

2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

Full description at Econpapers || Download paper

2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

Full description at Econpapers || Download paper

2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

Full description at Econpapers || Download paper

2023Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

Full description at Econpapers || Download paper

2023Long run non-linearity in $$\hbox {CO}_2$$ CO 2 emissions: the I(2) cointegration model and the environmental Kuznets curve. (2023). Kivedal, Bjornar Karlsen. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09587-8.

Full description at Econpapers || Download paper

2023Hidden costs of non-green performance? The impact of air pollution awareness on loan rates for Chinese firms. (2023). Wang, Yizhi ; Vigne, Samuel A ; Peng, Yuchao ; Gu, Leilei. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:233-250.

Full description at Econpapers || Download paper

2023Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks. (2023). Terasvirta, Timo ; Silvennoinen, Annastiina ; Hall, Anthony D. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:5-:d:1059591.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023

YearCiting document
2023Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902.

Full description at Econpapers || Download paper

2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

Full description at Econpapers || Download paper

2023An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402.

Full description at Econpapers || Download paper

2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

Full description at Econpapers || Download paper

2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Recent citations received in 2022

YearCiting document
2022Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557.

Full description at Econpapers || Download paper

2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Blazsek, Szabolcs ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757.

Full description at Econpapers || Download paper

2022Modelling Seasonal Short-Run Effects in Time-Series Tourism Prices. (2022). Bojnec, Stefan ; Gricar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:212-:d:809777.

Full description at Econpapers || Download paper

2022Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2022). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Working Paper. RePEc:qed:wpaper:1485.

Full description at Econpapers || Download paper

2022A Goodness-of-Identifiability Criterion for Parametric Statistical Models. (2022). Pacini, David. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:11:y:2022:i:4:f:11_4_1.

Full description at Econpapers || Download paper

Recent citations received in 2021

YearCiting document
2021Forecasting US Inflation in Real Time. (2021). Hubrich, Kirstin ; Fulton, Chad. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:36-:d:652685.

Full description at Econpapers || Download paper

2021On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era. (2021). Mikhaylov, Alexey ; Maximov, Denis ; Candila, Vincenzo ; Tryndina, Nicole ; Senjyu, Tomonobu ; Moiseev, Nikita. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8046-:d:693115.

Full description at Econpapers || Download paper

2021Validation of Corporate Probability of Default Models Considering Alternative Use Cases. (2021). Jacobs, Michael. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:63-:d:687129.

Full description at Econpapers || Download paper

2021Technical Analysis of Tourism Price Process in the Eurozone. (2021). Bojnec, Tefan ; Griar, Sergej. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:517-:d:666054.

Full description at Econpapers || Download paper

2021The Effects of Management (Tillage, Fertilization, Plant Density) on Soybean Yield and Quality in a Three-Year Experiment under Transylvanian Plain Climate Conditions. (2021). Bogdan, Ileana ; Chean, Cornel ; Rusu, Teodor ; Moraru, Paula Ioana ; Pop, Adrian Ioan. In: Land. RePEc:gam:jlands:v:10:y:2021:i:2:p:200-:d:500288.

Full description at Econpapers || Download paper

2021Sustainable Determinants That Affect Tourist Arrival Forecasting. (2021). Ugar, Violeta ; Baldigara, Tea ; Gricar, Sergej. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9659-:d:623516.

Full description at Econpapers || Download paper

2021Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Bangash, Romana ; Khan, Hanana ; Marimuthu, Maran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020Temperature Anomalies, Long Memory, and Aggregation. (2020). Vera-Valdes, Eduardo J. In: CREATES Research Papers. RePEc:aah:create:2020-16.

Full description at Econpapers || Download paper

2020Flexible Mixture Priors for Large Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

Full description at Econpapers || Download paper

2020FISS – A Factor-based Index of Systemic Stress in the Financial System. (2020). Varga, Katalin ; Szendrei, Tibor . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:3-34.

Full description at Econpapers || Download paper

2020Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines. (2019). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2019-18.

Full description at Econpapers || Download paper