[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1997 | 0 | 0.25 | 0.13 | 0 | 23 | 23 | 188 | 3 | 6 | 0 | 0 | 0 | 3 | 0.13 | 0.11 | |||
1998 | 0.13 | 0.28 | 0.2 | 0.13 | 22 | 45 | 443 | 5 | 15 | 23 | 3 | 23 | 3 | 0 | 2 | 0.09 | 0.13 | |
1999 | 0.51 | 0.31 | 0.58 | 0.51 | 24 | 69 | 885 | 34 | 55 | 45 | 23 | 45 | 23 | 0 | 10 | 0.42 | 0.15 | |
2000 | 0.63 | 0.36 | 0.63 | 0.55 | 22 | 91 | 1886 | 46 | 112 | 46 | 29 | 69 | 38 | 4 | 8.7 | 7 | 0.32 | 0.16 |
2001 | 0.7 | 0.39 | 0.53 | 0.52 | 23 | 114 | 217 | 50 | 172 | 46 | 32 | 91 | 47 | 2 | 4 | 1 | 0.04 | 0.17 |
2002 | 0.82 | 0.41 | 0.69 | 0.74 | 21 | 135 | 954 | 93 | 265 | 45 | 37 | 114 | 84 | 6 | 6.5 | 6 | 0.29 | 0.21 |
2003 | 0.84 | 0.44 | 0.77 | 0.92 | 24 | 159 | 544 | 121 | 388 | 44 | 37 | 112 | 103 | 0 | 3 | 0.13 | 0.22 | |
2004 | 0.8 | 0.5 | 1.02 | 1.14 | 8 | 167 | 614 | 166 | 559 | 45 | 36 | 114 | 130 | 0 | 4 | 0.5 | 0.22 | |
2005 | 0.63 | 0.51 | 1.22 | 1.39 | 29 | 196 | 1179 | 233 | 799 | 32 | 20 | 98 | 136 | 1 | 0.4 | 13 | 0.45 | 0.24 |
2006 | 1.46 | 0.51 | 1.65 | 1.4 | 21 | 217 | 910 | 344 | 1158 | 37 | 54 | 105 | 147 | 10 | 2.9 | 25 | 1.19 | 0.23 |
2007 | 1.04 | 0.46 | 1.38 | 1.42 | 33 | 250 | 1923 | 333 | 1504 | 50 | 52 | 103 | 146 | 3 | 0.9 | 26 | 0.79 | 0.2 |
2008 | 2.11 | 0.49 | 1.84 | 1.83 | 25 | 275 | 830 | 496 | 2011 | 54 | 114 | 115 | 211 | 0 | 19 | 0.76 | 0.23 | |
2009 | 2.43 | 0.48 | 2.17 | 2.2 | 34 | 309 | 649 | 659 | 2680 | 58 | 141 | 116 | 255 | 5 | 0.8 | 39 | 1.15 | 0.24 |
2010 | 1.27 | 0.49 | 1.75 | 1.7 | 31 | 340 | 526 | 588 | 3275 | 59 | 75 | 142 | 242 | 1 | 0.2 | 8 | 0.26 | 0.21 |
2011 | 1.12 | 0.52 | 1.86 | 1.89 | 26 | 366 | 176 | 667 | 3956 | 65 | 73 | 144 | 272 | 4 | 0.6 | 6 | 0.23 | 0.24 |
2012 | 0.86 | 0.52 | 2 | 1.65 | 23 | 389 | 504 | 762 | 4735 | 57 | 49 | 149 | 246 | 1 | 0.1 | 15 | 0.65 | 0.22 |
2013 | 1.22 | 0.56 | 2.46 | 1.56 | 33 | 422 | 959 | 1019 | 5774 | 49 | 60 | 139 | 217 | 6 | 0.6 | 69 | 2.09 | 0.24 |
2014 | 2.05 | 0.55 | 2.19 | 1.52 | 40 | 462 | 387 | 1000 | 6788 | 56 | 115 | 147 | 224 | 2 | 0.2 | 25 | 0.63 | 0.23 |
2015 | 1.79 | 0.55 | 2.08 | 1.48 | 46 | 508 | 1164 | 1036 | 7843 | 73 | 131 | 153 | 227 | 8 | 0.8 | 54 | 1.17 | 0.23 |
2016 | 1.29 | 0.53 | 1.97 | 1.44 | 65 | 573 | 456 | 1122 | 8970 | 86 | 111 | 168 | 242 | 11 | 1 | 18 | 0.28 | 0.21 |
2017 | 1.05 | 0.54 | 1.73 | 1.28 | 58 | 631 | 359 | 1087 | 10060 | 111 | 117 | 207 | 265 | 7 | 0.6 | 21 | 0.36 | 0.22 |
2018 | 0.85 | 0.55 | 1.52 | 1.21 | 51 | 682 | 428 | 1034 | 11097 | 123 | 104 | 242 | 293 | 3 | 0.3 | 21 | 0.41 | 0.24 |
2019 | 0.75 | 0.57 | 1.4 | 1.03 | 60 | 742 | 331 | 1037 | 12136 | 109 | 82 | 260 | 268 | 0 | 22 | 0.37 | 0.23 | |
2020 | 1.26 | 0.68 | 1.62 | 1.29 | 58 | 800 | 104 | 1289 | 13429 | 111 | 140 | 280 | 360 | 1 | 0.1 | 10 | 0.17 | 0.32 |
2021 | 0.77 | 0.81 | 1.5 | 0.96 | 40 | 840 | 81 | 1262 | 14691 | 118 | 91 | 292 | 279 | 0 | 4 | 0.1 | 0.3 | |
2022 | 0.39 | 0.86 | 1.28 | 0.71 | 52 | 892 | 25 | 1141 | 15832 | 98 | 38 | 267 | 190 | 0 | 2 | 0.04 | 0.26 | |
2023 | 0.51 | 0.92 | 1.24 | 0.82 | 35 | 927 | 8 | 1148 | 16980 | 92 | 47 | 261 | 213 | 0 | 1 | 0.03 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2000 | GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers || Download paper | 1101 |
2 | 2007 | Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers || Download paper | 987 |
3 | 2007 | Bayesian Analysis of DSGE Modelsââ¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers || Download paper | 712 |
4 | 1999 | Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers || Download paper | 638 |
5 | 2015 | Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers || Download paper | 558 |
6 | 2002 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS ââ¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆäsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers || Download paper | 517 |
7 | 2007 | MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers || Download paper | 509 |
8 | 2005 | New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers || Download paper | 333 |
9 | 2013 | Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers || Download paper | 281 |
10 | 2008 | Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers || Download paper | 267 |
11 | 1998 | A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers || Download paper | 255 |
12 | 2004 | Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers || Download paper | 255 |
13 | 2004 | Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers || Download paper | 251 |
14 | 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers || Download paper | 240 |
15 | 2005 | A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, J̮̦rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers || Download paper | 238 |
16 | 2008 | The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers || Download paper | 236 |
17 | 2006 | Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers || Download paper | 233 |
18 | 2003 | Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers || Download paper | 222 |
19 | 2012 | Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers || Download paper | 191 |
20 | 2000 | Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers || Download paper | 177 |
21 | 2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers || Download paper | 173 |
22 | 2006 | On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers || Download paper | 171 |
23 | 2000 | Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers || Download paper | 164 |
24 | 2005 | Evaluating Direct Multistep Forecasts. (2005). McCracken, Michael ; Clark, Todd. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:4:p:369-404. Full description at Econpapers || Download paper | 159 |
25 | 2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers || Download paper | 137 |
26 | 2000 | Recent developments in bootstrapping time series. (2000). Kilian, Lutz ; Berkowitz, Jeremy . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:1-48. Full description at Econpapers || Download paper | 132 |
27 | 2007 | Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lind̮̩, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers || Download paper | 122 |
28 | 2015 | Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers || Download paper | 120 |
29 | 2002 | LONG-RUN STRUCTURAL MODELLING. (2002). shin, yongcheol ; Pesaran, M. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:49-87. Full description at Econpapers || Download paper | 117 |
30 | 2006 | Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models. (2006). Racine, Jeffrey ; Li, Qi ; Hart, Jeffrey. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:523-544. Full description at Econpapers || Download paper | 105 |
31 | 2013 | On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers || Download paper | 101 |
32 | 2012 | A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296. Full description at Econpapers || Download paper | 99 |
33 | 2018 | Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866. Full description at Econpapers || Download paper | 97 |
34 | 2002 | ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS. (2002). Park, Joon ; Chang, Yoosoon. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:4:p:431-447. Full description at Econpapers || Download paper | 92 |
35 | 2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers || Download paper | 90 |
36 | 2010 | An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers || Download paper | 84 |
37 | 2007 | Forecast Combination and Model Averaging Using Predictive Measures. (2007). Karlsson, Sune ; Eklund, Jana. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:329-363. Full description at Econpapers || Download paper | 82 |
38 | 2015 | Factor Model Forecasts of Exchange Rates. (2015). West, Kenneth ; Mark, Nelson ; Engel, Charles. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:32-55. Full description at Econpapers || Download paper | 81 |
39 | 2010 | The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. (2010). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:2:p:182-223. Full description at Econpapers || Download paper | 80 |
40 | 2006 | Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison. (2006). Yu, Jun ; JunYu, ; Meyer, Renate. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:361-384. Full description at Econpapers || Download paper | 78 |
41 | 2003 | A Consistent Method for the Selection of Relevant Instruments. (2003). Peixe, Fernanda ; Hall, Alastair. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:3:p:269-287. Full description at Econpapers || Download paper | 71 |
42 | 2001 | A REVIEW OF SYSTEMS COINTEGRATION TESTS. (2001). Saikkonen, Pentti ; LÃÆütkepohl, Helmut ; Hubrich, Kirstin. In: Econometric Reviews. RePEc:taf:emetrv:v:20:y:2001:i:3:p:247-318. Full description at Econpapers || Download paper | 70 |
43 | 2000 | Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers || Download paper | 70 |
44 | 2000 | Estimation of long-run inefficiency levels: a dynamic frontier approach. (2000). Sickles, Robin ; Ahn, Seung. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:461-492. Full description at Econpapers || Download paper | 69 |
45 | 2013 | Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers || Download paper | 69 |
46 | 2013 | State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers || Download paper | 69 |
47 | 2009 | A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets. (2009). Hafner, Christian ; Franses, Philip Hans. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:6:p:612-631. Full description at Econpapers || Download paper | 66 |
48 | 2003 | Provincial Conditional Income Convergence in China, 1953-1997: A Panel Data Approach. (2003). Yao, James Yudong ; Weeks, Melvyn . In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:1:p:59-77. Full description at Econpapers || Download paper | 66 |
49 | 2013 | A Generalized Spatial Panel Data Model with Random Effects. (2013). Pfaffermayr, Michael ; Egger, Peter ; Baltagi, Badi. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:650-685. Full description at Econpapers || Download paper | 66 |
50 | 2009 | Correction to ââ¬ÅAutomatic Block-Length Selection for the Dependent Bootstrapââ¬Â by D. Politis and H. White. (2009). White, Halbert ; Patton, Andrew ; Politis, Dimitris . In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:4:p:372-375. Full description at Econpapers || Download paper | 65 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2015 | Testing Weak Cross-Sectional Dependence in Large Panels. (2015). Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1089-1117. Full description at Econpapers || Download paper | 312 |
2 | 2005 | New Simple Tests for Panel Cointegration. (2005). Westerlund, Joakim. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:3:p:297-316. Full description at Econpapers || Download paper | 176 |
3 | 2000 | GMM Estimation with persistent panel data: an application to production functions. (2000). Blundell, Richard ; Bond, Stephen . In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:321-340. Full description at Econpapers || Download paper | 152 |
4 | 2007 | MIDAS Regressions: Further Results and New Directions. (2007). Valkanov, Rossen ; Sinko, Arthur ; Ghysels, Eric. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:1:p:53-90. Full description at Econpapers || Download paper | 108 |
5 | 2007 | Bayesian Analysis of DSGE Models. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:113-172. Full description at Econpapers || Download paper | 73 |
6 | 2013 | Weights in Multidimensional Indices of Wellbeing: An Overview. (2013). Lugo, Maria Ana ; Decancq, Koen. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:7-34. Full description at Econpapers || Download paper | 72 |
7 | 2007 | Bayesian Analysis of DSGE Modelsââ¬âRejoinder. (2007). Schorfheide, Frank ; An, Sungbae . In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:211-219. Full description at Econpapers || Download paper | 70 |
8 | 2018 | Testing for Granger-causality in quantiles. (2018). Troster, Victor. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:8:p:850-866. Full description at Econpapers || Download paper | 62 |
9 | 2005 | A Parametric approach to the Estimation of Cointegration Vectors in Panel Data. (2005). Breitung, J̮̦rg. In: Econometric Reviews. RePEc:taf:emetrv:v:24:y:2005:i:2:p:151-173. Full description at Econpapers || Download paper | 49 |
10 | 2015 | Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs. (2015). Pinto, Rodrigo ; Heckman, James. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:6-31. Full description at Econpapers || Download paper | 48 |
11 | 1999 | Using simulation methods for bayesian econometric models: inference, development,and communication. (1999). Geweke, John. In: Econometric Reviews. RePEc:taf:emetrv:v:18:y:1999:i:1:p:1-73. Full description at Econpapers || Download paper | 42 |
12 | 2008 | Realized Volatility: A Review. (2008). Medeiros, Marcelo ; McAleer, Michael. In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:10-45. Full description at Econpapers || Download paper | 38 |
13 | 2004 | Automatic Block-Length Selection for the Dependent Bootstrap. (2004). White, Halbert ; Politis, Dimitris N.. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:1:p:53-70. Full description at Econpapers || Download paper | 37 |
14 | 2012 | Cross-Sectional Dependence in Panel Data Analysis. (2012). Sarafidis, Vasilis ; Wansbeek, Tom. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:5:p:483-531. Full description at Econpapers || Download paper | 37 |
15 | 2016 | Testing for Serial Correlation in Fixed-Effects Panel Data Models. (2016). Breitung, J̮̦rg ; Born, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:7:p:1290-1316. Full description at Econpapers || Download paper | 32 |
16 | 1998 | A residual-based test of the null of cointegration in panel data. (1998). Kao, Chihwa ; McCoskey, Suzanne . In: Econometric Reviews. RePEc:taf:emetrv:v:17:y:1998:i:1:p:57-84. Full description at Econpapers || Download paper | 31 |
17 | 2004 | Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model. (2004). Greene, William. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2004:i:2:p:125-147. Full description at Econpapers || Download paper | 30 |
18 | 2005 | In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?. (2005). Kilian, Lutz ; Inoue, Atsushi. In: Econometric Reviews. RePEc:taf:emetrv:v:23:y:2005:i:4:p:371-402. Full description at Econpapers || Download paper | 29 |
19 | 2006 | On Testing Equality of Distributions of Technical Efficiency Scores. (2006). Zelenyuk, Valentin ; Simar, Leopold. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:4:p:497-522. Full description at Econpapers || Download paper | 28 |
20 | 2019 | Alternative diff-in-diffs estimators with several pretreatment periods. (2019). Reggio, Iliana ; Mora, Ricardo. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:5:p:465-486. Full description at Econpapers || Download paper | 25 |
21 | 2008 | The Volatility of Realized Volatility. (2008). Mittnik, Stefan ; Corsi, Fulvio ; Pigorsch, Christian . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:1-3:p:46-78. Full description at Econpapers || Download paper | 24 |
22 | 2019 | OLS and IV estimation of regression models including endogenous interaction terms. (2019). Harrison, Teresa D. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:7:p:814-827. Full description at Econpapers || Download paper | 24 |
23 | 2010 | An Empirical Comparison of Machine Learning Models for Time Series Forecasting. (2010). Atiya, Amir ; Ahmed, Nesreen ; EL GAYAR, NEAMAT ; El-Shishiny, Hisham . In: Econometric Reviews. RePEc:taf:emetrv:v:29:y:2010:i:5-6:p:594-621. Full description at Econpapers || Download paper | 23 |
24 | 2000 | Estimation and decomposition of productivity change when production is not efficient: a paneldata approach. (2000). Kumbhakar, Subal ; Denny, M. ; Fuss, M.. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:4:p:312-320. Full description at Econpapers || Download paper | 21 |
25 | 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility. (2009). McAleer, Michael ; Hoti, Suhejla ; Chan, Felix. In: Econometric Reviews. RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440. Full description at Econpapers || Download paper | 20 |
26 | 2002 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS ââ¬â A SURVEY OF RECENT DEVELOPMENTS. (2002). van Dijk, Dick ; TerÃÆäsvirta, Timo ; Franses, Philip Hans ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:21:y:2002:i:1:p:1-47. Full description at Econpapers || Download paper | 20 |
27 | 2003 | Best Spatial Two-Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances. (2003). Lee, Lung-Fei. In: Econometric Reviews. RePEc:taf:emetrv:v:22:y:2003:i:4:p:307-335. Full description at Econpapers || Download paper | 19 |
28 | 2021 | Revisiting regression adjustment in experiments with heterogeneous treatment effects. (2021). Negi, Akanksha ; Wooldridge, Jeffrey M. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:5:p:504-534. Full description at Econpapers || Download paper | 19 |
29 | 2006 | Multivariate Stochastic Volatility: A Review. (2006). Yu, Jun ; McAleer, Michael ; Asai, Manabu ; JunYu, . In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:2-3:p:145-175. Full description at Econpapers || Download paper | 17 |
30 | 2016 | Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics. (2016). Audrino, Francesco ; Knaus, Simon D. In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1485-1521. Full description at Econpapers || Download paper | 17 |
31 | 2012 | A Survey of Sequential Monte Carlo Methods for Economics and Finance. (2012). Creal, Drew. In: Econometric Reviews. RePEc:taf:emetrv:v:31:y:2012:i:3:p:245-296. Full description at Econpapers || Download paper | 17 |
32 | 2000 | Bootstrap tests: how many bootstraps?. (2000). MacKinnon, James ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68. Full description at Econpapers || Download paper | 16 |
33 | 2019 | Practical procedures to deal with common support problems in matching estimation. (2019). Lechner, Michael ; Strittmatter, Anthony. In: Econometric Reviews. RePEc:taf:emetrv:v:38:y:2019:i:2:p:193-207. Full description at Econpapers || Download paper | 15 |
34 | 2013 | On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors. (2013). Prucha, Ingmar ; Egger, Peter ; Drukker, David M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:686-733. Full description at Econpapers || Download paper | 15 |
35 | 2015 | Marginal Likelihood Estimation with the Cross-Entropy Method. (2015). Eisenstat, Eric ; Chan, Joshua ; Joshua C. C. Chan, . In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:3:p:256-285. Full description at Econpapers || Download paper | 15 |
36 | 2018 | Extremal dependence tests for contagion. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:6:p:626-649. Full description at Econpapers || Download paper | 15 |
37 | 2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study. (2006). Wagner, Martin ; Hlouskova, Jaroslava. In: Econometric Reviews. RePEc:taf:emetrv:v:25:y:2006:i:1:p:85-116. Full description at Econpapers || Download paper | 14 |
38 | 2000 | Nonstationary panel data analysis: an overview of some recent developments. (2000). Phillips, Peter ; Moon, Hyungsik. In: Econometric Reviews. RePEc:taf:emetrv:v:19:y:2000:i:3:p:263-286. Full description at Econpapers || Download paper | 13 |
39 | 2013 | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. (2013). Chudik, Alexander ; Pesaran, Hashem M.. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:5-6:p:592-649. Full description at Econpapers || Download paper | 13 |
40 | 2018 | A Laplace stochastic frontier model. (2018). Parmeter, Christopher ; Horrace, William. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:3:p:260-280. Full description at Econpapers || Download paper | 13 |
41 | 2008 | Optimal Portfolio Diversification Using the Maximum Entropy Principle. (2008). Bera, Anil ; Park, Sung . In: Econometric Reviews. RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512. Full description at Econpapers || Download paper | 13 |
42 | 2020 | Identification of the linear factor model. (2020). Williams, Benjamin. In: Econometric Reviews. RePEc:taf:emetrv:v:39:y:2020:i:1:p:92-109. Full description at Econpapers || Download paper | 12 |
43 | 2007 | Forecasting Performance of an Open Economy DSGE Model. (2007). Villani, Mattias ; Lind̮̩, Jesper ; Adolfson, Malin. In: Econometric Reviews. RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:289-328. Full description at Econpapers || Download paper | 12 |
44 | 2018 | The asymptotic size and power of the augmented Dickeyââ¬âFuller test for a unit root. (2018). Paparoditis, Efstathios ; Politis, Dimitris N. In: Econometric Reviews. RePEc:taf:emetrv:v:37:y:2018:i:9:p:955-973. Full description at Econpapers || Download paper | 12 |
45 | 2015 | Hedonic Regressions and the Decomposition of a House Price Index into Land and Structure Components. (2015). Diewert, Walter ; Hendriks, Rens ; de Haan, Jan. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:106-126. Full description at Econpapers || Download paper | 11 |
46 | 2016 | Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence. (2016). Everaert, Gerdie ; de Groote, Tom . In: Econometric Reviews. RePEc:taf:emetrv:v:35:y:2016:i:3:p:428-463. Full description at Econpapers || Download paper | 11 |
47 | 2013 | State Space Models and MIDAS Regressions. (2013). Ghysels, Eric ; Wright, Jonathan H. ; Bai, Jennie. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:7:p:779-813. Full description at Econpapers || Download paper | 11 |
48 | 2013 | Testing for Restricted Stochastic Dominance. (2013). Duclos, Jean-Yves ; Davidson, Russell. In: Econometric Reviews. RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125. Full description at Econpapers || Download paper | 11 |
49 | 2015 | Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach. (2015). TerÃÆäsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: Econometric Reviews. RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:174-197. Full description at Econpapers || Download paper | 11 |
50 | 2021 | Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing. (2021). Zhou, Qiankun ; Zhang, Yonghui. In: Econometric Reviews. RePEc:taf:emetrv:v:40:y:2021:i:10:p:983-1006. Full description at Econpapers || Download paper | 10 |
Year | Title | |
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2023 | Grenander-type Density Estimation under Myerson Regularity. (2023). Xie, Haitian. In: Papers. RePEc:arx:papers:2305.09052. Full description at Econpapers || Download paper | |
2023 | A functional estimation approach to the first-price auction models. (2023). Sbai, Erwann ; Florens, Jean-Pierre ; Enache, Andreea. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1564-1588. Full description at Econpapers || Download paper | |
2023 | FDI, financial market development and nonlinearities of energy and environmental efficiency in China: Evidence from both parametric and nonparametric models. (2023). Wu, Huaqing ; Qiao, Gang ; Xu, Mengmeng ; Tan, Ruipeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000786. Full description at Econpapers || Download paper | |
2023 | Escape from air pollution: How does air quality in the place of residence shape tourism consumption?. (2023). Law, Rob ; Fang, Bin ; Du, Kerui ; Wang, Luojia. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:4:p:1074-1099. Full description at Econpapers || Download paper | |
2023 | Does environmental regulation promote technology transfer? Evidence from a partially linear functional-coefficient panel model. (2023). Wang, Zilong ; Cai, Hechang ; Xu, Liuyang ; Zhang, Zhiwen. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001098. Full description at Econpapers || Download paper | |
2023 | A pathway to sustainable development: Digitization and green productivity. (2023). Yuan, Zihao ; He, Zhi-Wen ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002700. Full description at Econpapers || Download paper | |
2023 | The effect of tourism on the shadow economy: The level of economic development is key. (2023). Lv, Zhike ; Xu, Ting. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2129-2142. Full description at Econpapers || Download paper | |
2023 | Has financial development made income more equal? â From the perspective of regional development imbalance. (2023). Wang, Yinan ; Xu, Yujie. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003861. Full description at Econpapers || Download paper | |
2023 | Strong Consistency for the Conditional Self-weighted M Estimator of GRCA(p) Models. (2023). Wang, Xuejun ; Yu, Wei ; Yao, Chi. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-022-09975-w. Full description at Econpapers || Download paper | |
2023 | Consistency and asymptotic normality in a class of nearly unstable processes. (2023). Proia, Frederic ; Badreau, Marie. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:3:d:10.1007_s11203-023-09290-2. Full description at Econpapers || Download paper | |
2023 | ||
2023 | Exploring Dynamic Asset Pricing within Bachelier Market Model. (2023). Yegon, Peter ; Rachev, Svetlozar ; Omotade, Blessing ; Gnawali, Jagdish ; Divelgama, Bhathiya ; Nyarko, Nancy Asare. In: Papers. RePEc:arx:papers:2307.04059. Full description at Econpapers || Download paper | |
2023 | The RWDAR model: A novel state-space approach to forecasting. (2023). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:922-937. Full description at Econpapers || Download paper | |
2023 | Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968. Full description at Econpapers || Download paper | |
2023 | âNo Man is an Islandâ: An Empirical Study on Team Formation and Performance. (2023). Allocca, Alessandra. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:389. Full description at Econpapers || Download paper | |
2023 | Instrumental variable quantile regression under random right censoring. (2022). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Tedesco, Lorenzo ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2209.01429. Full description at Econpapers || Download paper | |
2023 | Instrumental variable estimation of the proportional hazards model by presmoothing. (2023). van Keilegom, Ingrid ; Beyhum, Jad ; Tedesco, Lorenzo. In: Papers. RePEc:arx:papers:2309.02183. Full description at Econpapers || Download paper | |
2023 | IV methods for Tobit models. (2023). Rosen, Adam ; Chesher, Andrew ; Kim, Dongwoo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1700-1724. Full description at Econpapers || Download paper | |
2023 | Identifying the impact of health insurance on subgroups with changing rates of diagnosis. (2023). Kaliski, Daniel. In: Health Economics. RePEc:wly:hlthec:v:32:y:2023:i:9:p:2098-2112. Full description at Econpapers || Download paper | |
2023 | Stochastic Ordering of Stationary Distributions of Linear Recurrences: Further Results and Economic Applications. (2023). Sorge, Marco ; Pietroluongo, Mariafortuna ; di Pietro, Christian. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:4:p:125-:d:1128079. Full description at Econpapers || Download paper | |
2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. Full description at Econpapers || Download paper | |
2023 | Does Internal Locus of Control Get You Out of Homelessness?. (2023). Wirth, Eszter ; Betancourt-Odio, Alejandro ; Budria, Santiago. In: IZA Discussion Papers. RePEc:iza:izadps:dp16242. Full description at Econpapers || Download paper | |
2023 | Towards low carbon and sustainable environment: does income inequality mitigate ecological footprints in Sub-Saharan Africa?. (2023). Usman, Ojonugwa ; Seraj, Mehdi ; Ghardallou, Wafa ; Ozdeser, Huseyin ; Alhassan, Abdulkareem ; Gimba, Obadiah Jonathan. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:9:d:10.1007_s10668-023-03580-8. Full description at Econpapers || Download Does internal locus of control get you out of homelessness?. (2023). Wirth, Eszter ; Betancourt-Odio, Alejandro ; Budria, Santiago. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002744. Full description at Econpapers || Download paper | |
2023 | Spatial and Spatiotemporal Volatility Models: A Review. (2023). Bera, Anil K ; Schmid, Wolfgang ; Tacspinar, Suleyman ; Dougan, Osman ; Otto, Philipp. In: Papers. RePEc:arx:papers:2308.13061. Full description at Econpapers || Download paper | |
2023 | A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813. Full description at Econpapers || Download paper | |
2023 | Simultaneous Decisions to Undertake Off-Farm Work and Straw Return: The Role of Cognitive Ability. (2023). Lyu, Jie ; Zeng, Jutao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1599-:d:1217025. Full description at Econpapers || Download paper | |
2023 | Hukou Identity and Economic Behaviours: A Social Identity Perspective. (2023). Yang, Yang. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph23-02. Full description at Econpapers || Download paper | |
2023 | Reduced-rank Envelope Vector Autoregressive Models. (2023). Herath, Wiranthe B ; Samadi, Yaser S. In: Papers. RePEc:arx:papers:2309.12902. Full description at Econpapers || Download paper | |
2023 | DS-HECK: double-lasso estimation of Heckman selection model. (2023). Murtazashvili, Irina ; Prokhorov, Artem ; Liu, DI ; Hirukawa, Masayuki. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02406-w. Full description at Econpapers || Download paper | |
2023 | Which Combination of Trade Provisions Promotes Trade in Value?Added? An Application of Machine Learning to Cross?Country Data. (2023). Arora, Rahul ; Mundhada, Yadnesh P ; Sharma, Sharadendu. In: Economic Papers. RePEc:bla:econpa:v:42:y:2023:i:4:p:332-346. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Digitalisation as a Prospect for WorkâLife Balance and Inclusion: A Natural Experiment in German Hospitals. (2023). Schongen, Sebastian. In: Social Inclusion. RePEc:cog:socinc:v:11:y:2023:i:4:p:225-238. Full description at Econpapers || Download paper | |
2023 | Regression Adjustments under Covariate-Adaptive Randomizations with Imperfect Compliance. (2022). Tang, Haihan ; Linton, Oliver B ; Jiang, Liang ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2201.13004. Full description at Econpapers || Download paper | |
2023 | The role of renewable energy finance in achieving low-carbon growth: contextual evidence from leading renewable energy-investing countries. (2023). Murshed, Muntasir ; Yong, LI ; Khan, Uzma ; Siddik, Abu Bakkar. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s036054422300258x. Full description at Econpapers || Download paper | |
2023 | Covariate Adjustment in Experiments with Matched Pairs. (2023). Shaikh, Azeem M ; Romano, Joseph P ; Jiang, Liang ; Bai, Yuehao ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2302.04380. Full description at Econpapers || Download paper | |
2023 | Design-based Estimation Theory for Complex Experiments. (2023). Chang, Haoge. In: Papers. RePEc:arx:papers:2311.06891. Full description at Econpapers || Download paper | |
2023 | Simple approaches to nonlinear difference-in-differences with panel data. (2023). Wooldridge, Jeffrey M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:3:p:c31-c66.. Full description at Econpapers || Download paper | |
2023 | Trends in atmospheric ethane. (2023). Proietti, Tommaso ; Maddanu, Federico. In: Climatic Change. RePEc:spr:climat:v:176:y:2023:i:5:d:10.1007_s10584-023-03508-1. Full description at Econpapers || Download paper | |
2023 | Bootstrap specification tests for dynamic conditional distribution models. (2023). Silvapulle, Mervyn J ; Perera, Indeewara. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:949-971. Full description at Econpapers || Download paper | |
2023 | Robust dynamic space-time panel data models using ?-contamination: An application to crop yields and climate change. (2023). Chaturvedi, Anoop ; Lacroix, Guy ; Bresson, Georges ; Baltagi, Badi H. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-01. Full description at Econpapers || Download paper | |
2023 | Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404. Full description at Econpapers || Download paper | |
2023 | Observed-data DIC for spatial panel data models. (2023). Tapinar, Suleyman ; Doan, Osman ; Yang, YE. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02286-6. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915. Full description at Econpapers || Download paper | |
2023 | Coffee as an Identifier of Inflation in Selected US Agglomerations. (2023). Rowland, Zuzana ; Janek, Svatopluk ; Vochozka, Marek. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:7-169:d:1034440. Full description at Econpapers || Download paper | |
2023 | Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749. Full description at Econpapers || Download paper |
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2023 | Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049. Full description at Econpapers || Download paper |
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2022 | Semiparametric Distribution Regression with Instruments and Monotonicity. (2022). Wied, Dominik. In: Papers. RePEc:arx:papers:2212.03704. Full description at Econpapers || Download paper | |
2022 | The Confidence Interval of Cross-Sectional Distribution of Durations. (2022). Tian, Maoshan ; Dixon, Huw David . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/15. Full description at Econpapers || Download paper |
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2021 | Covariate-adjusted Fisher randomization tests for the average treatment effect. (2021). Ding, Peng ; Zhao, Anqi. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:278-294. Full description at Econpapers || Download paper | |
2021 | Government subsidies and firm-level renewable energy investment: New evidence from partially linear functional-coefficient models. (2021). Lin, Boqiang ; Liu, Xiying ; Bai, Rui. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s0301421521004766. Full description at Econpapers || Download paper | |
2021 | A fresh look at the risk-return tradeoff. (2021). Lo, Hsin-Yu ; Chen, Yi-Chi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000536. Full description at Econpapers || Download paper | |
2021 | A test for strict stationarity in a random coefficient autoregressive model of order 1. (2021). Trapani, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001267. Full description at Econpapers || Download paper |
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2020 | Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:175-191. Full description at Econpapers || Download paper | |
2020 | Panel threshold models with interactive fixed effects. (2020). Su, Liangjun ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:137-170. Full description at Econpapers || Download paper | |
2020 | Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90. Full description at Econpapers || Download paper | |
2020 | Estimation for double-nonlinear cointegration. (2020). Yao, Qiwei ; Tu, Yundong ; Lin, Yingqian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103830. Full description at Econpapers || Download paper | |
2020 | Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751. Full description at Econpapers || Download paper | |
2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper | |
2020 | Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:73-81. Full description at Econpapers || Download paper | |
2020 | A Semiparametric Analysis of Green Inventions and Environmental Policies. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:0920. Full description at Econpapers || Download paper | |
2020 | Modeling Green Knowledge Production and Environmental Policies with Semiparametric Panel Data Regression models. (2020). Mazzanti, Massimiliano ; Musolesi, Antonio. In: SEEDS Working Papers. RePEc:srt:wpaper:1420. Full description at Econpapers || Download paper | |
2020 | Inference in instrumental variables models with heteroskedasticity and many instruments. (2020). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Department of Economics University of Siena. RePEc:usi:wpaper:821. Full description at Econpapers || Download paper |
# | Series | H | Cites | |
---|---|---|---|---|
1 | Papers / arXiv.org | 90 | 392 | |
2 | Journal of Econometrics / Elsevier | 230 | 258 | |
3 | Resources Policy / Elsevier | 76 | 194 | |
4 | Empirical Economics / Springer | 70 | 161 | |
5 | MPRA Paper / University Library of Munich, Germany | 129 | 156 | |
6 | Energy Economics / Elsevier | 162 | 136 | |
7 | Economic Modelling / Elsevier | 87 | 136 | |
8 | Sustainability / MDPI | 66 | 134 | |
9 | International Journal of Forecasting / Elsevier | 90 | 111 | |
10 | Finance Research Letters / Elsevier | 73 | 72 | |
11 | Econometrics and Statistics / Elsevier | 12 | 70 |